Difference between revisions of "CME Group Dollar Index"

Revision as of 20:12, 3 March 2014


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Dollar Index futures
Exchange	CME Group
Settlement	Physically delivered
Contract Size	$1,000 times the CME$INDEX (approximately $106,450)
Pricing Unit	1 point = $.01 of a CME$INDEX point = $10.00 per contract
Tick Value	Regular: 0.01 = $10.00 Calendar Spread: 0.005 = $5.00
Contract Months	Six months in the March Quarterly Cycle. March, June, September, December.
Last Trading Day	Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
	No Open Outcry	Electronic
Trading Hours	N/A	Sundays-Friday: 5:00 p.m. – 4:00 p.m. Central Time. Except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Ticker Symbol	N/A	FXD
Price Limits	N/A	N/A

Dollar Index options
Trade Unit	One futures contract
Point Value	1 point = $.01 of a CME$INDEX = $10.00 per contract
Tick Value	Regular: 0.01 = $10.00 Cab: 0.005 = $5.00 Special "Half Tick" 0.005 = $5.00 for premium < 0.05, spreads w/net premium < 0.05, non-generic combo trades with total premium < 0.10.
Option Months	Four months in the March quarterly cycle, two months not in the March cycle (serial months), plus 4 weekly expiration options.
Strike Prices	Need strike price description!
	No Open Outcry	Electronic
Trading Hours	N/A	Mon/Thurs 5:00 p.m.-7:15 a.m. & 2:00 p.m.-4:00 p.m. Sun/Holidays 3:00 p.m.-7:15 a.m.
Ticker Symbol	N/A	Clearing = DR Ticker = USX GLOBEX = DR Weekly Expiration Options: Calls = 1LC/5LC Puts = 1LP/5LP AON = USA (100 Threshold)
Price Limits	N/A	N/A

@@ Line 18: / Line 18: @@
 Calendar Spread: 0.005 = $5.00 <!-- Dollar (or other currency) amount of trading tick -->
 |elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
-|elHours  = Mon/Thurs 5:00 p.m. to 4:00 p.m. Sun & Holidays 3:00 p.m. to 4:00 p.m. <!-- Electronic trading hours; leave blank if none -->
+|elHours  = Sundays-Friday: 5:00 p.m. – 4:00 p.m. Central Time. Except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.<!-- Electronic trading hours; leave blank if none -->
 |elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
-|elSym    = USX <!-- Ticker symbol for electronic platform; leave blank if none -->
+|elSym    = FXD <!-- Ticker symbol for electronic platform; leave blank if none -->
 |outcry   =  <!-- Y if an open outcry session exists for trading; leave blank if electronic only -->
 |ooHours  =  <!-- Open outcry trading hours; leave blank if none -->