Difference between revisions of "CME Group Dollar Index"
Jump to navigation
Jump to search
AlanDiNovo (talk | contribs) |
JohnJLothian (talk | contribs) |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Line 1: | Line 1: | ||
{{ | {{Random_adbox}} | ||
<!-- Fill in values in between the = and | symbols for the parameters below. --> | <!-- Fill in values in between the = and | symbols for the parameters below. --> | ||
<!-- All comments like this one can be deleted... make sure you get the part at the line's end, too! --> | <!-- All comments like this one can be deleted... make sure you get the part at the line's end, too! --> | ||
| Line 18: | Line 18: | ||
Calendar Spread: 0.005 = $5.00 <!-- Dollar (or other currency) amount of trading tick --> | 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 --> | |elect = Y <!-- Y if an electronic trading session exists; leave blank if none --> | ||
|elHours = | |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 --> | |elLimit = <!-- Price limits on electronic trading session; leave blank if none --> | ||
|elSym = | |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 --> | |outcry = <!-- Y if an open outcry session exists for trading; leave blank if electronic only --> | ||
|ooHours = <!-- Open outcry trading hours; leave blank if none --> | |ooHours = <!-- Open outcry trading hours; leave blank if none --> | ||
| Line 59: | Line 59: | ||
== Resources == | == Resources == | ||
[http://www.cmegroup.com/trading/fx/ | [http://www.cmegroup.com/trading/fx/g10/dow-jones-cme-fxindex_contract_specifications.html CME Group Dollar Index Contract Specifications] | ||
Latest revision as of 22:48, 4 January 2021
 |
|---|
| 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 |
Weekly Expiration Options:
|
| Price Limits | N/A | N/A |