Difference between revisions of "CME Group Dollar Index"
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<!-- 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! --> | ||
{{Contract | {{Contract | ||
|exch = CME Group <!-- Exchange name or acronym--> | |exch = CME Group <!-- Exchange name or acronym--> | ||
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|unit = $1,000 times the CME$INDEX (approximately $106,450) <!-- Unit of commodity in contract, e.g. 50,000 pounds --> | |unit = $1,000 times the CME$INDEX (approximately $106,450) <!-- Unit of commodity in contract, e.g. 50,000 pounds --> | ||
|ptdesc = <!-- Description of one contract point, e.g. 0.0001 cents per pound --> | |ptdesc = <!-- Description of one contract point, e.g. 0.0001 cents per pound --> | ||
|ptval = <!-- Dollar (or other currency) value of a single contract point --> | |ptval = 1 point = $.01 of a CME$INDEX point = $10.00 per contract <!-- Dollar (or other currency) value of a single contract point --> | ||
|tickPt = <!-- Number of points per trading tick, eg 2.5 --> | |tickPt = <!-- Number of points per trading tick, eg 2.5 --> | ||
|tickVal = Regular: 0.01 = $10.00 | |tickVal = Regular: 0.01 = $10.00 | ||
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 --> | ||
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<!-- The following section is for option data -- leave blank if options are not relevant --> | <!-- The following section is for option data -- leave blank if options are not relevant --> | ||
|oed = <!-- Rules for determining Option Expiration Day --> | |oed = <!-- Rules for determining Option Expiration Day --> | ||
|options = | |options = x <!-- Any value if option data is being provided --> | ||
|opUnit = <!-- Trade unit -- leave blank unless it's something other than "One futures contract" --> | |opUnit = <!-- Trade unit -- leave blank unless it's something other than "One futures contract" --> | ||
|opMonths = | |opMonths = Four months in the March quarterly cycle, two months not in the March cycle (serial months), plus 4 weekly expiration options. <!-- List of option months --> | ||
|opPtdesc = <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce --> | |opPtdesc = <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce --> | ||
|opPtval = | |opPtval = 1 point = $.01 of a CME$INDEX = $10.00 per contract <!-- dollar (or other currency) value of one market point --> | ||
|opTickPt = <!-- option tick size in points --> | |opTickPt = <!-- option tick size in points --> | ||
|opTickVal = | |opTickVal = 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 tick size in currency --> | |||
|opExercise= <!-- Exercise style, American, European or leave blank if not relevant --> | |opExercise= <!-- Exercise style, American, European or leave blank if not relevant --> | ||
|opElect = | |opElect = x <!-- Any value if electronic trading is used --> | ||
|opEHours = | |opEHours = 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. <!-- trading hours for electronic platform; leave blank if none --> | ||
|opELimit = <!-- Daily price limit for electronic platform; leave blank if none --> | |opELimit = <!-- Daily price limit for electronic platform; leave blank if none --> | ||
|opESym = | |opESym = *Clearing = DR | ||
*Ticker = USX | |||
*GLOBEX = DR | |||
Weekly Expiration Options: | |||
*Calls = 1LC/5LC | |||
*Puts = 1LP/5LP | |||
*AON = USA (100 Threshold) <!-- Ticker symbol for electronic session --> | |||
|opOutcry = <!-- Any value if open outcry is used --> | |opOutcry = <!-- Any value if open outcry is used --> | ||
|opOHours = <!-- trading hours for open outcry session; leave blank if none --> | |opOHours = <!-- trading hours for open outcry session; leave blank if none --> | ||
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}} | }} | ||
== Notes == | == Notes == | ||
== Resources == | |||
[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 |