Difference between revisions of "CME Group Dollar Index"

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{{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  = Mon/Thurs 5:00 p.m. to 4:00 p.m. Sun & Hol 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 -->
|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 -->
|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  = <!-- Any value if option data is being provided -->
|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  = <!-- List of option months -->
|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  = <!-- dollar (or other currency) value of one market point -->
|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 = <!-- option tick size in currency -->
|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  = <!-- Any value if electronic trading is used -->
|opElect  = x <!-- Any value if electronic trading is used -->
|opEHours  = <!-- trading hours for electronic platform; leave blank if none -->
|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    = <!-- Ticker symbol for electronic session -->
|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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}}
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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


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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

Notes[edit]

Resources[edit]

CME Group Dollar Index Contract Specifications