Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Energy Products
View an Energy Product
CBOT Ethanol Forward Month Swap Options - Calls Options
Type
| Cash-Settled Options on Ethanol Futures | |||||
|---|---|---|---|---|---|
| Product Code | Ticker: CEC for Calls, CEP for Puts Clearing: 76 |
||||
| Contract Size | One futures contract | ||||
| Tick Size (minimum fluctuation) |
$0.001 per gallon ($1.827 to $1.828 = $29.00 per contract) | ||||
| Price Quotation | U.S. cents or tenths of cents per gallon. At the beginning of trading, 10 strikes bove and 10 strikes below the at-the-money strike will be listed; in total, 21 strikes will be listed initially. | ||||
| Contract Months | All calendar months | ||||
| Trading Venue | OTC (clearing only) | ||||
| Clearing Hours | OTC (clearing only) | Sunday - Friday: 6:36 p.m. - 3:00 p.m. CT next day | |||
| Daily Price Limits (maximum fluctuation) |
$0.30 per gallon ($8,700 per contract) above or below the previous day's settlement price. Limits are lifted on LTD. | ||||
| Final Settlement Procedure | For Calls, the final settlement price is the difference between the settlement price for the underlying futures contract and the option strike price 0 zero, whichever is greater. For Puts, the final settlement price is the difference between the strike price and the underlying futures settlement price or zero, whichever is greater. | ||||
| Last Clearing Date | The last trading day of the underlying futures contract | ||||
| Strike Price Increments | $0.05 per gallon (i.e. 1.900, 1.950, 2.000, 2.050, 2.100, etc.) | ||||
| Exercise | These options are cash-settled on the last clearing day and cannot be exercised at any time. | ||||
| Expiration | Unexercised options expire at 1:15 p.m. CT on the last day of clearing. | ||||
| Rulebook Chapter | 16B | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CBOT. | ||||
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
