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CHF/USD Options
Quotes | Contract Specifications | Performance Bonds / Margins | Product Calendar | Learn More
 


Type

American Style Premium | American Style Volatility | European Style Premium | European Style Volatility

CHF/USD American Style Premium Options
Contract Size One futures contract for 125,000 Swiss francs
Contract Month Listings Four months in the March quarterly cycle (Mar, Jun, Sep, Dec), 2 serial months and 4 weekly
Settlement Procedure Option on physical delivery futures contract
Position Accountability 10,000 contracts
Ticker Symbol American Style Quarterly and serial options:
CME Globex Electronic Markets: 6S
Open Outcry: CF
Puts: PF

American Style Weekly options:
CME Globex Electronic Markets: 6S1-6S5
Open Outcry: 1S - 5S
AON Code: LS

View product and vendor codes
Minimum Price Fluctuation (Tick) $.0001 per Swiss franc increments ($12.50/contract). Also, trades may occur at $.00005 ($6.25), $.00015 ($18.75), $.00025 ($31.25), $.00035 ($43.75), and $.00045 ($56.25), when price is below five ticks of premium.
Trading Hours
OPEN OUTCRY (RTH)
7:20 a.m.-2:00 p.m.
GLOBEX (ETH)
Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Last Trade Date / Time
View calendar		 Quarterly and Serial Options: Close of trading is on the second Friday immediately preceding the third Wednesday of the contract month. (2:00 p.m. CT)

Weekly Options: Close of trading is on the four nearest Fridays that are not also terminations for quarterly and serial options. (2:00 p.m. CT)
 
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.
 
CHF/USD American Style Volatility Options
Contract Size One futures contract for 125,000 Swiss francs
Contract Month Listings Four months in the March quarterly cycle (Mar, Jun, Sep, Dec), 2 serial months and 4 weekly
Settlement Procedure Option on physical delivery futures contract
Position Accountability 10,000 contracts
Ticker Symbol Volatility Quoted Options: V6S
Volatility Quoted Weekly Options: VS1-VS5

View product and vendor codes
Minimum Price Increment 0.025 percent of implied volatility. Following a volatility trade, CME Globex will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Swiss franc.
Trading Hours
GLOBEX (ETH)
Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Last Trade Date / Time
View calendar		 Quarterly and Serial Options: Close of trading is on the second Friday immediately preceding the third Wednesday of the contract month. (2:00 p.m. CT)

Weekly Options: Close of trading is on the four nearest Fridays that are not also terminations for quarterly and serial options. (2:00 p.m. CT)

However, please note that volatility quote trading for a given option ends on the day before termination of trading. Premium-based trading continues through and including the termination of trading for the option.
 
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.
 
CHF/USD European Style Premium Options
Contract Size One futures contract for 125,000 Swiss francs
Contract Month Listings Four months in the March quarterly cycle (Mar, Jun, Sep, Dec), 2 serial months and 4 weekly
Settlement Procedure Option on physical delivery futures contract
Position Accountability 10,000 contracts
Ticker Symbol European Style Options:
CME Globex Electronic Markets: XS
Open Outcry: YS

European Style Weekly options:
CME Globex Electronic Markets: XS1-XS5
Open Outcry: 1W-5W
AON Code: 0G

View product and vendor codes
Minimum Price Fluctuation (Tick) $.0001 per Swiss franc increments ($12.50/contract). Also, trades may occur at $.00005 ($6.25), $.00015 ($18.75), $.00025 ($31.25), $.00035 ($43.75), and $.00045 ($56.25), when price is below five ticks of premium.
Trading Hours
OPEN OUTCRY (RTH)
7:20 a.m.-2:00 p.m.
GLOBEX (ETH)
Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Last Trade Date / Time
View calendar		 Quarterly and Serial Options: Close of trading is on the second Friday immediately preceding the third Wednesday of the contract month. (9:00 a.m. CT)

Weekly Options: Close of trading is on the four nearest Fridays that are not also terminations for quarterly and serial options. (9:00 a.m. CT)
 
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.
 
CHF/USD European Style Volatility Options
Contract Size One futures contract for 125,000 Swiss francs
Contract Month Listings Four months in the March quarterly cycle (Mar, Jun, Sep, Dec), 2 serial months and 4 weekly
Settlement Procedure Option on physical delivery futures contract
Position Accountability 10,000 contracts
Ticker Symbol European Style Volatility Quoted Options: VXS
European Style Volatility Quoted Weekly Options: VSA-VSE

View product and vendor codes
Minimum Price Fluctuation (Tick) 0.025 percent of implied volatility. Following a volatility trade, CME Globex will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Swiss franc.
Trading Hours
GLOBEX (ETH)
Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Last Trade Date / Time
View calendar		 Quarterly and Serial Options: Close of trading is on the second Friday immediately preceding the third Wednesday of the contract month. (9:00 a.m. CT)

Weekly Options: Close of trading is on the four nearest Fridays that are not also terminations for quarterly and serial options. (9:00 a.m. CT)

However, please note that volatility quote trading for a given option ends on the day before termination of trading. Premium-based trading continues through and including the termination of trading for the option.
 
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.