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FX$Index Futures Contract Specs

Contract Size $1,000 x Dow Jones CME FX$INDEX, e.g., if Dow Jones CME FX$INDEX = 144.73 then futures contract value = $144,730 (= $1,000 x 144.73)
Contract Month Listings Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Index Construction Dow Jones CME FX$INDEX = value of 4 Euro FX + 2 Japanese yen + 2 British pound + 1 Swiss franc + 1 Canadian dollar + 1 Australian dollar futures contracts; divided by $10,000
Settlement Procedure Physical delivery of 50,000 Euros; 2,500,000 Japanese yen; 12,500 British pounds; 12,500 Swiss francs; 10,000 Canadian dollars; and, 10,000 Australian dollars on the 3rd Wednesday. U.S. dollar delivery invoices based on final settlement of standard CME FX futures, with the exception of Canadian dollar where a special 9:16 value is utilized noting that Canadian dollar terminates a day later. Dow Jones CME FX$INDEX futures final settlement is rounded to 4 decimal places.
Position Accountability Positions > 6,000 contracts net long or short, in all contract months combined must provide, in a timely fashion upon request by CME, information regarding the position
Ticker Symbol
(C21, PRS, ITC)
CME Globex Electronic Markets: FXD
View product and vendor codes
Minimum Price Increment (Tick) 0.01 index points ($10.00) for outrights; 0.005 index points ($5.00) for calendar spreads.
Maximum Price Fluctuation No price limits. However, price banding* on CME Globex is in effect at ±0.60 for outrights (60 ticks), ±0.05 for calendar spreads (5 ticks).
Trading Hours CME 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.
CME ClearPort Sunday – Friday 5:00 p.m. – 4:15 p.m. Central Time (CT) with a 45–minute break each day beginning at 4:15 p.m. (CT)
Last Trade Date / Time
View calendar
9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.
Block Trade Eligibility Yes. View more on Block Trade eligible contracts.
Block Trade Minimum 50 Contracts
EFP Eligibility Yes. View more on EFPs.

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