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Dow Jones CME FX$INDEX Futures
| Dow Jones CME FX$INDEX Futures | |||||
|---|---|---|---|---|---|
| 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 |
||||
| CME Globex No Bust Range | 40 ticks | ||||
| 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 | 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 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45–minute break each day beginning at 5:15 p.m. (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. | ||||
| * For CME Globex trading, automated price banding prevents execution of orders at prices falling outside of the last sale, best bid or best offer and ± the price band. Price banding prevents the entry of limit orders more than a pre-determined amount above the last price in the case of bids and more than the same predetermined amount below the last price in the case of offers. The band “shadows” the last foreign exchange futures price as it reacts to new transaction prices, higher bids and lower offers. | |||||
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