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All back months will settle to interpolated prices from WM Reuters. The settlements will be normalized against the Lead Month settle vs. the interpolated price for the lead month from WM Reuters. All settlements for back months will be validated against any spread markets involving the lead month.


Excerpt
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*The designated lead month (in each product) will roll on the Thursday evening (for Friday’s trade date) prior to each quarterly futures expiration. For instance, the September contract will be the lead month from the Thursday evening prior to the June expiration until the Thursday evening prior to the September expiration.

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Normal Final Settlement

The final settlement price of the expiring contract for AUD/USD futures (6A) is determined on the last day of trading at 9:16 a.m. Central Time (CT).

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Additional Details 
AUD/USD (6A) futures are physically delivered upon expiration. For additional details on delivery, please see the CME Rulebook (Chapter 255).

 

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Micro AUD/USD Futures

Normal Daily Settlement Procedure

The settlement in the E-micro Micro AUD/USD (M6A) futures contract is derived directly from the settlement in the regular sized AUD/USD (6A) futures contract.

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If the 6AU2 settles 8725, then the settlement for the corresponding micro Micro contract, M6AU2, would be .8725.

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The final settlement in the E- Micro AUD/USD (M6A) futures contract is derived directly from the final settlement of the corresponding AUD/USD (6A) contract.

Example
If the final settlement in the 6AU2 is 8725, then the final settlement in the corresponding micro Micro contract, M6AU2, would be .8725.

Additional Details 
E-Micro AUD/USD (M6A) futures are physically delivered upon expiration. For additional details on delivery, please see the CME Rulebook (Chapter 291). 


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Settlement Disclaimer and Contact
Settlement Disclaimer and Contact

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