Using the codes below, follow these steps to access information about CME Group FX futures through a Bloomberg terminal.
Tickers for FX futures, futures spreads and FX Link:
|
|
Currency Pairs |
Futures |
Bloomberg Multiplier* |
Calendar Spreads** |
FX Link |
|---|---|---|---|---|---|
|
Majors |
EUR/USD |
ECA <Curncy> |
1 |
ECEC <Curncy> |
LK + EUR + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
JPY/USD |
JYA <Curncy> |
10,000 |
JYJY <Curncy> |
LK + JPY + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
|
GBP/USD |
BPA <Curncy> |
100 |
BPBP <Curncy> |
LK + GBP + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
|
AUD/USD |
ADA <Curncy> |
100 |
ADAD <Curncy> |
LK + AUD + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
|
CAD/USD |
CDA <Curncy> |
100 |
CDCD <Curncy> |
LK + CAD + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
|
CHF/USD |
SFA <Curncy> |
100 |
SFSF <Curncy> |
LK + CHF + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
|
NZD/USD |
NVA <Curncy> |
100 |
NVNV <Curncy> |
LK + NZD + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
|
USD/CNH |
CHYA <Curncy> |
1 |
CHYCHY <Curncy> |
LK + CNH + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
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|
|
LATAM |
MXN/USD |
PEA <Curncy> |
100 |
PEPE <Curncy> |
LK + MXN + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
BRL/USD |
BRA <Curncy> |
100 |
BRBR <Curncy> |
|
|
|
CLP/USD |
PLCA <Curncy> |
100 |
PLCPLC <Curncy> |
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|
Emerging Markets |
ZAR/USD |
RAA <Curncy> |
100 |
RARA <Curncy> |
LK + ZAR + <CME Expiry Month Code> + <Expiry Year (YY)> + <Curncy> |
|
RUB/USD |
RUA <Curncy> |
- |
RURU <Curncy> |
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|
|
TRY/USD |
TLCA <Curncy> |
1 |
TLCTLC <Curncy> |
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Scandis |
NOK/USD |
NOA <Curncy> |
100 |
NONO <Curncy> |
|
|
SEK/USD |
SEA <Curncy> |
100 |
SESE <Curncy> |
|
|
|
EUR/NOK |
ENA <Curncy> |
1 |
ENEN <Curncy> |
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|
EUR/SEK |
EWA <Curncy> |
1 |
EWEW <Curncy> |
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|
CE4 |
CZK/USD |
CCA <Curncy> |
1 |
CCCC <Curncy> |
|
|
HUF/USD |
HEA <Curncy> |
100 |
HEHE <Curncy> |
|
|
|
PLN/USD |
PPA <Curncy> |
1 |
PPPP <Curncy> |
|
|
|
ILS/USD |
ISA <Curncy> |
1 |
ISIS <Curncy> |
|
|
|
CZK/EUR |
EXA <Curncy> |
1 |
EXEX <Curncy> |
|
|
|
HUF/EUR |
ELA <Curncy> |
100 |
ELEL <Curncy> |
|
|
|
PLN/EUR |
EIA <Curncy> |
1 |
EIEI <Curncy> |
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|
EUR Crosses |
EUR/GBP |
RPA <Curncy> |
1 |
RPRP <Curncy> |
|
|
EUR/CAD |
CAA <Curncy> |
1 |
CACA <Curncy> |
|
|
|
EUR/JPY |
RYA <Curncy> |
1 |
RYRY <Curncy> |
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|
|
EUR/CHF |
RFA <Curncy> |
1 |
RFRF <Curncy> |
|
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|
EUR/AUD |
EAA <Curncy> |
1 |
EAEA <Curncy> |
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|
Other Crosses |
GBP/JPY |
PJA <Curncy> |
1 |
PJPJ <Curncy> |
|
|
GBP/CHF |
PSA <Curncy> |
1 |
PSPS <Curncy> |
|
|
|
CHF/JPY |
SJA <Curncy> |
1 |
SJSJ <Curncy> |
|
|
|
AUD/CAD |
ACA <Curncy> |
1 |
ACAC <Curncy> |
|
|
|
AUD/JPY |
AJA <Curncy> |
1 |
AJAJ <Curncy> |
|
|
|
AUD/NZD |
ANA <Curncy> |
1 |
ANAN <Curncy> |
|
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|
CAD/JPY |
CYA <Curncy> |
1 |
CYCY <Curncy> |
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|
Asian NDF |
KRW/USD |
KOA <Curncy> |
100 |
KOKO <Curncy> |
|
|
INR/USD |
SIRA <Curncy> |
1 |
SIRSIR <Curncy> |
|
|
|
CNY/USD |
DOA <Curncy> |
1 |
DODO <Curncy> |
|
|
|
CNY/EUR |
DPA <Curncy> |
1 |
DPDP <Curncy> |
|
* For example, JPY/USD is quoted at 0.0067885 on CME, Bloomberg price would show 67.885. By dividing 67.885 by the multiplier (10,000) to convert into the CME Direct price which is 0.0067885
**The default ticker brings up the current front serial contract + the subsequent month contract by default, you can however query specific Calendar Spreads instrument directly:
- For 4-digit ticker (e.g., ECEC): "First 2-digit of the ticker" + "1st Leg Expiry Month Code" + "1st Leg Last digit of Year" + "First 2-digit of the ticker" + "2nd Leg Expiry Month Code" + "2nd Leg Last digit of Year". For example, EUR/USD Sept-24 vs. Dec-24 spread, the ticker is “ECU4ECZ4 <Curncy>”
- For 6-digit ticker (e.g., CHYCHY): "First 3-digit of the ticker" + "1st Leg Expiry Month Code" + "1st Leg Last digit of Year "+ "2nd Leg Expiry Month Code " + "2nd Leg Last digit of Year ". For example, USD/CNH Sept-24 vs. Dec-24 spread, the ticker is “CHYU4Z4 <Curncy>”
| Month Codes | |||
|---|---|---|---|
| JANUARY | F | FEBRUARY | G |
| MARCH | H | APRIL | J |
| MAY | K | JUNE | M |
| JULY |
N | AUGUST |
Q |
| SEPTEMBER |
U | OCTOBER |
V |
| NOVEMBER |
X | DECEMBER |
Z |
How to check contract details using <CT>:
FX Futures
1. Taking “ECA <Curncy>” (EUR/USD futures) as example, type in “ECA Curncy CT” and press “Enter.”
2. Under the contract detail’s view:
- #1 lists out available futures settlement dates that can be traded.
- You can switch between Monthly and Quarterly view in “Type” (see #2).
- In the contract table (#3), right-click a contract, select additional function(s) to view further details (e.g., <DES> shows the contract specification, e.g., contract/tick size etc.).
- You can switch to Calendar Spreads view (#4) by clicking on Spreads tab.
- Under “Settings” (#5), you can customise columns to show/hide items (e.g., Yesterday’s End-of-Day settlement price etc.) and update “Security Display” type (Ticker or Description).
FX Futures Calendar Spreads
1. Taking “ECEC <Curncy>” (EUR/USD Calendar Spreads) as example, type in “ECEC Curncy CT” and press “Enter” – see Fig. 3. For a specific instrument, e.g., EUR/USD Sept-24 vs Dec-24 spread, you can directly type in “ECU4ECZ4 Curncy CT” and press “Enter” – see Fig. 4. Alternatively, views can be switched between Futures and Spreads view (see the former Futures section, sub-point 2,d).
2. Under the Contract Details view
- You can configure the first leg month (#1) and the length of the spread (#2).
- Left click (#3) to select a specific Calendar Spread instrument and switch price chart between Intraday and Daily view (#4).
FX Link
1. Taking EUR/USD FX Link Sept 2024 Settlement as an example, type in “LKEURU24 Curncy CT” and press “Enter”.
2. Under the Contract Details view:
The front leg futures is shown upfront followed by the spot leg dummied by “Dec-50” (#1).
How to check previous trade day’s volume and open interest using <CTM>
1. Type in “CTM” then press “Enter”
2. Click on (19) CURR – Currency
3. Select “Future” under the Type column and type in “CME” under the Exchange column:
