CME Group is aware of the implications of the Packaged Retail and Insurance-Based Investment Products (PRIIPs)* regulation on some of our customers, especially those in the business of interacting with EU and UK retail investors. With that in mind, we have created a suite of Key Information Documents (KIDs) which cover certain products.
The CME Group Exchanges have implemented rules in connection with the implementation of the PRIIPs regulations. The CME Group Exchanges require those who offer or sell in-scope products to EU or UK retail clientele to provide the KIDs from the CME Group website. Pursuant to our rules, members of the CME Group Exchanges are required to provide a KID prior to offering, selling or otherwise arranging a transaction for a CME Group product to an EU or UK retail customer. Further, for clearing member firms that carry omnibus accounts, such firms may only carry omnibus accounts for entities that received a notice (i) notifying the omnibus account of the EU Retail Customer restrictions contained in the rules and (ii) requiring it to send a similar notice to its omnibus customers.
If no KID is available for a CME Group Exchange product, members of the CME Group Exchanges must not offer that product or otherwise make it available to EU or UK Retail Customers.
Please note that futures and options on cryptocurrencies such as bitcoin and ether must not be distributed to retail customers in the UK.
| Product Type | Transaction | Key Information Document | Date Costs Updated | |||||
|---|---|---|---|---|---|---|---|---|
| English | French | German | Italian | Dutch | Spanish | |||
| Commodities - Cash Settled Lean Hog Options |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| Commodities - Physically Delivered Chicago SRW Wheat Options Corn Options Crude Oil Options Gold Options Live Cattle Options Natural Gas Options (American) Silver Options Soybean Meal Options Soybean Options KC HRW Wheat Options Soybean Oil Options RBOB Gasoline Options Copper Options Platinum Options |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| Commodities - Cash Settled European Style Natural Gas Options Micro Natural Gas Options Micro Crude Oil Options |
Long Call | link | link | link | link | link | link | 31-Oct-2023 |
| Short Call | link | link | link | link | link | link | 31-Oct-2023 | |
| Long Put | link | link | link | link | link | link | 31-Oct-2023 | |
| Short Put | link | link | link | link | link | link | 31-Oct-2023 | |
| Equity Indices - American Style E-mini Nasdaq 100 Options E-mini S&P 500 Options E-mini Dow ($5) Options E-mini Russell 2000 Options Micro E-mini Nasdaq 100 Options Micro E-mini S&P 500 Options |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| Equity Indices - European Style E-mini Nasdaq 100 Options E-mini S&P 500 Options E-mini Dow ($5) Options E-mini Russell 2000 Options Micro E-mini Nasdaq 100 Options Micro E-mini S&P 500 Options |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| FX Physically-Delivered Premium Quoted European Style Options on Australian Dollar/US Dollar Futures Premium Quoted European Style Options on British Pound/US Dollar Futures Premium Quoted European Style Options on Canadian Dollar/US Dollar Futures Premium Quoted European Style Options on Euro/US Dollar Futures Premium Quoted European Style Options on Japanese Yen/US Dollar Futures |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| STIRs 30 Day Federal Funds Options Three-Month SOFR Options |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| Treasury Bonds and Notes 10-Year T-Note Options U.S. Treasury Bond Options 2-Year T-Note Options 5-Year T-Note Options |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
Cryptocurrency (Not to be distributed in the UK) |
Long Call | link | link | link | link | link | link | 01-Feb-23 |
| Short Call | link | link | link | link | link | link | 01-Feb-23 | |
| Long Put | link | link | link | link | link | link | 01-Feb-23 | |
| Short Put | link | link | link | link | link | link | 01-Feb-23 | |
| Product Type | Product | Exchange | Commodity Code | CME Globex Code | Transaction | Costs | Entry Costs | Exit Costs | |||||
| If you cash in after 3 months | If you hold for 3 months until expiration and exercise | If you hold for 3 months until expiration and do not exercise | |||||||||||
| Total Costs | Reduction in Yield | Total Costs | Reduction in Yield | Total Costs | Reduction in Yield | ||||||||
| Commodities - Cash Settled | Lean Hog Options | CME | LN | HE | Long Call | $4.20 | 0.2333% | $2.84 | 0.1578% | $2.10 | 0.1167% | 0.1167% | 0.1167% |
| Short Call | $4.20 | 0.2333% | $2.84 | 0.1578% | $2.10 | 0.1167% | 0.1167% | 0.1167% | |||||
| Long Put | $4.20 | 0.2577% | $2.84 | 0.1742% | $2.10 | 0.1068% | 0.1288% | 0.1288% | |||||
| Short Put | $4.20 | 0.2577% | $2.84 | 0.1742% | $2.10 | 0.1068% | 0.1288% | 0.1288% | |||||
| Commodities - Physically Delivered | Chicago SRW Wheat Options | CBOT | W | OZW | Long Call | $4.20 | 0.3713% | $2.65 | 0.2343% | $2.20 | 0.1945% | 0.1856% | 0.1856% |
| Short Call | $4.20 | 0.3713% | $2.65 | 0.2343% | $2.20 | 0.1367% | 0.1856% | 0.1856% | |||||
| Long Put | $4.20 | 0.3930% | $2.65 | 0.2480% | $2.20 | 0.2058% | 0.1965% | 0.1965% | |||||
| Short Put | $4.20 | 0.3930% | $2.65 | 0.2480% | $2.20 | 0.2058% | 0.1965% | 0.1965% | |||||
| Corn Options | CBOT | C | OZC | Long Call | $4.20 | 0.7385% | $2.65 | 0.4659% | $2.20 | 0.3868% | 0.3692% | 0.3692% | |
| Short Call | $4.20 | 0.7385% | $2.65 | 0.4659% | $2.20 | 0.3868% | 0.3692% | 0.3692% | |||||
| Long Put | $4.20 | 0.7226% | $2.65 | 0.4559% | $2.20 | 0.3785% | 0.3613% | 0.3613% | |||||
| Short Put | $4.20 | 0.7226% | $2.65 | 0.4559% | $2.20 | 0.3785% | 0.3613% | 0.3613% | |||||
| Crude Oil Options | NYMEX | LO | LO | Long Call | $3.00 | 0.1235% | $3.00 | 0.0947% | $1.45 | 0.0617% | 0.0617% | 0.0617% | |
| Short Call | $3.00 | 0.1235% | $3.00 | 0.0947% | $1.45 | 0.0617% | 0.0617% | 0.0617% | |||||
| Long Put | $3.00 | 0.1172% | $3.00 | 0.0898% | $1.45 | 0.0586% | 0.0586% | 0.0586% | |||||
| Short Put | $3.00 | 0.1172% | $3.00 | 0.0898% | $1.45 | 0.0586% | 0.0586% | 0.0586% | |||||
| Crude Oil Weekly Options | NYMEX | LO1, LO2, LO3, LO4, LO5 | LO1, LO2, LO3, LO4, LO5 | Long Call | $2.90 | 0.1193% | $2.90 | 0.0539% | $1.50 | 0.0597% | 0.0597% | 0.0597% | |
| Short Call | $2.90 | 0.1193% | $2.90 | 0.0539% | $1.50 | 0.0597% | 0.0597% | 0.0597% | |||||
| Long Put | $2.90 | 0.1133% | $2.90 | 0.0543% | $1.50 | 0.0566% | 0.0566% | 0.0566% | |||||
| Short Put | $2.90 | 0.1133% | $2.90 | 0.0543% | $1.50 | 0.0566% | 0.0566% | 0.0566% | |||||
| Gold Options | COMEX | OG | OG | Long Call | $3.00 | 0.0688% | $2.35 | 0.0539% | $1.50 | 0.0344% | 0.0344% | 0.0344% | |
| Short Call | $3.00 | 0.0688% | $2.35 | 0.0539% | $1.50 | 0.0344% | 0.0344% | 0.0344% | |||||
| Long Put | $3.00 | 0.0693% | $2.35 | 0.0543% | $1.50 | 0.0346% | 0.0346% | 0.0346% | |||||
| Short Put | $3.00 | 0.0693% | $2.35 | 0.0543% | $1.50 | 0.0346% | 0.0346% | 0.0346% | |||||
| Live Cattle Options | CME | 48 | LE | Long Call | $4.20 | 0.3853% | $2.84 | 0.2606% | $2.10 | 0.1927% | 0.1927% | 0.1927% | |
| Short Call | $4.20 | 0.3853% | $2.84 | 0.2606% | $2.10 | 0.1927% | 0.1927% | 0.1927% | |||||
| Long Put | $4.20 | 0.3889% | $2.84 | 0.2630% | $2.10 | 0.1944% | 0.1944% | 0.1944% | |||||
| Short Put | $4.20 | 0.3889% | $2.84 | 0.2630% | $2.10 | 0.1944% | 0.1944% | 0.1944% | |||||
| Natural Gas Options (American) | NYMEX | ON | ON | Long Call | $3.00 | 0.1322% | $2.35 | 0.1035% | $1.50 | 0.0661% | 0.0661% | 0.0661% | |
| Short Call | $3.00 | 0.1322% | $2.35 | 0.1035% | $1.50 | 0.0661% | 0.0661% | 0.0661% | |||||
| Long Put | $3.00 | 0.1235% | $2.35 | 0.0967% | $1.50 | 0.0617% | 0.0617% | 0.0617% | |||||
| Short Put | $3.00 | 0.1235% | $2.35 | 0.0967% | $1.50 | 0.0617% | 0.0617% | 0.0617% | |||||
| Silver Options | COMEX | SO | SO | Long Call | $3.00 | 0.0837% | $2.35 | 0.0656% | $1.50 | 0.0418% | 0.0418% | 0.0418% | |
| Short Call | $3.00 | 0.0837% | $2.35 | 0.0656% | $1.50 | 0.0418% | 0.0418% | 0.0418% | |||||
| Long Put | $3.00 | 0.0951% | $2.35 | 0.0745% | $1.50 | 0.0475% | 0.0475% | 0.0475% | |||||
| Short Put | $3.00 | 0.0951% | $2.35 | 0.0745% | $1.50 | 0.0475% | 0.0475% | 0.0475% | |||||
| Soybean Meal Options | CBOT | 06 | OZM | Long Call | $4.20 | 0.3429% | $2.65 | 0.2163% | $2.20 | 0.1796% | 0.1714% | 0.1714% | |
| Short Call | $4.20 | 0.3429% | $2.65 | 0.2163% | $2.20 | 0.1796% | 0.1714% | 0.1714% | |||||
| Long Put | $4.20 | 0.3218% | $2.65 | 0.2031% | $2.20 | 0.1686% | 0.1609% | 0.1609% | |||||
| Short Put | $4.20 | 0.3218% | $2.65 | 0.2031% | $2.20 | 0.1686% | 0.1609% | 0.1609% | |||||
| Soybean Options | CBOT | S | OZS | Long Call | $4.20 | 0.3652% | $2.65 | 0.2304% | $2.20 | 0.1913% | 0.1826% | 0.1826% | |
| Short Call | $4.20 | 0.3652% | $2.65 | 0.2304% | $2.20 | 0.1913% | 0.1826% | 0.1826% | |||||
| Long Put | $4.20 | 0.3360% | $2.65 | 0.2120% | $2.20 | 0.1760% | 0.1680% | 0.1680% | |||||
| Short Put | $4.20 | 0.3360% | $2.65 | 0.2120% | $2.20 | 0.1760% | 0.1680% | 0.1680% | |||||
| KC HRW Wheat Options | CBOT | KW | OKE | Long Call | $4.20 | 0.3482% | $2.65 | 0.2197% | $2.20 | 0.1824% | 0.1741% | 0.1741% | |
| Short Call | $4.20 | 0.3482% | $2.65 | 0.2197% | $2.20 | 0.1824% | 0.1741% | 0.1741% | |||||
| Long Put | $4.20 | 0.3310% | $2.65 | 0.2089% | $2.20 | 0.1734% | 0.1655% | 0.1655% | |||||
| Short Put | $4.20 | 0.3310% | $2.65 | 0.2089% | $2.20 | 0.1734% | 0.1655% | 0.1655% | |||||
| Soybean Oil Options | CBOT | 07 | OZL | Long Call | $4.20 | 0.4682% | $2.65 | 0.2954% | $2.20 | 0.2453% | 0.2341% | 0.2341% | |
| Short Call | $4.20 | 0.4682% | $2.65 | 0.2954% | $2.20 | 0.2453% | 0.2341% | 0.2341% | |||||
| Long Put | $4.20 | 0.4204% | $2.65 | 0.2653% | $2.20 | 0.2202% | 0.2102% | 0.2102% | |||||
| Short Put | $4.20 | 0.4204% | $2.65 | 0.2653% | $2.20 | 0.2202% | 0.2102% | 0.2102% | |||||
| RBOB Gasoline Options | NYMEX | OB | OB | Long Call | $3.00 | 0.0692% | $2.35 | 0.0542% | $1.50 | 0.0346% | 0.0346% | 0.0346% | |
| Short Call | $3.00 | 0.0692% | $2.35 | 0.0542% | $1.50 | 0.0346% | 0.0346% | 0.0346% | |||||
| Long Put | $3.00 | 0.0672% | $2.35 | 0.0526% | $1.50 | 0.0336% | 0.0336% | 0.0336% | |||||
| Short Put | $3.00 | 0.0672% | $2.35 | 0.0526% | $1.50 | 0.0336% | 0.0336% | 0.0336% | |||||
| Copper Options | COMEX | HX | HXE | Long Call | $3.00 | 0.1067% | $2.35 | 0.0836% | $1.50 | 0.0533% | 0.0533% | 0.0533% | |
| Short Call | $3.00 | 0.1067% | $2.35 | 0.0836% | $1.50 | 0.0533% | 0.0533% | 0.0533% | |||||
| Long Put | $3.00 | 0.1030% | $2.35 | 0.0807% | $1.50 | 0.0515% | 0.0515% | 0.0515% | |||||
| Short Put | $3.00 | 0.1030% | $2.35 | 0.0807% | $1.50 | 0.0515% | 0.0515% | 0.0515% | |||||
| Platinum Options | NYMEX | PO | PO | Long Call | $3.00 | 0.1527% | $2.35 | 0.1196% | $1.50 | 0.0763% | 0.0763% | 0.0763% | |
| Short Call | $3.00 | 0.1527% | $2.35 | 0.1196% | $1.50 | 0.0763% | 0.0763% | 0.0763% | |||||
| Long Put | $3.00 | 0.1571% | $2.35 | 0.1230% | $1.50 | 0.0785% | 0.0785% | 0.0785% | |||||
| Short Put | $3.00 | 0.1571% | $2.35 | 0.1230% | $1.50 | 0.0785% | 0.0785% | 0.0785% | |||||
| Commodities - European Style Cash Settled Options | Micro Crude Oil Options | NYMEX | MCO, MW1, MW2, MW3, MW4, MW5 | MCO, MW1, MW2, MW3, MW4, MW5 | Long Call | $1.50 | 0.8721% | $1.50 | 0.8721% | $0.75 | 0.4360% | 0.4360% | 0.4360% |
| Short Call | $1.50 | 0.8721% | $1.50 | 0.8721% | $0.75 | 0.4360% | 0.4360% | 0.4360% | |||||
| Long Put | $1.50 | 0.7895% | $1.50 | 0.7895% | $0.75 | 0.3947% | 0.3947% | 0.3947% | |||||
| Short Put | $1.50 | 0.7895% | $1.50 | 0.7895% | $0.75 | 0.3947% | 0.3947% | 0.3947% | |||||
| European Natural Gas Options | NYMEX | LN | LNE | Long Call | $3.00 | 0.0862% | $2.65 | 0.0762% | $1.50 | 0.0431% | 0.0431% | 0.0431% | |
| Short Call | $3.00 | 0.0862% | $2.65 | 0.0762% | $1.50 | 0.0431% | 0.0431% | 0.0431% | |||||
| Long Put | $3.00 | 0.0898% | $2.65 | 0.0793% | $1.50 | 0.0449% | 0.0449% | 0.0449% | |||||
| Short Put | $3.00 | 0.0898% | $2.65 | 0.0793% | $1.50 | 0.0449% | 0.0449% | 0.0449% | |||||
| Weekly European Natural Gas Options | NYMEX | LN1, LN2, LN3, LN4, LN5 | LN1, LN2, LN3, LN4, LN5 | Long Call | $2.90 | 0.0834% | $2.60 | 0.0747% | $1.45 | 0.0417% | 0.0417% | 0.0417% | |
| Short Call | $2.90 | 0.0834% | $2.60 | 0.0747% | $1.45 | 0.0417% | 0.0417% | 0.0417% | |||||
| Long Put | $2.90 | 0.0868% | $2.60 | 0.0778% | $1.45 | 0.0434% | 0.0434% | 0.0434% | |||||
| Short Put | $2.90 | 0.0868% | $2.60 | 0.0778% | $1.45 | 0.0434% | 0.0434% | 0.0434% | |||||
| Micro European Natural Gas Options | NYMEX | MNO, MN1, MN2, MN3, MN4, MN5 | MNO, MN1, MN2, MN3, MN4, MN5 | Long Call | $1.50 | 0.4312% | $1.50 | 0.4312% | $0.75 | 0.2156% | 0.2156% | 0.2156% | |
| Short Call | $1.50 | 0.4312% | $1.50 | 0.4312% | $0.75 | 0.2156% | 0.2156% | 0.2156% | |||||
| Long Put | $1.50 | 0.4491% | $1.50 | 0.4491% | $0.75 | 0.2246% | 0.2246% | 0.2246% | |||||
| Short Put | $1.50 | 0.4491% | $1.50 | 0.4491% | $0.75 | 0.2246% | 0.2246% | 0.2246% | |||||
| Equity - American Style | E-mini NASDAQ 100 Options | CME | NQ | NQ | Long Call | $1.10 | 0.0146% | $0.99 | 0.0131% | $0.55 | 0.0073% | 0.0073% | 0.0073% |
| Short Call | $1.10 | 0.0146% | $0.99 | 0.0131% | $0.55 | 0.0073% | 0.0073% | 0.0073% | |||||
| Long Put | $1.10 | 0.0129% | $0.99 | 0.0116% | $0.55 | 0.0065% | 0.0065% | 0.0065% | |||||
| Short Put | $1.10 | 0.0129% | $0.99 | 0.0116% | $0.55 | 0.0065% | 0.0065% | 0.0065% | |||||
| E-mini S&P 500 Options | CME | ES | ES | Long Call | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |
| Short Call | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |||||
| Long Put | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |||||
| Short Put | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |||||
| E-mini Dow ($5) Options | CBOT | YM | OYM | Long Call | $2.66 | 0.0746% | $1.88 | 0.0527% | $1.43 | 0.0401% | 0.0373% | 0.0373% | |
| Short Call | $2.66 | 0.0746% | $1.88 | 0.0527% | $1.43 | 0.0401% | 0.0373% | 0.0373% | |||||
| Long Put | $2.66 | 0.0703% | $1.88 | 0.0497% | $1.43 | 0.0378% | 0.0351% | 0.0351% | |||||
| Short Put | $2.66 | 0.0703% | $1.88 | 0.0497% | $1.43 | 0.0378% | 0.0351% | 0.0351% | |||||
| E-Mini Russell 2000 Options | CME | RTO | RTO | Long Call | $1.10 | 0.0387% | $0.99 | 0.0349% | $0.55 | 0.0194% | 0.0194% | 0.0194% | |
| Short Call | $1.10 | 0.0387% | $0.99 | 0.0349% | $0.55 | 0.0194% | 0.0194% | 0.0194% | |||||
| Long Put | $1.10 | 0.0383% | $0.99 | 0.0345% | $0.55 | 0.0192% | 0.0192% | 0.0192% | |||||
| Short Put | $1.10 | 0.0383% | $0.99 | 0.0345% | $0.55 | 0.0192% | 0.0192% | 0.0192% | |||||
| Micro E-Mini NASDAQ 100 Options | CME | MNQ | MNQ | Long Call | $0.40 | 0.0531% | $0.25 | 0.0332% | $0.20 | 0.0265% | 0.0265% | 0.0265% | |
| Short Call | $0.40 | 0.0531% | $0.25 | 0.0332% | $0.20 | 0.0265% | 0.0265% | 0.0265% | |||||
| Long Put | $0.40 | 0.0471% | $0.25 | 0.0294% | $0.20 | 0.0235% | 0.0235% | 0.0235% | |||||
| Short Put | $0.40 | 0.0471% | $0.25 | 0.0294% | $0.20 | 0.0235% | 0.0235% | 0.0235% | |||||
| Micro E-Mini S&P 500 Options | CME | MES | MES | Long Call | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |
| Short Call | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |||||
| Long Put | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |||||
| Short Put | $0.40 | 0.0812% | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | ||||||
| Equity - European Style | E-Mini Nasdaq 100 Options | CME | QNE, QN1, QN2, QN3, QN4, Q1A, Q2A, Q3A, Q4A, Q5A, Q1C, Q2C, Q3C, Q4C, Q5C, Q1B, Q2B, Q3B, Q4B, Q5B, Q1D, Q2D, Q3D, Q4D, Q5D | QNE, QN1, QN2, QN3, QN4, Q1A, Q2A, Q3A, Q4A, Q5A, Q1C, Q2C, Q3C, Q4C, Q5C, Q1B, Q2B, Q3B, Q4B, Q5B, Q1D, Q2D, Q3D, Q4D, Q5D | Long Call | $1.10 | 0.0146% | $0.99 | 0.0131% | $0.55 | 0.0073% | 0.0073% | 0.0073% |
| Short Call | $1.10 | 0.0146% | $0.99 | 0.0131% | $0.55 | 0.0073% | 0.0073% | 0.0073% | |||||
| Long Put | $1.10 | 0.0129% | $0.99 | 0.0116% | $0.55 | 0.0065% | 0.0065% | 0.0065% | |||||
| Short Put | $1.10 | 0.0129% | $0.99 | 0.0116% | $0.55 | 0.0065% | 0.0065% | 0.0065% | |||||
| E-Mini S&P 500 Options | CME | EW, E1A, E2A, E3A, E4A, E5A, E1C, E2C, E3C, E4C, E5C, EW1, EW2, EW3, EW4, E1B, E2B, E3B, E4B, E5B, E1D, E2D, E3D, E4D, E5D | EW, E1A, E2A, E3A, E4A, E5A, E1C, E2C, E3C, E4C, E5C, EW1, EW2, EW3, EW4, E1B, E2B, E3B, E4B, E5B, E1D, E2D, E3D, E4D, E5D | Long Call | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |
| Short Call | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |||||
| Long Put | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |||||
| Short Put | $1.10 | 0.0223% | $0.99 | 0.0201% | $0.55 | 0.0112% | 0.0112% | 0.0112% | |||||
| E-mini Russell 2000 Options | CME | RTM, R1A, R2A, R3A, R4A, R5A, R1C, R2C, R3C, R4C, R5C, R1E, R2E, R3E, R4E, R1B, R2B, R3B, R4B, R5B, R1D, R2D, R3D, R4D, R5D | RTM, R1A, R2A, R3A, R4A, R5A, R1C, R2C, R3C, R4C, R5C, R1E, R2E, R3E, R4E, R1B, R2B, R3B, R4B, R5B, R1D, R2D, R3D, R4D, R5D | Long Call | $1.10 | 0.0387% | $0.99 | 0.0349% | $0.55 | 0.0194% | 0.0194% | 0.0194% | |
| Short Call | $1.10 | 0.0387% | $0.99 | 0.0349% | $0.55 | 0.0194% | 0.0194% | 0.0194% | |||||
| Long Put | $1.10 | 0.0383% | $0.99 | 0.0345% | $0.55 | 0.0192% | 0.0192% | 0.0192% | |||||
| Short Put | $1.10 | 0.0383% | $0.99 | 0.0345% | $0.55 | 0.0192% | 0.0192% | 0.0192% | |||||
| E-mini Dow ($5) Options | CBOT | EYM, YM1, YM2, YM3, YM4 | EYM, YM1, YM2, YM3, YM4 | Long Call | $2.66 | 0.0746% | $1.88 | 0.0527% | $1.43 | 0.0401% | 0.0373% | 0.0373% | |
| Short Call | $2.66 | 0.0746% | $1.88 | 0.0527% | $1.43 | 0.0401% | 0.0373% | 0.0373% | |||||
| Long Put | $2.66 | 0.0703% | $1.88 | 0.0497% | $1.43 | 0.0378% | 0.0351% | 0.0351% | |||||
| Short Put | $2.66 | 0.0703% | $1.88 | 0.0497% | $1.43 | 0.0378% | 0.0351% | 0.0351% | |||||
| Micro E-mini Nasdaq 100 Options | CME | MQE, MQ1, MQ2, MQ3, MQ4, D1A, D2A, D3A, D4A, D5A, D1B, D2B, D3B, D4B, D5B, D1C, D2C, D3C, D4C, D5C, D1D, D2D, D3D, D4D, D5D | MQE, MQ1, MQ2, MQ3, MQ4, D1A, D2A, D3A, D4A, D5A, D1B, D2B, D3B, D4B, D5B, D1C, D2C, D3C, D4C, D5C, D1D, D2D, D3D, D4D, D5D | Long Call | $0.40 | 0.0531% | $0.25 | 0.0332% | $0.20 | 0.0265% | 0.0265% | 0.0265% | |
| Short Call | $0.40 | 0.0531% | $0.25 | 0.0332% | $0.20 | 0.0265% | 0.0265% | 0.0265% | |||||
| Long Put | $0.40 | 0.0471% | $0.25 | 0.0294% | $0.20 | 0.0235% | 0.0235% | 0.0235% | |||||
| Short Put | $0.40 | 0.0471% | $0.25 | 0.0294% | $0.20 | 0.0235% | 0.0235% | 0.0235% | |||||
| Micro E-mini S&P 500 Options | CME | EX, EX1, EX2, EX3, EX4, X1A, X2A, X3A, X4A, X5A, X1B, X2B, X3B, X4B, X5B, X1C, X2C, X3C, X4C, X5C, X1D, X2D, X3D, X4D, X5D | EX, EX1, EX2, EX3, EX4, X1A, X2A, X3A, X4A, X5A, X1B, X2B, X3B, X4B, X5B, X1C, X2C, X3C, X4C, X5C, X1D, X2D, X3D, X4D, X5D | Long Call | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |
| Short Call | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |||||
| Long Put | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |||||
| Short Put | $0.40 | 0.0812% | $0.25 | 0.0508% | $0.20 | 0.0406% | 0.0406% | 0.0406% | |||||
| FX Phyically Delivered | Premium Quoted European Style Options on Australian Dollar/US Dollar Futures | CME | ADU | ADU | Long Call | $3.20 | 0.2783% | $2.25 | 0.1957% | $1.60 | 0.1391% | 0.1391% | 0.1391% |
| Short Call | $3.20 | 0.2783% | $2.25 | 0.1957% | $1.60 | 0.1391% | 0.1391% | 0.1391% | |||||
| Long Put | $3.20 | 0.3168% | $2.25 | 0.2228% | $1.60 | 0.1584% | 0.1584% | 0.1584% | |||||
| Short Put | $3.20 | 0.3168% | $2.25 | 0.2228% | $1.60 | 0.1584% | 0.1584% | 0.1584% | |||||
| Premium Quoted European Style Options on British Pound/US Dollar Futures | CME | GBU | GBU | Long Call | $3.20 | 0.3765% | $2.25 | 0.2647% | $1.60 | 0.1882% | 0.1882% | 0.1882% | |
| Short Call | $3.20 | 0.3765% | $2.25 | 0.2647% | $1.60 | 0.1882% | 0.1882% | 0.1882% | |||||
| Long Put | $3.20 | 0.3346% | $2.25 | 0.2353% | $1.60 | 0.1673% | 0.1673% | 0.1673% | |||||
| Short Put | $3.20 | 0.3346% | $2.25 | 0.2353% | $1.60 | 0.1673% | 0.1673% | 0.1673% | |||||
| Premium Quoted European Style Options on Canadian Dollar/US Dollar Futures | CME | CAU | CAU | Long Call | $3.20 | 0.4324% | $2.25 | 0.3041% | $1.60 | 0.2162% | 0.2162% | 0.2162% | |
| Short Call | $3.20 | 0.4324% | $2.25 | 0.3041% | $1.60 | 0.2162% | 0.2162% | 0.2162% | |||||
| Long Put | $3.20 | 0.5614% | $2.25 | 0.3947% | $1.60 | 0.2807% | 0.2807% | 0.2807% | |||||
| Short Put | $3.20 | 0.5614% | $2.25 | 0.3947% | $1.60 | 0.2807% | 0.2807% | 0.2807% | |||||
| Premium Quoted European Style Options on Euro/US Dollar Futures | CME | EUU | EUU | Long Call | $3.20 | 0.2438% | $2.25 | 0.1714% | $1.60 | 0.1219% | 0.1219% | 0.1219% | |
| Short Call | $3.20 | 0.2438% | $2.25 | 0.1714% | $1.60 | 0.1219% | 0.1219% | 0.1219% | |||||
| Long Put | $3.20 | 0.2265% | $2.25 | 0.1593% | $1.60 | 0.1133% | 0.1133% | 0.1133% | |||||
| Short Put | $3.20 | 0.2265% | $2.25 | 0.1593% | $1.60 | 0.1133% | 0.1133% | 0.1133% | |||||
| Premium Quoted European Style Options on Japanese Yen/US Dollar Futures | CME | JPU | JPU | Long Call | $3.20 | 0.2695% | $2.25 | 0.1895% | $1.60 | 0.1347% | 0.1347% | 0.1347% | |
| Short Call | $3.20 | 0.2695% | $2.25 | 0.1895% | $1.60 | 0.1347% | 0.1347% | 0.1347% | |||||
| Long Put | $3.20 | 0.3122% | $2.25 | 0.2195% | $1.60 | 0.1561% | 0.1561% | 0.1561% | |||||
| Short Put | $3.20 | 0.3122% | $2.25 | 0.2195% | $1.60 | 0.1561% | 0.1561% | 0.1561% | |||||
| STIRs | 30 Day Federal Funds Options | CBOT | 41 | OZQ | Long Call | $1.92 | 1.4177% | $1.51 | 1.1150% | $1.06 | 0.7827% | 0.7089% | 0.7089% |
| Short Call | $1.92 | 1.4177% | $1.51 | 1.1150% | $1.06 | 0.7827% | 0.7089% | 0.7089% | |||||
| Long Put | $1.92 | 0.9215% | $1.51 | 0.7247% | $1.06 | 0.5088% | 0.4608% | 0.4608% | |||||
| Short Put | $1.92 | 0.9215% | $1.51 | 0.7247% | $1.06 | 0.5088% | 0.4608% | 0.4608% | |||||
| 3-Month SOFR Options | CME | SR3 | SR3 | Long Call | $1.78 | 0.2613% | $1.58 | 0.2319% | $0.89 | 0.1306% | 0.1306% | 0.1306% | |
| Short Call | $1.78 | 0.2613% | $1.58 | 0.2319% | $0.89 | 0.1306% | 0.1306% | 0.1306% | |||||
| Long Put | $1.78 | 0.2792% | $1.58 | 0.2478% | $0.89 | 0.1396% | 0.1396% | 0.1396% | |||||
| Short Put | $1.78 | 0.2792% | $1.58 | 0.2478% | $0.89 | 0.1396% | 0.1396% | 0.1396% | |||||
| Treasury Bonds and Notes | 10-Year T-Note Options | CBOT | 21 | OZN | Long Call | $1.70 | 0.2176% | $1.40 | 0.1792% | $0.95 | 0.1216% | 0.1088% | 0.1088% |
| Short Call | $1.70 | 0.2176% | $1.40 | 0.1792% | $0.95 | 0.1216% | 0.1088% | 0.1088% | |||||
| Long Put | $1.70 | 0.2220% | $1.40 | 0.1829% | $0.95 | 0.1241% | 0.1110% | 0.1110% | |||||
| Short Put | $1.70 | 0.2220% | $1.40 | 0.1829% | $0.95 | 0.1241% | 0.1110% | 0.1110% | |||||
| U.S. Treasury Bond Options | CBOT | 17 | OZB | Long Call | $1.70 | 0.1170% | $1.40 | 0.0963% | $0.95 | 0.0654% | 0.0585% | 0.0585% | |
| Short Call | $1.70 | 0.1170% | $1.40 | 0.0963% | $0.95 | 0.0654% | 0.0585% | 0.0585% | |||||
| Long Put | $1.70 | 0.1077% | $1.40 | 0.0887% | $0.95 | 0.0602% | 0.0539% | 0.0539% | |||||
| Short Put | $1.70 | 0.1077% | $1.40 | 0.0887% | $0.95 | 0.0602% | 0.0539% | 0.0539% | |||||
| 2-Year T-Note Options | CBOT | 26 | OZT | Long Call | $1.70 | 0.4185% | $1.40 | 0.3446% | $0.95 | 0.2338% | 0.2092% | 0.2092% | |
| Short Call | $1.70 | 0.4185% | $1.40 | 0.3446% | $0.95 | 0.2338% | 0.2092% | 0.2092% | |||||
| Long Put | $1.70 | 0.3400% | $1.40 | 0.2800% | $0.95 | 0.1900% | 0.1700% | 0.1700% | |||||
| Short Put | $1.70 | 0.3400% | $1.40 | 0.2800% | $0.95 | 0.1900% | 0.1700% | 0.1700% | |||||
| 5-Year T-Note Options | CBOT | 25 | OZF | Long Call | $1.70 | 0.3200% | $1.40 | 0.2635% | $0.95 | 0.1788% | 0.1600% | 0.1600% | |
| Short Call | $1.70 | 0.3200% | $1.40 | 0.2635% | $0.95 | 0.1788% | 0.1600% | 0.1600% | |||||
| Long Put | $1.70 | 0.3154% | $1.40 | 0.2597% | $0.95 | 0.1762% | 0.1577% | 0.1577% | |||||
| Short Put | $1.70 | 0.3154% | $1.40 | 0.2597% | $0.95 | 0.1762% | 0.1577% | 0.1577% | |||||
| Cryptocurrency | Bitcoin Options | CME | BTC, P1A, P2A, P3A, P4A, P5A, P1B, P2B, P3B, P4B, P5B, P1C, P2C, P3C, P4C, P5C, P1D, P2D, P3D, P4D, P5D, P1E, P2E, P3E, P4E | BTC, P1A, P2A, P3A, P4A, P5A, P1B, P2B, P3B, P4B, P5B, P1C, P2C, P3C, P4C, P5C, P1D, P2D, P3D, P4D, P5D, P1E, P2E, P3E, P4E | Long Call | $10.00 | 0.1389% | $7.55 | 0.1049% | $5.00 | 0.0694% | 0.0694% | 0.0694% |
| Short Call | $10.00 | 0.1389% | $7.55 | 0.1049% | $5.00 | 0.0694% | 0.0694% | 0.0694% | |||||
| Long Put | $10.00 | 0.1681% | $7.55 | 0.1269% | $5.00 | 0.0840% | 0.0840% | 0.0840% | |||||
| Short Put | $10.00 | 0.1681% | $7.55 | 0.1269% | $5.00 | 0.0840% | 0.0840% | 0.0840% | |||||
| Micro Bitcoin Options | CME | WM, W1A, W2A, W3A, W4A, W5A, W1C, W2C, W3C, W4C, W5C, W1E, W2E, W3E, W4E, W1B, W2B, W3B, W4B, W5B, W1D, W2D, W3D, W4D, W5D | WM, W1A, W2A, W3A, W4A, W5A, W1C, W2C, W3C, W4C, W5C, W1E, W2E, W3E, W4E, W1B, W2B, W3B, W4B, W5B, W1D, W2D, W3D, W4D, W5D | Long Call | $5.00 | 3.4722% | $3.80 | 2.6389% | $2.50 | 1.7361% | 1.7361% | 1.7361% | |
| Short Call | $5.00 | 3.4722% | $3.80 | 2.6389% | $2.50 | 1.7361% | 1.7361% | 1.7361% | |||||
| Long Put | $5.00 | 4.2017% | $3.80 | 3.1933% | $2.50 | 2.1008% | 2.1008% | 2.1008% | |||||
| Short Put | $5.00 | 4.2017% | $3.80 | 3.1933% | $2.50 | 2.1008% | 2.1008% | 2.1008% | |||||
| Micro Ether Options | VM, V1A, V2A, V3A, V4A, V5A, V1C, V2C, V3C, V4C, V5C, V1E, V2E, V3E, V4E, V1B, V2B, V3B, V4B, V5B, V1D, V2D, V3D, V4D, V5D | VM, V1A, V2A, V3A, V4A, V5A, V1C, V2C, V3C, V4C, V5C, V1E, V2E, V3E, V4E, V1B, V2B, V3B, V4B, V5B, V1D, V2D, V3D, V4D, V5D | Long Call | $0.40 | 4.1237% | $0.30 | 3.0928% | $0.20 | 2.0619% | 2.0619% | 2.0619% | ||
| Short Call | $0.40 | 4.1237% | $0.30 | 3.0928% | $0.20 | 2.0619% | 2.0619% | 2.0619% | |||||
| Long Put | $0.40 | 3.9801% | $0.30 | 2.9851% | $0.20 | 1.9900% | 1.9900% | 1.9900% | |||||
| Short Put | $0.40 | 3.9801% | $0.30 | 2.9851% | $0.20 | 1.9900% | 1.9900% | 1.9900% | |||||
| Ether Options | ETH, Y1A, Y2A, Y3A, Y4A, Y5A, Y1B, Y2B, Y3B, Y4B, Y5B, Y1C, Y2C, Y3C, Y4C, Y5C, Y1D, Y2D, Y3D, Y4D, Y5D, Y1E, Y2E, Y3E, Y4E | ETH, Y1A, Y2A, Y3A, Y4A, Y5A, Y1B, Y2B, Y3B, Y4B, Y5B, Y1C, Y2C, Y3C, Y4C, Y5C, Y1D, Y2D, Y3D, Y4D, Y5D, Y1E, Y2E, Y3E, Y4E | Long Call | $8.00 | 0.1649% | $5.55 | 0.1144% | $4.00 | 0.0825% | 0.0825% | 0.0825% | ||
| Short Call | $8.00 | 0.1649% | $5.55 | 0.1144% | $4.00 | 0.0825% | 0.0825% | 0.0825% | |||||
| Long Put | $8.00 | 0.1592% | $5.55 | 0.1104% | $4.00 | 0.0796% | 0.0796% | 0.0796% | |||||
| Short Put | $8.00 | 0.1592% | $5.55 | 0.1104% | $4.00 | 0.0796% | 0.0796% | 0.0796% | |||||
Transaction costs are based on the non-member fee for outright transactions executed on CME Globex. Options exercise and expiry costs are those applied to non-member or customer accounts. For futures contracts, the Reduction in Yield (RIY) is calculated as the cost as a proportion of the contract’s notional value. For options contracts, the Reduction in Yield (RIY) is calculated as the cost as a proportion of the contract’s premium value. Options calculations are based on an option with a strike price closest to the underlying future’s price.
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*Further guidance might be issued by the European Authorities, which could result in further changes being made to our approach.
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