Australian Dollar/Japanese Yen Futures Contract Specs
| Contract Unit | 200,000 Australian dollars | ||||
| Trading Hours | CME Globex: | Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT) | CME ClearPort: | Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT | |
| Minimum Price Fluctuation | .01 Japanese yen per Australian dollar increments (2,000 Japanese yen). .005 Japanese yen per Australian dollar increments (1,000 Japanese yen) for AUD/JPY futures intra-currency spreads executed electronically. | ||||
| Product Code | CME Globex: AJYCME ClearPort: AJClearing: AJ | ||||
| Listed Contracts | Six months in the March quarterly cycle (Mar, Jun, Sep, Dec) | ||||
| Settlement Method | Deliverable | ||||
| Termination Of Trading | 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday). | ||||
| Settlement Procedures | AUD/JPY Settlement Procedures | ||||
| Position Limits | CME Position Limits | ||||
| Exchange Rulebook | CME 309 | ||||
| Block Minimum | Block Minimum Thresholds | ||||
| Price Limit Or Circuit | Price Limits | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
Quick Links
Tools
Daily Reports and Settlements
- Daily Settlements
- Daily Bulletin
- Cash-Settled Futures - Final Settlement
- Deliverable Futures - Final Settlement
- FX Options Fixing Prices (10 a.m. NY)
- FX Fixing Price Methodology Guide
Final Settlements
Product Related
CME ClearPort
Resources
© 2020 CME Group Inc. All rights reserved.