Contract Specifications
Trading Unit
Euro FX Currency Futures: 125,000 euro physically delivered
Euro FX Options: One Euro futures contract
Trading Hours
Euro Currency Futures: Floor/7:20a.m.-2:00p.m. LTD (9:16a.m.) GLBX2 Mon/Thurs 4:30p.m.-4:00p.m. Sun & Hol 5:30p.m. - 4:00p.m.
Euro Currency Options: Floor/7:20a.m.-2:00a.m. LTD (2:00p.m.) GLBX2 Mon-Thurs 2:30p.m.-7:05a.m. Sun & Hol 5:30p.m.-7:05a.m.
Trading Months
Euro Currency Futures: Six months in the March Quarterly cycle, Mar, Jun, Sep, Dec.
Euro Currency Options: Four months in the March cycle, Mar, Jun, Sep, Dec and two months not in the March cycle (serial months), plus 4 weekly expirations.
Point Description
Euro Currency Futures: 1 point = $.0001 per Euro = $12.50 per contract
Euro Currency Options: 1 point = $.0001 per Euro = $12.50 per contract
Minimum Price Fluctuation
Euro Currency Futures: Regular/0.0001 = $12.50, Calendar Spread/0.00005 = $6.25, All or none/0.00005 = $6.25
Euro Currency Options: Regular/0.0001 = $12.50, Cab 0.00005 = $6.25, Special "Half Tick" 0.00005 = $6.25 for premium < 0.0005, spreads w/net premium < 0.0005, non-generic combo trades < 0.0010.
Options Strike Prices
Options: $.01 per Euro, e.g. $1.0500, $1.0600, etc. For the first seven expirations, additional strike prices will be listed at $.005 intervals, e.g., $1.0550, $1.0650. Etc.
Product Code
Futures: Clearing=EC, Ticker=EC, GLOBEX2=6E, PRS=EC, AON=UG, (100 Threshold)
Options: Clearing Calls/Puts=EC, Ticker Calls=EC, Ticker Puts=EC, PRS, Calls/Puts=ZC, Weekly Expiration Options: Calls=1XC/5XC, Puts=1XP/5XP, AON=UG (100 Threshold)
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