| CME EC/JY Cross Rate Options |
| Trade Unit |
One Euro/Japanese yen futures contract |
| Point Descriptions |
1 point = 0.01 Japanese yen per Euro = 1,250 Japanese yen |
| Contract Listing |
Four months in the March quarterly cycle, two months not in the March cycle (serial months), and four weekly expirations. |
| Strike Price Interval |
N/A |
| Product Code |
Clearing
Calls/Puts=RY
Ticker Calls=RY
Ticker Puts=RY
Weekly Expiration
Options:
Calls=1HC/5HC
Puts=1HP/5HP
AON=UH
(100 Threshold)&
|
| Trading Venue: Floor |
| Hours |
7:20 a.m.-2:00 p.m.
LTD(2:00 p.m.)^ |
| Listed |
All listed series |
| Strike |
All listed intervals |
| Limits |
No limits |
| Minimum Fluctuation |
Regular |
0.01=1250 Yen |
| Cab |
0.005=625 Yen |
| Special "Half Tick" |
0.005=625 JY for premium<0.05, spreads w/net premium<0.05, non-generic combo trades with total premium<0.10. |
| Trading Venue: CME® Globex® |
| Hours |
Mon/Thurs 5:00 p.m.-7:15 a.m. & 2:00 p.m.-4:00 p.m.
Sun & Hol 3:00 p.m.-7:15 a.m |
| Listed |
N/A |
| Strike |
2 strikes up & down, and including, the strike nearest the money. |
| Limits |
No limits |
| Minimum Fluctuation |
Regular |
0.01=1250 Yen |
| Cab |
0.005=625 Yen |
| Special "Half Tick" |
0.005=625 JY for premium<0.05, spreads w/net premium<0.05, non-generic combo trades with total premium<0.10. |
