| CME EC/SF Cross Rate Options |
| Trade Unit |
One Euro/Swiss franc futures contract |
| Point Descriptions |
1 point = 0.0001 Swiss francs per Euro = 12.5 Swiss francs |
| Contract Listing |
Four months in the March quarterly cycle, two serial
months, and four weekly expirations. |
| Strike Price Interval |
N/A |
| Product Code |
Clearing
Calls/Puts=RF
Ticker Calls=RF
Ticker Puts=RF
Weekly Expiration
Options:
Calls=1IC/5IC
Puts=1IP/5IP
AON=UA
(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 |
0.0001=12.5 SF |
| Cab |
0.00005=6.25 SF |
| Special "Half Tick" |
0.00005= 6.25 SF for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades with total premium<0.0010. |
| 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 |
0.0001=12.5 SF |
| Cab |
0.00005=6.25 SF |
| Special "Half Tick" |
0.00005=6.25 SF for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades with total premium<0.0010. |
