Bloomberg User Guide: CME Group FX futures
10 Jul 2024
Using the codes below, follow these steps to access information about CME Group FX futures through a Bloomberg terminal.
Tickers for FX futures, futures spreads and FX Link:
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* For example, JPY/USD is quoted at 0.0067885 on CME, Bloomberg price would show 67.885. By dividing 67.885 by the multiplier (10,000) to convert into the CME Direct price which is 0.0067885
**The default ticker brings up the current front serial contract + the subsequent month contract by default, you can however query specific Calendar Spreads instrument directly:
- For 4-digit ticker (e.g., ECEC): "First 2-digit of the ticker" + "1st Leg Expiry Month Code" + "1st Leg Last digit of Year" + "First 2-digit of the ticker" + "2nd Leg Expiry Month Code" + "2nd Leg Last digit of Year". For example, EUR/USD Sept-24 vs. Dec-24 spread, the ticker is “ECU4ECZ4 <Curncy>”
- For 6-digit ticker (e.g., CHYCHY): "First 3-digit of the ticker" + "1st Leg Expiry Month Code" + "1st Leg Last digit of Year "+ "2nd Leg Expiry Month Code " + "2nd Leg Last digit of Year ". For example, USD/CNH Sept-24 vs. Dec-24 spread, the ticker is “CHYU4Z4 <Curncy>”
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How to check contract details using <CT>:
FX Futures
1. Taking “ECA <Curncy>” (EUR/USD futures) as example, type in “ECA Curncy CT” and press “Enter.”
2. Under the contract detail’s view:
- #1 lists out available futures settlement dates that can be traded.
- You can switch between Monthly and Quarterly view in “Type” (see #2).
- In the contract table (#3), right-click a contract, select additional function(s) to view further details (e.g., <DES> shows the contract specification, e.g., contract/tick size etc.).
- You can switch to Calendar Spreads view (#4) by clicking on Spreads tab.
- Under “Settings” (#5), you can customise columns to show/hide items (e.g., Yesterday’s End-of-Day settlement price etc.) and update “Security Display” type (Ticker or Description).
