| Euro Futures | Japanese Yen Futures | British Pound Futures | Australian Dollar Futures | Canadian Dollar Futures | EUR/GBP Futures | |
| Product Code | 6E | 6J | 6B | 6A | 6C | RP |
| Contract Size | 125,000 EUR | 12,500,000 JPY | 62,500 GBP | 100,000 AUD | 100,000 CAD | 125,000 EUR |
| Contract Months | 3 Monthlies (in addition to current offering of 20 Quarterlies) | 3 Monthly contracts (in addition to current offering of 6 Quarterlies) | ||||
| Quotation | Quoted in USD per EUR | Quoted in USD per JPY | Quoted in USD per GBP | Quoted in USD per AUD | Quoted in USD per CAD | Quoted in GBP per EUR |
| Tick | Outrights: 0.00005 USD per EUR (6.25 USD) Consecutive Month Spreads: 0.00001 USD per EUR (1.25 USD) All Other Spread Combinations: 0.00002 USD per EUR (2.50 USD) |
Outrights: 0.0000005 USD per JPY (6.25 USD) Consecutive Month Spreads: 0.0000001 USD per JPY (1.25 USD) All Other Spread Combinations: 0.0000002 or $2.50 per contract for JPY |
Outrights: 0.0001 USD per GBP (6.25 USD) Consecutive Month Spreads: 0.00001 USD per GBP (0.625 USD) All Other Spread Combinations: 0.00005 USD per GBP (3.125 USD) |
Outrights: 0.0001 USD per AUD (10.00 USD) Consecutive Month Spreads: 0.00001 USD per AUD (1.00 USD) All Other Spread Combinations: 0.00005 USD per AUD (5.00 USD) |
Outrights: 0.00005 USD per CAD (5.00 USD) Consecutive Month Spreads: 0.00001 USD per CAD (1.00 USD) All Other Spread Combinations: 0.00005 USD per CAD (5.00 USD) |
Outrights: 0.00005 GBP per EUR (6.25 GBP) Consecutive Month Spreads: 0.00001 GBP per EUR (1.25 GBP) All Other Spread Combinations: 0.000025 GBP per EUR (3.125 GBP) |
| Last Trading Day | 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday) | 9:16 a.m. CT on the business day immediately preceding the third Wednesday of the contract month (usually Tuesday) | 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday) | |||
| Daily Settlement | Settlement prices established at 14:00 CT | |||||
| Contract Settlement | Physical Delivery | |||||
| Trading Hours | CME Globex and CME ClearPort: Sunday – Friday, 17:00 – 16:00 CT, with a 60-minute break each day beginning at 16:00 CT and no 17:00 CT session on Friday | |||||
| Position Accountability | Single & All Months: 10,000 Contracts Single & All Months: 6,000 Contracts | |||||
| Reportable Limits | 200 Contracts | 25 Contracts | ||||
| Block Trade | Monthlies: 20 Contracts Quarterlies: 150 Contracts Spreads: Sum of the Higher of the 2 Legs |
Monthlies: 20 Contracts Quarterlies: 100 Contracts Spreads: Sum of the Higher of the 2 Legs |
Monthlies: 20 Contracts Quarterlies: 50 Contracts Sum of the Higher of the 2 Legs |
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| EFRPs | Allowed | |||||
| Matching Algorithm | Outrights: FIFO Spreads: Pro-Rata | |||||
For more information visit cmegroup.com/fx or contact us on fxteam@cmegroup.com.
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