futures contract shall be 0.25 index points, equivalent to $5.00 per contract. Trades may also occur in multiples of 0.05 index points, for E–mini Nasdaq 100 futures calendar spreads executed as simultaneous transactions pursuant to Rule 542.A.35902.D. Position Limits, Exemptions, Position...
5-Year U.S. Treasury Notes Futures Options Contract UnitFace value at maturity of $100,000 Minimum Price FluctuationOne-half of 1/64 of a point = $7.8125 Variable CAB at $1.00 increments from $1.00 - $7.00 Price QuotationPoints and fractions of points with par on the basis of 100 point...
http://www.cmegroup.com/trading/equity-index/us-index/e-mini-dow_product_calendar_futures.html Straight Through Processing (STP). Swap Execution Facility (SEF). Reports on a variety of topics on the forefront of financial market trends. Hours for floor and electronically traded futures and opti...
http://www.cmegroup.com/trading/equity-index/us-index/e-mini-dow_product_calendar_futures.html Straight Through Processing (STP). Swap Execution Facility (SEF). Reports on a variety of topics on the forefront of financial market trends. Hours for floor and electronically traded futures and opti...
occur in multiples of 0.05 index points, for Nasdaq 100 futures calendar spreads executed as simultaneous transactions pursuant to Rule 542.A.35702.D. Position Limits, Exemptions, Position Accountability and Reportable Levels The applicable position limits and/or accountability levels, in addition to...
Eurodollaroptionsarethemostactivelytradedexchange-listedinterestrateoptionsintheworld.1CMEEurodollarFuturesPAGEABOUTCMEEURODOLLARFUTURESANDOPTIONS2WHYTRADECMEEURODOLLARFUTURES?3PRICINGINTERESTRATEFUTURESCONTRACTS4TRADINGCMEEURODOLLARFUTURES5CALENDARSPREADS5BUTTERFLYANDCONDORSPREADS6CMEEURODOLLARPACKSANDBUNDLES8ELECTRONICCME...
CME Group, the world’s leading derivatives marketplace, today announced a realignment of its FX futures, options, cash and over-the-counter (OTC) FX businesses into a single unit led by Paul Houston, who has overseen CME Group’s futures and options business for seven years. /jlne.ws/...
This might be my last Minding the Gap column ever as the ancient Mayan calendar points to the world ending on Dec. 21, 2012. However, my guess is that discerning an expiration date for humankind is tricky as multiple cultures have conflicting calendars. But, if the Mayans were wrong, we ...
The contract expires on the second business day before the third Wednesday of the delivery month (expiration date: June 17). a. What is the forward interest rate implicit in the Eurodollar futures quotation (93.280%) on April 1? Why is it higher than the current three-month Eurodollar ...
Cleared Volume contain the number of contracts that have been through the clearing process for an active instrument for the previous trading day. Real Time Statistics • Fixing Price contains the Fixing Price, a volume-weighted average price for the nearby futures contract of an Option, and the...