VOLUME 25 – BULLETIN #039
TO:
|
ALL CLEARING PARTICIPANTS
|
FROM:
|
CLIENT SERVICES AND SUPPORT
|
DATE:
|
August 19, 2005
|
SUBJECT:
|
Eurex US FX Paired Futures Specifications
|
Eurex US recently announced that it will trade Foreign Exchange (FX) products that are scheduled to launch September 23, 2005. Contract Specifications and trading information are detailed below.
Contract
|
Contract Size
|
Price Quotation
|
CCorp Code
|
Min. Tick Outright
|
Min Tick Spread
|
Currency
|
Tick Value
|
EUR / USD
|
250,000 EUR
|
USD per EUR
|
ZE
|
.0001
|
.00002
|
USD
|
25
|
AUD / USD
|
250,000 AUD
|
USD per AUD
|
ZA
|
.0001
|
.00002
|
USD
|
25
|
GBP / USD
|
250,000 GBP
|
USD per GBP
|
ZP
|
.00005
|
.00002
|
USD
|
12.5
|
USD / JPY
|
250,000 USD
|
YEN per USD
|
ZY
|
.01
|
.002
|
JPY
|
2500
|
USD / CHF
|
250,000 USD
|
CHF per USD
|
ZF
|
.0001
|
.00002
|
CHF
|
25
|
USD / CAD
|
250,000 USD
|
CAD per USD
|
ZC
|
.0001
|
.00002
|
CAD
|
25
|
EUR / JPY
|
250,000 EUR
|
YEN per EUR
|
ZJ
|
.01
|
.002
|
JPY
|
2500
|
GBP / JPY
|
250,000 GBP
|
YEN per GBP
|
ZB
|
.01
|
.002
|
JPY
|
2500
|
EUR / CHF
|
250,000 EUR
|
CHF per EUR
|
ZS
|
.0001
|
.00002
|
CHF
|
25
|
EUR / GBP
|
250,000 EUR
|
GBP per EUR
|
ZG
|
.00005
|
.00002
|
GBP
|
12.5
|
Exchange
|
03
|
Settlement
|
Physical delivery on the third Wednesday of the expiring month.
|
Last Trading Day
|
Two business days prior to the third Wednesday of the expiring month, except for the USD/CAD which is one business day prior to the third Wednesday of the expiring month.
|
Spreads
|
Calendar spreads can trade in one-fifth tick increments.
|
Deliveries
|
All physical deliveries will be made through CLS system. Clearing Participants will be netted by contract currency pair across origin.*
|
* Physical delivery default will be to net across origin, clearing participants that wish to net within origin should notify Client Services and Support.
Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
|