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USD/CHF Futures

USD/CHF Futures (FCUF)

Product ISIN
DE000A1N53W4
Underlying ISIN
XC0009652816
Currency
CHF

Latest

Prices/Quotes

Real-time data.Last trade:Apr 24, 2017 18:27:11

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
n.a. n.a. n.a. n.a. 0 n.a. 0 -0.20% 0.99660 04/24/2017 18:27:11 0.99660 0 0 02/16/2017 04/24/2017

Statistics

Data is forApr 24, 2017   Last update:Apr 25, 2017 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
0.997
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
May 170.000.000.000.000.99700
Jun 170.000.000.000.000.99600
Jul 170.000.000.000.000.99600
Sep 170.000.000.000.000.99100
Dec 170.000.000.000.000.99600
Mar 180.000.000.000.000.99500
Jun 180.000.000.000.000.99500
Dec 180.000.000.000.000.99300
Jun 190.000.000.000.000.99000
Dec 190.000.000.000.000.98600
Total     00

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.UFCA Curncy
thomsonreuters<0#FCUF:>

Trading

Contract Specifications

Version : 12 Sep 2016

Underlying

FX contractProduct ID
AUD/USD FuturesFCAU
AUD/JPY FuturesFCAY
EUR/USD FuturesFCEU
EUR/CHF FuturesFCEF
EUR/GBP FuturesFCEP
EUR/AUD FuturesFCEA
EUR/JPY FuturesFCEY
GBP/USD FuturesFCPU
GBP/CHF FuturesFCPF
USD/CHF FuturesFCUF
USD/JPY FuturesFCUY
NZD/USD FuturesFCNU

 

Contract sizes

UnderlyingNominal value
AUD/USD, AUD/JPY FuturesAUD 100,000
EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY FuturesEUR 100,000
GBP/USD, GBP/CHF FuturesGBP 100,000
USD/CHF, USD/JPY FuturesUSD 100,000
NZD/USD FuturesNZD 100,000



The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX Futures is traded in its respective quote currency.


Settlement

Physical delivery of underlying currencies (T+2) via the CLS system.

 

Price quotation and minimum price change

The price quotation is determined as a decimal number with five decimal places. The minimum price change is 0.00001, equivalent to a value of one unit of the quote currency.

For FX Futures with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency.

 

Contract months

Up to 36 months:The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the four following semi-annual months of the June and December cycle thereafter.

 

Last trading day and final settlement day

Last trading day and final settlement day is the third Wednesday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing FX Futures on the last trading day is at 15:00 CET.

 

Daily settlement price

Daily settlement price is the volume weighted average price (VWAP) of the futures transactions calculated over a 60 second interval ending at 17:30 CET. If less than five transactions occur, the VWAP of the last five transactions conducted in the last 15 minutes before 17:30 CET or the mid-point of bid/ask prices in the order book before 17:30 CET is used.

Further details are available in the clearing conditions.

 

Final settlement price

Final settlement price is the VWAP of all transactions executed during the final trading minute ending at 15:00 CET. If no adequate prices are available, Eurex Exchange will use the average mid-price of the last displayed bid ask spot prices over a 60 second interval ending at 15:00 CET that are published by the data provider designated by Eurex Clearing.

 

FX Futures are available for trading in the U.S.

Trading Calendar

  • 02 Jan 2017
    FX Derivatives | Holiday

    No cash payment in NZD

  • 02 Jan 2017
    FX Derivatives | Holiday

    No cash payment in AUD

  • 02 Jan 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 02 Jan 2017
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 02 Jan 2017
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 03 Jan 2017
    FX Derivatives | Holiday

    No cash payment in NZD

  • 16 Jan 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Jan 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 26 Jan 2017
    FX Derivatives | Holiday

    No cash payment in AUD

  • 06 Feb 2017
    FX Derivatives | Holiday

    No cash payment in NZD

  • 15 Feb 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 20 Feb 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 15 Mar 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 14 Apr 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 17 Apr 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 19 Apr 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 25 Apr 2017
    FX Derivatives | Holiday

    No cash payment in NZD

  • 25 Apr 2017
    FX Derivatives | Holiday

    No cash payment in AUD

  • 01 May 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 17 May 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 25 May 2017
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 29 May 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 29 May 2017
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 05 Jun 2017
    FX Derivatives | Holiday

    No cash payment in NZD

  • 05 Jun 2017
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 12 Jun 2017
    FX Derivatives | Holiday

    No cash payment in AUD

  • 21 Jun 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 04 Jul 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 19 Jul 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 01 Aug 2017
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 16 Aug 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 28 Aug 2017
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 04 Sep 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 20 Sep 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 09 Oct 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Oct 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 23 Oct 2017
    FX Derivatives | Holiday

    No cash payment in NZD

  • 10 Nov 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 15 Nov 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 23 Nov 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 20 Dec 2017
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 25 Dec 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 26 Dec 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
23:5500:0023:0023:05
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
23:5500:0015:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard feesUSD 0.30 per contract
Exchange transactions: Standard fees (P-account)USD 0.15 per contract
TES transactions: Standard feesUSD 0.45 per contract
TES transactions: Standard fees (P-account)USD 0.225 per contract
Position Closing AdjustmentsUSD 0.60 per contract
Determination of the bonds to be delivered (notification)USD 0.30 per contract
Allocation of the bonds to be deliveredUSD 0.30 per contract

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts (10 million notional).

Parameters

Maximum Spreads

Ticks/absolute

For expirationsEUR/USDEUR/GBPGBP/USDEUR/CHFUSD/CHFGBP/CHF
M1, M2, M36 /
0.0003 USD
8 /
0.0004 GBP
8 /
0.0004 USD
10 /
0.0005 CHF
10 /
0.0005 CHF
10 /
0.0005 CHF
Q1, Q2, Q3 12 /
0.0006 USD
16 /
0.0008 GBP
16 /
0.0008 USD
20 /
0.0010 CHF
20 /
0.0010 CHF
20 /
0.0010 CHF
HY1-HY418 /
0.0009 USD
24 /
0.0012 GBP
24 /
0.0012 USD
30 /
0.0015 CHF
30 /
0.0015 CHF
30 /
0.0015 CHF


In Fast Market (definition and announcement by the Exchange), the maximum spreads will be increased by 100 percent.

Minimum Quote Size

Bid/Ask

For expirationsEUR/USDEUR/GBPGBP/USDEUR/CHFUSD/CHFGBP/CHF
M1, M2, M310/10 contracts5/5 contracts10/10 contracts5/5 contracts5/5 contracts5/5 contracts

Minimum coverage: all expirations
Quoting period: 70% of the trading hours


For expirationsEUR/USDEUR/GBPGBP/USDEUR/CHFUSD/CHFGBP/CHF
Q1, Q2, Q35/5 contracts2/2 contracts5/5 contracts2/2 contracts2/2 contracts2/2 contracts

Minimum coverage: none
Quoting period: 70% of the trading hours


For expirationsEUR/USDEUR/GBPGBP/USDEUR/CHFUSD/CHFGBP/CHF
HY1-HY45/5 contracts2/2 contracts5/5 contracts2/2 contracts2/2 contracts2/2 contracts

Minimum coverage: none
Quoting period: 70% of the trading hours

In Fast Market (definition and announcement by the Exchange), the minimum quote size will be reduced by 50 percent.

Mistrade Ranges

A deviation of the mistrade transaction price from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price more than 20 percent of the margin parameters for the corresponding futures contract, unless another regulation has been made for an individual product.

Crossing Parameters

(section 2.3 Eurex Trading Conditions)

(1) Orders and quotes relating to the same contract or to a system-supported combination of contracts may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a prearranged trade), unless the conditions according to paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of the Eurex Exchanges to the Market Surveillance Office of Eurex Germany or to the Surveillance and Enforcement Office of Eurex Zurich, with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of paragraph 1. The details of the specifications of the description of the IT linkage pursuant to sentence 1 shall be determined by the Surveillance Offices of Eurex Germany and Eurex Zurich in agreement with the Boards of Management of the Eurex Exchanges. The specifications shall be subject to publication. Disclosure of said specifications to one of the two Surveillance Offices named above shall be deemed to be disclosure to both Eurex Surveillance Offices.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote, enters a cross request equivalent to the number of contracts of the order. The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, Options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in the opening period (subsection 1.3 paragraph 2) or during the closing auction (subsection 1.3 paragraph (3)).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

Orderbook

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