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cme_futures [2019/02/21 13:36] – mayacme_futures [2023/05/12 13:17] (current) – [Trading Summary] hammed
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 The Chicago Mercantile Exchange (CME) is an American financial and commodity derivatives exchange based in Chicago. CME offers trading on many financial instruments, including commodities, currencies, equities, and interest rates.  The Chicago Mercantile Exchange (CME) is an American financial and commodity derivatives exchange based in Chicago. CME offers trading on many financial instruments, including commodities, currencies, equities, and interest rates. 
  
-[[ http://www.cmegroup.com/ | Homepage]]\\+[[ http://www.cmegroup.com/ | Homepage]]
  
 Currency: US Dollar (USD) Currency: US Dollar (USD)
  
-[[ http://www.cmegroup.com/education/econ_calendar.html | Economic Release Calendar]]\\ +  * [[ http://www.cmegroup.com/education/econ_calendar.html | Economic Release Calendar]] 
-[[ http://www.cmegroup.com/tools-information/holiday-calendar/ | Holiday Calendar ]]\\ +  * [[ https://www.cmegroup.com/tools-information/holiday-calendar.html | Holiday Calendar ]] 
-[[ http://www.cmegroup.com/trading-hours.html#equityIndex | Trading Hours ]]+  * [[ http://www.cmegroup.com/trading-hours.html#equityIndex | Trading Hours ]]
  
 ===== Trading Summary ===== ===== Trading Summary =====
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 [[http://www.cmegroup.com/trading/products/#pageNumber=1&sortField=rank&sortAsc=false&searchString=es | Contract Lookup]]\\ [[http://www.cmegroup.com/trading/products/#pageNumber=1&sortField=rank&sortAsc=false&searchString=es | Contract Lookup]]\\
  
-1. Canadian Dollar futures: contract size / BP = price * $100,000\\ +You can use the following formula to calculate the contract value for each futures series. This value represents the amount of Buying Power (BP) you would need to trade a single contract. 
-2. E-mini Nasdaq 100 futures: contract size / BP = price * $20\\ + 
-3. E-mini S&P 500 futures: contract size / BP = price * $50\\ +1. Canadian Dollar futures: contract value = price * $100,000 
-4. Euro FX futures: contract size / BP = price * $50\\ + 
-5. Eurodollar futures: contract size / BP = price * $125,000\\ +2. E-mini Nasdaq 100 futures: contract value = price * $20 
-6. Nikkei 225 (dollar) futures: contract size / BP = price * $5+ 
 +3. E-mini S&P 500 futures: contract value = price * $50 
 + 
 +4. Euro FX futures: contract value = price * $50 
 + 
 +5. Eurodollar futures: contract value = price * $125,000 
 + 
 +6. Micro E-mini S&P 500 futures: contract value = price * $5 
 + 
 +7. Nikkei 225 (dollar) futures: contract value = price * $5 
 + 
 +8. Micro E-mini Nasdaq 100 futures: contract value = price * $2
  
 [[ http://www.cmegroup.com/product-codes-listing/month-codes.html | Contract Month Codes ]] [[ http://www.cmegroup.com/product-codes-listing/month-codes.html | Contract Month Codes ]]
 +
 ==== Order Types ==== ==== Order Types ====
  
   * Limit Buy/Sell→ShortSell   * Limit Buy/Sell→ShortSell
   * Market Buy/Sell→ShortSell   * Market Buy/Sell→ShortSell
- 
- 
- 
  
 ==== Basic Market Rules ==== ==== Basic Market Rules ====
 +
   * Lot Size: 1 contract.   * Lot Size: 1 contract.
   * Tick Size: varies, see the [[ http://www.cmegroup.com/trading/products/#pageNumber=1&sortField=oi&sortAsc=false|Group Product Slate ]] for more information.   * Tick Size: varies, see the [[ http://www.cmegroup.com/trading/products/#pageNumber=1&sortField=oi&sortAsc=false|Group Product Slate ]] for more information.
   * Short Sale Rules: short selling is allowed, and no mark or locates are required for shorting.   * Short Sale Rules: short selling is allowed, and no mark or locates are required for shorting.
 +  * Circuit Breakers: for more information, you can see the [[https://www.cmegroup.com/rulebook/files/special-price-fluctuation-limits.xlsx|Special Price Fluctuation Limits and Daily Price Limits]] Excel file. 
 +
 For more information, see the [[ http://www.cmegroup.com/rulebook/CME/| CME Rulebook ]] page. For more information, see the [[ http://www.cmegroup.com/rulebook/CME/| CME Rulebook ]] page.
 +
 ==== Globex Opening ==== ==== Globex Opening ====
 +
 Prior to the opening of each Globex session, Globex will provide an indicative price or prices, based on the Globex equilibrium price algorithm as follows, and on all pending orders that may be executed on the opening.  Prior to the opening of each Globex session, Globex will provide an indicative price or prices, based on the Globex equilibrium price algorithm as follows, and on all pending orders that may be executed on the opening. 
  
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 Bids and Offers will be selected for matching at the opening price based on price-time priority. Bids and Offers will be selected for matching at the opening price based on price-time priority.
- 
- 
  
 ===== See Also ===== ===== See Also =====
-  * [[market_guides|Market Guides]] 
  
 +  * [[market_guides|Market Guides]]
cme_futures.1550774167.txt.gz · Last modified: 2019/02/21 13:36 by maya