Canadian Dollar
Futures Quotes
The CME Canadian dollar futures contract
is a contract for future physical delivery of 100,000 Canadian dollars; however, the vast majority of the futures positions
are offset well before delivery. The CME Canadian dollar futures contract is priced in dollars and cents per Canadian dollar.
Example of Futures Quote:
0.76600 means $0.76600 per Canadian
dollar
$0.76600 X 100,000 = $76,600.00 (value
of 1 contract at that price)
Canadian Dollar Options Quotes
The CME Canadian dollar options contract control
100,000 Canadian dollars based on the underlying futures contract. There are 24 strike prices listed up and down from “at
the money” at .005 increments.
Quote Example:
0.01340 means $0.01340 and
$0.01340
X 100,000 = $1,340.00 (price of option)
