Swiss Franc
Futures Quotes
The CME Swiss franc futures contract
is a contract for future physical delivery of 125,000 Swiss francs; however, the vast majority of the futures positions
are offset well before delivery. The CME Swiss franc futures contract is priced in dollars and cents per Swiss franc.
Example of Futures Quote:
0.86150 means $0.86150 per Swiss
franc
$0.86150 X 125,000 = $107,687.50 (value
of 1 contract at that price)
Swiss Franc Options Quotes
The CME Swiss franc options contract control 125,000 Swiss
francs based on the underlying futures contract. Strike prices are listed up and down from “at the money” at .005
increments.
Example of Option Quote:
0.015 means $0.015 and
$0.015 X 125,000 = $1,875.00 (price of option)