| COMMODITY
TYPE |
FRENCH FRANC | AUSTRALIAN DOLLAR |
| EXCHANGE
NAME |
IMM | IMM |
| TRADING TIME
(CENTRAL) |
7:20 - 2:00 | 7:20 - 2:00 |
| DELIVERY
MONTHS |
H,M,U,Z | H,M,U,Z |
| CONTRACT
UNIT |
500,000 FF | 100,000 AD |
| PRICE
QUOTED IN |
$/FF | $/AD |
| MINIMUM
FLUCTUATION |
$.00001/FF | $.0001 /AD |
| $VALUE OF
MINIMUM TICK |
$5.00 | 10.00 |
| $VALUE OF
1¢ MOVE |
5.00 | 1,000 |
| MAX DAILY LIMITS
ABOVE OR BELOW PREV CLS.¢ |
none | none |
| MAX DAILY LIMITS
ABOVE OR BELOW PREV CLS. $ |
none | none |
| DAILY MAX. PERM
RANGE BET. DAY'S HIGH & LOW ¢ |
none | none |
| DAILY MAX. PERM
RANGE BET DAY'S HIGH & LOW $ |
none | none |
| LAST
TRADE DAY |
2nd bus day
before 3rd Wed. |
2nd bus day
before 3rd Wed. |
| FIRST
DELIVERY DAY |
3rd Wednesday | 3rd Wednesday |
| NET MARGIN
REQ INITIAL |
2093 | 1215 |
| NET MARGIN
REQ MANT. |
1550 | 900 |
| SPREAD MARGIN
REQ INITIAL |
203 | 34 |
| SPREAD MARGIN
REQ MANT. |
150 | 25 |
| 1st
Year |
Month | 2nd
Year |
1st
Year |
Month | 2nd
Year |
1st
Year |
Month | 2nd
Year |
|---|---|---|---|---|---|---|---|---|
| F | January | A | K | May | E | U | September | P |
| G | February | B | M | June | F | V | October | R |
| H | March | C | N | July | L | X | November | S |
| J | April | D | Q | August | O | Z | December | T |
Copyright© CONSENSUS, Inc. 2001