|Exchange contract code||FED|
|Contract size||EUR 20,000|
|Unit of trading||200|
|Pricing unit/quotation||USD per EUR 100|
|Minimum price movement (tick size and value)||Central Order Book and Large-in-Scale Facility: USD 0.01 (USD 2 per contract)|
|Expiry months||1, 2, 3 monthly and 6, 9, 12 months quarterly (of the March, June, September, December cycle)|
|Introduction of new expiry months||New expiry months are available for trading on the first business day after the expiry of a maturity.|
|Wholesale services||Large-in-Scale Facility.
See the “Euronext Wholesale Facilities” document for the minimum size thresholds.
|Last trading day||Trading ceases at 14:00 CET on the third Friday of the expiry month. In the event that the third Friday is not a business day, the Last Trading Day shall normally be the last business day preceding the third Friday.|
|Settlement||Cash Settlement based on the EDSP|
|Settlement day||First business day after the Last Trading Day|
|Exchange Delivery Settlement Price (EDSP)||Price determined on the Last Trading Day based on the EUR/USD rate set by BFIX: Bloomberg FX Fixings at 14:00 CET and rounded to four decimal places.|
|Clearing organization||LCH S.A.|
|Trading hours||Central Order Book: 09:00 – 17:30 CET
Large-in-Scale Facility: 07:00 – 18:30 CET
|Algorithm||Central order book applies a price-time trading algorithm with priority given to the first order at the best price.|
|Last update||10 April 2019|
|In the United States these products may only be offered and sold to prescribed entities under specified conditions.|
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