国际金融第三版外汇衍生产品市场fxderivativesmarket(编辑修改稿)

国际金融第三版外汇衍生产品市场fxderivativesmarket(编辑修改稿)内容摘要：

Weekly options: Open Outcry: 1S5S。 Globex: 6S16S5  Volatilityquoted options: V6S  Volatilityquoted weekly options: VS1VS5  Pricing Conventions and Calculating Cash Premiums  A Swiss franc option price of is equivalent to x = when the price is quoted in full.  The cash price of the option is x 125,000(contract size) = $3,.  Minimum Price Fluctuation (Tick)  $.0001 per Swiss franc = $。  trades may occur at $.00005 ($), $.00015 ($), $.00025 ($), $.00035 ($) and $.00045 ($), which are less than five ticks of premium. 中国人民大学财政金融学院国际金融精品课程 18 CME$INDEX futures  The CME$INDEX futures contract is a geometric index of seven currencies developed by CME Group.  Currency Component Weights for 2020  European Union/Euro ()  Japan/Yen ()  United Kingdom/Pound ()  Switzerland/Franc ()  Australia/Dollar ()  Canada/Dollar ()  Sweden/Krona () 中国人民大学财政金融学院国际金融精品课程 19 RMB/USD Futures  Contract Size 1,000,000 Chinese renminbi  Contract Month Listings  Thirteen consecutive calendar months plus two deferred March quarterly  cycle contract months  Settlement Cashsettled  Position Accountability/Position Limits:  Position Accountability Trigger Levels: 6,000 contracts。  Position Limit: 2,000 contracts for Spot month***  Ticker Symbol CME Globex Electronic Markets: RMB  Minimum Price Fluctuation (Tick)  Trading can occur in $.00001 per Chinese renminbi increments ($). Also, trades can occur in $.000005 per Chinese renminbi increments ($) for RMB/USD futures intracurrency spreads executed electronically. 中国人民大学财政金融学院国际金融精品课程 20 RMB/USD Options  Ticker Symb。