Grupa CME – lider rynku instrumentów pochodnych coraz bliżej wprowadzenia kontraktów futures na Bitcoinie. Na swojej oficjalnej stronie firma udostępniła już specyfikację techniczną dla nowego produktu.
O planach CME dotyczących kontraktów na Bitcoinie pisaliśmy już wcześniej:
Specyfikacja:
| Contract Unit | 5 bitcoin, as defined by the CME CF Bitcoin Reference Rate (BRR) |
| Minimum Price Fluctuation | Outright: $5.00 per bitcoin = $25.00 per contract
Calendar Spread and Basis Trade at Index Close (BTIC): $1.00 per bitcoin = $5.00 per contract |
| Trading Hours | CME Globex and CME ClearPort: 5:00 p.m. – 4:00 p.m. CT Sunday – Friday
BTIC: 5:00 p.m. – 10:00 a.m. or 11:00 a.m. CT (4:00 p.m. London Time) Sunday – Friday |
| Product Code | Outright: BTC
BTIC: BTB |
| Listing Cycle | Nearest 2 months in the March Quarterly cycle (Mar, Jun, Sep, Dec) plus the nearest 2 “serial” months not in the March Quarterly cycle.
Contract months for initial listing: Dec 2017, Jan 2018, Feb 2018, Mar 2018. |
| Termination of Trading | Last Day of Trading is the last Friday of contract month.
Trading in expiring futures terminates at 4:00 p.m. London time on Last Day of Trading. |
| Position Limits | Spot Position Limits are set at 1,000 contracts. A position accountability level of 5,000 contracts will be applied to positions in single months outside the spot month and in all months combined. The reportable level will be 25 contracts. |
| Block Minimum | 5 contracts |
| Price Limits | Price limits for a given Business Day are made by reference to the most recent Bitcoin Futures settlement price, settled at 4:00 p.m. London time each Business Day.
Special price fluctuation limits equal to 7% above and below prior settlement price and 13% above and below prior settlement price and a price limit of 20% above or below the previous settlement price. Trading will not be permitted outside the 20% above and below prior settlement price. |
| Settlement | Cash settled by reference to Final Settlement Price, equal to the CME CF Bitcoin Reference Rate (BRR) on Last Day of Trading. |
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