| Family | Contracts | Commodity | ADV weight | Contract factor | Day trade reduction | Settlement fee |
|---|---|---|---|---|---|---|
| U.S. Dollar | U.S. Dollar Futures Contract | DOL | 1 | 1 | See table below | USD0.60 |
| Mini U.S. Dollar Futures Contract | WDO | 0.2 | 0.25 | USD0.12 | ||
| Forward Points on U.S. Dollar Futures | FRP | 1 | 1,1 | N/A¹ | ||
| Forward Points on Mini U.S. Dollar Futures | FRW | 0.20 | 0.28 | N/A¹ | ||
| U.S. Dollar Rollover | DR1² | 2 |
2 |
N/A¹ | ||
| Mini U.S. Dollar Rollover | WD1² | 0.4 | 0.5 | N/A¹ |
(1) The settlement fee is due on the positions resulting from structured transactions.
(2) In the last three business days before expiration, a 50% discount will be applied for the contract that is expiring.
Price table by volume
| ADV | Single fee (USD) | Additional value | |
|---|---|---|---|
| From | To | ||
| 1 | 250 | 0.97 | 0.00 |
| 251 | 1,000 | 0.88 | 22.50 |
| 1,001 | 2,500 | 0.83 | 72.50 |
| 2,501 | 6,000 | 0.77 | 222.50 |
| 6,001 | 10,000 | 0.73 | 462.50 |
| 10,001 | 15,000 | 0.69 | 862.50 |
| 15,001 | 25,000 | 0.66 | 1,312.50 |
| 25,001 | 45,000 | 0.51 | 5,062.50 |
| 45,001 | 80,000 | 0.36 | 11,812.50 |
| More than 80,000 | 0.33 | 14,212.50 | |
Day trade reduction table
| Day trade ADV | Reduction (%) | Additional value | |
|---|---|---|---|
| From | To | ||
| 1 | 20 | 16.0 | 0.00 |
| 21 | 500 | 25.0 | -1.80 |
| 501 | 1,500 | 40.0 | -76.80 |
| 1,501 | 3,000 | 45.0 | -151.80 |
| 3,001 | 5,000 | 50.0 | -301.80 |
| 5,001 | 10,000 | 55.0 | -551.80 |
| 10,001 | 20,000 | 57.5 | -801.80 |
| 20,001 | 35,000 | 60.0 | -1,301.80 |
| 35,001 | 60,000 | 62.5 | -2,176.80 |
| More than 60,000 | 65.0 | -3,676.80 | |
