| 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 | 0.2 | USD0.12 | ||
| Forward Points on U.S. Dollar Futures | FRP | 1 | 1 | N/A | ||
| U.S. Dollar Rollover | DR1 | 2 |
2 1.5 in the last two days before expiration |
N/A | ||
| Mini U.S. Dollar Rollover | WD1 | 0.4 | 0.4 | N/A |
Price table by volume
| ADV | Single fee (USD) | Additional value | |
|---|---|---|---|
| From | To | ||
| 1 | 250 | 1.08 | 0.00 |
| 251 | 1,000 | 0.98 | 25.00 |
| 1,001 | 2,500 | 0.92 | 85.00 |
| 2,501 | 6,000 | 0.86 | 235.00 |
| 6,001 | 10,000 | 0.81 | 535.00 |
| 10,001 | 15,000 | 0.77 | 935.00 |
| 15,001 | 25,000 | 0.73 | 1,535.00 |
| 25,001 | 45,000 | 0.57 | 5,535.00 |
| 45,001 | 80,000 | 0.40 | 13,185.00 |
| More than 80,000 | 0.37 | 15,585.00 | |
Day trade reduction table
| Day trade ADV | Reduction (%) | Additional value | |
|---|---|---|---|
| From | To | ||
| 1 | 20 | 5.0 | 0.00 |
| 21 | 200 | 15.0 | -2.00 |
| 201 | 600 | 35.0 | -42.00 |
| 601 | 2,000 | 45.0 | -102.00 |
| 2,001 | 5,000 | 50.0 | -202.00 |
| 5,001 | 10,000 | 55.0 | -452.00 |
| 10,001 | 20,000 | 57.5 | -702.00 |
| 20,001 | 35,000 | 60.0 | -1,202.00 |
| 35,001 | 60,000 | 62.5 | -2,077.00 |
| More than 60,000 | 65.0 | -3,577.00 | |
