nyuuzyou/wikis huggingface dataset:
CMDX

CMDX is an open-architecture electronic trading and migration platform developed by CME Group and Citadel Investment Group to trade credit default swaps (CDS). The trades executed or migrated through CMDX are cleared by CME Clearing. The CMDX platform enables market participants to execute or book CDS trades through any of these venues:
*Party-to-party negotiated
*IDB–brokered (voice and electronic)
*CMDX Request–For–Quote (RFQ) platform
*Other electronic matching venues
CME Group and CMDX received a special exemption from the SEC in March 2008 for clearing and trading credit default swaps in the U.S. 
CMDX also provides a Migration Utility to migrate existing bilateral over–the–counter contracts to standardized, centrally cleared contracts. The standardized CDS contracts replicate as closely as possible current OTC–traded contracts.
== References ==
Category:Trading Platforms
Category:CME Group
CME Clearing Europe

CME Clearing Europe was launched in May 2011. The London-based clearing house, a wholly-owned subsidiary of CME Group, clears more than 200 OTC products and runs on the same clearing, settlement and risk management systems used at CME Clearing. The clearing house handles OTC contracts including: energy, agriculture, freight and precious metals as well as OTC financial derivatives. The move to launch CME Clearing Europe stemmed largely from the European Market Infrastructure Regulation (EMIR) which will force mandatory clearing of OTC trades. 
On August 4, 2014, CME Group announced that CME Clearing Europe had received authorization as a Central Counterparty Clearing House (CCP) under the EMIR. The authorization covers all OTC derivatives and futures products currently cleared by CME Clearing Europe. 
The CCP authorization follows the announcement that CME Clearing Europe became the first central counterparty globally to offer the full segregation client protection model with enhanced protection for all bankruptcy scenarios. The full segregation model expands client asset protection beyond EMIR requirements. 
CME Clearing Europe is supervised by the Bank of England, under EMIR rules. 
== Products and Services ==
CME Clearing Europe clears more than 200 different OTC contracts in the agriculture, energy, freight, metals and financial derivatives. In March 2013, it began offering clearing on interest rate swaps, marking its foray into financial derivatives in Europe, a move that includes many of the top banks in the space. For a full list of OTC products cleared, click HERE.
==Clearing Member Firms==
Here are the clearing member firms listed as of February 2013:
ADM Investor ServicesInternational Limited 	
BNP Paribas Commodity Futures Limited 	
Citigroup Global Markets Limited 	
Credit Suisse Securities (Europe) Limited 	
Deutsche Bank AG - London Branch 	
Goldman Sachs International 	
HSBC Bank plc 	
INTL FCStone (Europe) Limited 	
Jefferies Bache Limited 	
Newedge UK Financial Limited 	
Royal Bank of Canada 	 	
Royal Bank of Scotland PLC 	
State Street Bank GmbH 	
UBS Limited
== Key People ==
Otto E. Nägeli, Independent Director, Chairman
Lee Betsill, CEO 
Bruce Armstrong, Independent Director, Audit Committee Chairman
Hugh Simpson, Independent Director, Risk Committee Chairman
William Knottenbelt, Non-Executive Director, CME Group
Kim Taylor, Non-Executive Director, CME Group
James Oliff, Non-Executive Director, CME Group
== References ==
CME Direct

CME Direct is a high-performance, web-based trading front-end offered by CME Group. It is a comprehensive trading solution designed for futures, options, and block markets, offering a seamless and efficient trading experience for professional traders, institutions, and hedge fund managers. With CME Direct, participants can access CME Group’s complete suite of futures and options products across all asset classes.
==Key Features==
===High Performance and Security===
CME Direct is recognized for its fast and secure trading capabilities. The platform is engineered to handle the high volume and rapid pace of the derivatives markets, ensuring that trades are executed promptly and reliably. Security protocols are deeply integrated to safeguard market participants' transactions and data.
=== Configurability ===
Users of CME Direct benefit from its highly customizable interface, which allows them to tailor the trading environment to their specific needs. This level of customization enables traders to create an interface that aligns with their strategies and preferences, enhancing the efficiency and effectiveness of their trading activities.
=== Consolidated Trading View ===
The platform provides a comprehensive view of trading activities, enabling the execution of covered and multi-leg strategies. Traders have a consolidated view of all trades, RFQs, crosses, and blocks, making it easier to manage complex trading portfolios and respond to market opportunities with agility.
=== Single-Platform Liquidity Access ===
CME Direct offers unparalleled access to liquidity by integrating trading across all asset classes and products into a single platform. This facilitates a streamlined trading process and allows for a cohesive overview of positions and market movements.
=== Advanced Options Analytics ===
With the fully integrated QuikStrike Options Analytics tool, traders can research options analysis. This includes viewing volatilities, calculating fair value prices, understanding the Greeks, charting volatility and correlations, and testing strategies, all within the trading platform.
=== RFQ and Price Discovery ===
CME Direct simplifies the process of strategy building and submission of electronic RFQs. It allows traders to interact with RFQ responses in real-time, providing a dynamic environment for price discovery. The Directed Request for Quote (DRFQ) feature enables the negotiation of off-exchange block trades with selected counterparts, enhancing the efficiency of trading large-size orders.
Seamless Options Workflows
The platform supports a streamlined options workflow, enabling traders to see all listed options for a futures contract easily. This comprehensive visibility into options markets supports informed decision-making and strategy development.
== References ==
Category:CME Group Products
Category:Trading Platforms
CME Direct Messenger

CME Direct Messenger is an instant messaging platform for traders in the energy markets. It was launched by CME Group on July 31, 2012. The technology surrounding the platform was created by CME's subsidiary, Pivot Inc., which has also built a similar messenger for equity markets. The tools provided are expected to increase the distribution of request-for-quotes, block orders, complex options and other order types within the energy and equity markets and will integrate that technology into pre-trade, trade and post-trade workflows of traders.
Direct Messenger is part of a wider CME program called CME Direct. Direct is a technology offering that includes side-by-side trading of exchange listed and over-the-counter (OTC) energy markets. The platform creates a workflow where traders can message customers or other traders while trading on listed and OTC markets 
== References ==
Category:Energy
Category:CME
CME E-Micros

CME E-Micro futures are a series of contracts, designed for retail traders, are are sized at one-tenth the size of its standard futures contract.
CME first introduced the E-Micros on February 18, 2009, on a number of foreign exchange (FX) contracts, called Forex E-Micros. The contracts are designed to enable retail traders and investors to cost-effectively access CME Group's FX products. The contracts are listed with, and subject to, the rules and regulations of CME.
The following are listed E-Micro forex contracts on CME: AUD/USD, EUR/USD, GBP/USD, CAD/USD, CHF/USD, USD/CHF, JPY/USD, USD/JPY, USD/RMB, INR/USD. 
CME also created an E-Micro Gold futures contract, which is sized at 10 ounces of gold. Investors can convert 10 E-micro Gold contracts into one COMEX gold warrant, which represents a serial-numbered bar of gold.
== References ==
Category:CME Group
Category:CME Group Contracts
Category:Micros
CME Group "BIG" Dow

Big DOW DJIA ($25) Futures 	Big DOW DJIA ($25) Futures
Ticker Symbols 	DD
Contract Size 	$25 x the Dow Jones Industrial Average
Settlement/Expiration 	Cash settlement to the Special Opening Quotation of the index on Final Settlement Day, which is generally the third Friday of the
contract month"
Minimum Price Fluctuation" 	1 index point = $25
Venue 	CME Globex
Trading Hours: all times listed in CentralTime (CT)	Monday – Friday: 5:00 p.m. previous day – 4:15 p.m.; trading halt from 3:15 p.m. – 3:30 p.m.
Contract Months 	Four months in the March Quarterly cycle
Last Trading Day 	Trading can occur up to 8:30 a.m. CT on the third Friday of the contract month
Daily Price Limits 	Successive 10%, 20% and 30% downside limits from 8:30 a.m. to 3:00 p.m. CT (MON-FRI); 5% up-and-down limits from 5:00 p.m.to 8:30 a.m. (SUN-THURS) and 3:00 p.m. to 4:15 p.m. (MON-FRI). For details, please visit cmegroup.com/eqpricelimits"
Position Limits 	Aggregate position limit in BIG Dow futures ($25 multiplier), mini-sized futures and options ($5 multiplier) and DJIA futures
and options ($10 multiplier) is 50,000 DJIA futures ($10 multiplier) equivalent contracts, net long or net short in all
contract months combined"
Exchange Rules 	These contracts are listed with and subject to the rules and regulations of CBOT
									
== Notes ==
== Resources ==
CME Group "BIG" Dow Contract Specifications
Dow Jones Industrial Average Futures and Options
Category:Sponsored Pages
Category:Sponsored Pages - CME
Category:Reserved Pages
Category:Reserved Pages - CME
Category:Stock Market Index Futures Contracts
Category:Futures Contracts Traded on CME Group
Category:Financial Futures Contracts
Category:Futures Data in Template
CME Group - Mathematical Sciences Research Institute Prize In Innovative Quantitative Applications

The CME Group - Mathematical Sciences Research Institute (MSRI) Prize In Innovative Quantitative Applications is an award designed to recognize individuals or groups who contribute original concepts and innovation in the use of mathematical, statistical or computational methods for the study of the behavior of markets, and more broadly of economics.
The award is presented on an annual basis by CME Group through its Center for Innovation and MSRI, based in Berkeley, CA.
In February 2015, MSRI in conjunction with CME Group awarded the ninth annual CME Group/MSRI Prize in Innovative Quantitative Applications to Jose Scheinkman, Edwin W. Rickert Professor of Economics at Columbia University, Theodore A. Wells ‘29 Professor of Economics (emeritus) at Princeton University and a Research Associate at the NBER.
Previous recipients of the CME Group-MSRI Prize and Medal include:
*(2015) Douglas Diamond, professor of finance at the University of Chicago
*(2014) Jose Scheinkman, professor of economics, Columbia and Princeton Universities
*(2013) Bengt Holmstrom, professor of economics, Massachusetts Institute of Technology 
*(2012) Robert Shiller. Nobel Laureate (2013), and professor of economics and finance, Yale University
*(2011) Thomas Sargent, Nobel Laureate (2011), professor of economics and business at New York University
*(2010) Jean Tirole, Toulouse School of Wconomics
*(2009) Sanford Grossman, president and CEO, Quantitative Financial Strategies, Inc.
*(2008) Lars Peter Hansen, Nobel Laureate (2013), and professor of economics and statistics, University of Chicago
*(2007) David M. Kreps, Senior Associate Dean for Academic Affairs, Faculty Director of the MBA Program, and Theodore J. Kreps Professor of Economics, Stanford Graduate School of Business; 
*(2006) Stephen A. Ross, Franco Modigliani Professor of Financial Economics, MIT Sloan School of Management.
== References ==
Category:Awards
Category:CME Group
CME Group 13-Week T-Bill

CME Group 13-Week T-Bill	CME Group 13-Week T-Bill
Offering Amount 	$51.0 B
CUSIP Number 	912796QJ1
Min Bid Amount 	$100
Auction Date 	August 13, 2018
Issue [Settlement] Date 	August 16, 2018
Maturity Date 	November 15, 2018
Noncompetitive Bids 	11:00 a.m. ET
Competitive Bids 	11:30 a.m. ET
		
== Notes ==
== Resources ==
CME Group 13-Week T-Bill Contract Specifications
3-Month Bill Announcement
Category:Sponsored Pages
Category:Sponsored Pages - CME
Category:Reserved Pages
Category:Reserved Pages - CME
Category:Interest Rate Futures Contracts
Category:Futures Contracts Traded on CME Group
Category:Financial Futures Contracts
Category:Futures Data in Template
CME Group 2-Year U.S. Treasury notes

#redirect CME Group 2-Year US Treasury Note
== Notes ==
Other than American option, there is weekly option for 2-Year U.S. Treasury Note futures contract. For contract specification of the weekly option, please refer to weekly option specification for 2-Year Treasury Note futures contract
(*)Last Trading Day: Options cease trading on the last Friday which precedes by at least two business days, the last business day of the month preceding the option month. Options cease trading at the close of the regular daytime open auction trading session for the corresponding 2-Year Treasury Note futures contract.
== Also See ==
CME Group interest rate products
== Resources ==
CME Group 2-Year U.S. Treasury Notes Contract Specification
Category:CME Group
CME Group 5-Year U.S. Treasury notes

#redirect CME Group 5-Year US Treasury Note
== Notes ==
(*)Last Trading Day for options: Options cease trading on the last Friday which precedes by at least two business days, the last business day of the month preceding the option month. Options cease trading at the close of the regular daytime open auction trading session for the corresponding 5-Year Treasury Note futures contract.
== Also See ==
CME Group interest rate products
== Resources ==
5 Year US Treasury Note Contract Specification
Treasury Settlement Procedures
CBOT Position Limits
CBOT 20
Block Minimum Thresholds
Price Limits
All or None Minimums
Quote Vendor symbols listing
==References==
Category:CME Group
CME Group Aluminum Futures

Effective trade date July 2, 2018 (pending CFTC review) COMEX will amend the Aluminum Futures contract to include duty unpaid eligible aluminum for delivery commencing with the July 2018 contract month and beyond. Additional information regarding this matter may be viewed HERE.
== Notes ==
This contract began trading on Sunday, May 4, 2014 for trade date Monday, May 5, 2014.
== Resources ==
*Aluminum Settlement Procedures
*NYMEX Position Limits
*COMEX 107
*Block Minimum Threshold
*Quote Vendor Symbols Listing
CME Group Australian Dollar/Canadian Dollar

Australian Dollar/Canadian Dollar futures	Australian Dollar/Canadian Dollar futures 	Australian Dollar/Canadian Dollar futures
Contract Unit 	200,000 Australian dollars 	200,000 Australian dollars
Trading Hours 	CME Globex: 	Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)
Trading Hours 	CME ClearPort: 	Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation 	$.0001 Canadian dollars per Australian dollar increments (20 Canadian dollars). $.00005 Canadian dollars per Australian dollar increments (10 Canadian dollars) for AUD/CAD futures intra-currency spreads executed electronically.	$.0001 Canadian dollars per Australian dollar increments (20 Canadian dollars). $.00005 Canadian dollars per Australian dollar increments (10 Canadian dollars) for AUD/CAD futures intra-currency spreads executed electronically.
Product Code 	CME Globex: ACD
CME ClearPort: AC
Clearing: AC 	CME Globex: ACD
CME ClearPort: AC
Clearing: AC
Listed Contracts 	Six months in the March quarterly cycle (Mar, Jun, Sep, Dec) 	Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Settlement Method 	Deliverable 	Deliverable
Termination of Trading 	9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday). 	9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
Settlement Procedures 	AUD/CAD Settlement Procedures 	AUD/CAD Settlement Procedures
Position Limits 	CME Position Limits 	CME Position Limits
Exchange Rulebook 	CME 308 	CME 308
Block minimum 	Block Minimum Thresholds 	Block Minimum Thresholds
Price Limit or Circuit 	Price Limits 	Price Limits
Vendor Codes 	Quote Vendor Symbols Listing 	Quote Vendor Symbols Listing
														
== Notes ==
== Resources ==
*CME Group Australian Dollar/Canadian Dollar Contract Specifications
*AUD/CAD Settlement Procedures
*CME Position Limits
*CME 308
*Block Minimum Thresholds
*Price Limits
*Quote Vendor Symbols Listing
Category:Exchange Rate Futures Contracts
Category:Futures Contracts Traded on CME Group
Category:Financial Futures Contracts
Category:Futures Data in Template
CME Group Australian Dollar/Japanese Yen

Australian Dollar/Japanese Yen Futures	Australian Dollar/Japanese Yen Futures 	Australian Dollar/Japanese Yen Futures
Contract Unit 	200,000 Australian dollars 	200,000 Australian dollars
Trading Hours 	CME Globex: 	Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)
Trading Hours 	CME ClearPort: 	Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation 	.01 Japanese yen per Australian dollar increments (2,000 Japanese yen). .005 Japanese yen per Australian dollar increments (1,000 Japanese yen) for AUD/JPY futures intra-currency spreads executed electronically.	.01 Japanese yen per Australian dollar increments (2,000 Japanese yen). .005 Japanese yen per Australian dollar increments (1,000 Japanese yen) for AUD/JPY futures intra-currency spreads executed electronically.
Product Code 	CME Globex: AJY
CME ClearPort: AJ
Clearing: AJ 	CME Globex: AJY
CME ClearPort: AJ
Clearing: AJ
Listed Contracts 	Six months in the March quarterly cycle (Mar, Jun, Sep, Dec) 	Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Settlement Method 	Deliverable 	Deliverable
Termination of Trading 	9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday). 	9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
Settlement Procedures 	AUD/JPY Settlement Procedures 	AUD/JPY Settlement Procedures
Position Limits 	CME Position Limits 	CME Position Limits
Exchange Rulebook 	CME 309 	CME 309
Block minimum 	Block Minimum Thresholds 	Block Minimum Thresholds
Price Limit or Circuit 	Price Limits 	Price Limits
Vendor Codes 	Quote Vendor Symbols Listing 	Quote Vendor Symbols Listing
																
== Notes ==
== Resources ==
*CME Group Australian Dollar/Japanese Yen Contract Specifications
*AUD/JPY Settlement Procedures
*CME Position Limits
*CME 309
*Block Minimum Thresholds
*Price Limits
*Quote Vendor Symbols Listing
Category:Exchange Rate Futures Contracts
Category:Futures Contracts Traded on CME Group
Category:Financial Futures Contracts
Category:Futures Data in Template
CME Group Australian Dollar/New Zealand Dollar

Australian Dollar/New Zealand Dollar Futures	Australian Dollar/New Zealand Dollar Futures 	Australian Dollar/New Zealand Dollar Futures
Contract Unit 	200,000 Australian dollars 	200,000 Australian dollars
Trading Hours 	CME Globex: 	Sunday - Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)
Trading Hours 	CME ClearPort: 	Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation 	$.0001 New Zealand dollars per Australian dollar increments (20 New Zealand dollars). $.00005 New Zealand dollars per Australian dollar increments (10 New Zealand dollars) for AUD/NZD futures intra-currency spreads executed electronically.	$.0001 New Zealand dollars per Australian dollar increments (20 New Zealand dollars). $.00005 New Zealand dollars per Australian dollar increments (10 New Zealand dollars) for AUD/NZD futures intra-currency spreads executed electronically.
Product Code 	CME Globex: ANE
CME ClearPort: AN
Clearing: AN 	CME Globex: ANE
CME ClearPort: AN
Clearing: AN
Listed Contracts 	Six months in the March quarterly cycle (Mar, Jun, Sep, Dec) 	Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Settlement Method 	Deliverable 	Deliverable
Termination of Trading 	9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday). 	9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
Settlement Procedures 	AUD/NZD Settlement Procedures 	AUD/NZD Settlement Procedures
Position Limits 	CME Position Limits 	CME Position Limits
Exchange Rulebook 	CME 310 	CME 310
Block minimum 	Block Minimum Thresholds 	Block Minimum Thresholds
Price Limit or Circuit 	Price Limits 	Price Limits
Vendor Codes 	Quote Vendor Symbols Listing 	Quote Vendor Symbols Listing
														
== Notes ==
== Resources ==
*CME Group Australian Dollar/New Zealand Dollar Contract Specifications
*AUD/NZD Settlement Procedures
*CME Position Limits
*CME 310
*Block Minimum Thresholds
*Price Limits
*Quote Vendor Symbols Listing
Category:Exchange Rate Futures Contracts
Category:Futures Contracts Traded on CME Group
Category:Financial Futures Contracts
Category:Futures Data in Template
CME Group British Pound/Japanese Yen

British Pound/Japanese Yen futures and options	British Pound/Japanese Yen futures and options 	British Pound/Japanese Yen futures and options
Contract Unit 	125,000 British pounds 	125,000 British pounds
Trading Hours 	CME Globex: 	Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)
Trading Hours 	CME ClearPort: 	Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation 	0.01 per British pound = 1,250 Japanese yen.
Spreads: 0.005 per British pound 625 Japanese yen 	0.01 per British pound = 1,250 Japanese yen.
Spreads: 0.005 per British pound 625 Japanese yen
Product Code 	CME Globex: PJY
CME ClearPort: BY
Clearing: BY 	CME Globex: PJY
CME ClearPort: BY
Clearing: BY
Listed Contracts 	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 6 consecutive quarters 	Quarterly contracts (Mar, Jun, Sep, Dec) listed for 6 consecutive quarters
Settlement Method 	Deliverable 	Deliverable
Termination of Trading 	Trading terminates at 9:16 a.m. CT on the second business day prior to the third Wednesday of the contract month.	Trading terminates at 9:16 a.m. CT on the second business day prior to the third Wednesday of the contract month.
Settlement Procedures 	GBP/JPY Settlement Procedures 	GBP/JPY Settlement Procedures
Position Limits 	CME Position Limits 	CME Position Limits
Exchange Rulebook 	CME 305 	CME 305
Block minimum 	Block Minimum Thresholds 	Block Minimum Thresholds
Price Limit or Circuit 	Price Limits 	Price Limits
Vendor Codes 	Quote Vendor Symbols Listing 	Quote Vendor Symbols Listing
																								
== Notes ==
== Resources ==
*CME Group British Pound/Japanese Yen Contract Specifications
*GBP/JPY Settlement Procedures
*CME Position Limits
*CME 305
*Block Minimum Thresholds
*Price Limits
*Quote Vendor Symbols Listing
Category:Exchange Rate Futures Contracts
Category:Futures Contracts Traded on CME Group
Category:Financial Futures Contracts
Category:Futures Data in Template