Glattstellungsregeln bei Futures
RICHTLINIEN UND ANWEISUNGEN
Lieferung, Ausübung und Kapitalmaßnahmen
Glattstellungsregeln bei Futures
In physischer Form gelieferte Produkte (inkl. Produkten, die zu negativen Kursen gehandelt werden dürfen, und solchen, die nicht zu negativen Kursen gehandelt werden dürfen) unterliegen einem Glattstellungszeitraum.1 Darüber hinaus unterliegen ölbezogene Futures-Kontrakte, die zu negativen Kursen gehandelt werden können, einem Glattstellungszeitraum. Dies umfasst jene Kontrakte mit einer Abwicklung entweder in Form einer physischer Lieferung oder einer Barabwicklung zum Verfallsdatum.
Da das Risiko besteht, dass der Wert eines Produkts in den negativen Kursbereich sinkt, müssen Sie Ihre Positionen vor Beginn der Glattstellungsfrist des jeweiligen Kontrakts verschieben oder schließen. Das gilt auch für diejenigen, die aus dem Verfall von Futures-Optionen resultieren. Somit soll auch die Zustellung verfallender Futures-Kontrakte vermieden werden. Alle physisch lieferbaren Kontrakte, einschließlich bar abgewickelter Öl-Futures-Kontrakte, die nicht innerhalb des festgelegten Zeitraums glattgestellt werden, können ohne Vorankündigung von IBKR liquidiert werden. Darüber hinaus werden an den 5 Geschäftstagen vor dem Verfall ausschließlich Transaktionen für ölbasierte Produkte in verfallenden Monatskontrakten akzeptiert, durch die die Margin verringert wird und die zu negativen Kursen gehandelt werden dürfen. Zudem erlauben wir jetzt die physische Lieferung für ILS-, ZAR-, SEK-, PLN-, NOK-FX-Futures.
| Börse | Handelsklasse | Kontraktmonat | Beschreibung | Gilt nur für Cash-/IRA-Konten | Beginn Glattstellungsphase2 | Cut-off für Long-Futures3 | Liquidierung von Long-Futures5 | Cut-off für Short-Futures4 | Liquidierung von Short-Futures5 |
|---|---|---|---|---|---|---|---|---|---|
| CBOT | ZS | 202411 | SOYBEAN FUTURES | No | 1 business day prior to cutoff | 2024/10/30 13:15 | 2024/10/30 8:30 | 2024/10/30 13:15 | 2024/10/30 8:30 |
| CBOT | ZS | 202409 | SOYBEAN FUTURES | No | 1 business day prior to cutoff | 2024/08/29 13:15 | 2024/08/29 8:30 | 2024/08/29 13:15 | 2024/08/29 8:30 |
| CBOT | ZS | 202408 | SOYBEAN FUTURES | No | 1 business day prior to cutoff | 2024/07/30 13:15 | 2024/07/30 8:30 | 2024/07/30 13:15 | 2024/07/30 8:30 |
| CBOT | ZS | 202501 | SOYBEAN FUTURES | No | 1 business day prior to cutoff | 2024/12/30 13:15 | 2024/12/30 8:30 | 2024/12/30 13:15 | 2024/12/30 8:30 |
| CBOT | ZS | 202505 | SOYBEAN FUTURES | No | 1 business day prior to cutoff | 2025/04/29 13:15 | 2025/04/29 8:30 | 2025/04/29 13:15 | 2025/04/29 8:30 |
| CBOT | ZS | 202503 | SOYBEAN FUTURES | No | 1 business day prior to cutoff | 2025/02/27 13:15 | 2025/02/27 8:30 | 2025/02/27 13:15 | 2025/02/27 8:30 |
| CBOT | ZT | 202406 | 2-YR TREAS. | No | 2 business days prior to cutoff | 2024/05/30 15:15 | 2024/05/29 7:20 | 2024/06/28 12:01 | 2024/06/27 7:20 |
| CBOT | ZT | 202409 | 2-YR TREAS. | No | 2 business days prior to cutoff | 2024/08/29 15:15 | 2024/08/28 7:20 | 2024/09/30 12:01 | 2024/09/27 7:20 |
| CBOT | ZT | 202412 | 2-YR TREAS. | No | 2 business days prior to cutoff | 2024/11/27 15:15 | 2024/11/26 7:20 | 2024/12/31 12:01 | 2024/12/30 7:20 |
| CBOT | ZW | 202407 | WHEAT FUTURES | No | 1 business day prior to cutoff | 2024/06/27 13:15 | 2024/06/27 8:30 | 2024/06/27 13:15 | 2024/06/27 8:30 |
| CBOT | ZW | 202503 | WHEAT FUTURES | No | 1 business day prior to cutoff | 2025/02/27 13:15 | 2025/02/27 8:30 | 2025/02/27 13:15 | 2025/02/27 8:30 |
| CBOT | ZW | 202412 | WHEAT FUTURES | No | 1 business day prior to cutoff | 2024/11/27 13:15 | 2024/11/27 8:30 | 2024/11/27 13:15 | 2024/11/27 8:30 |
| CBOT | ZW | 202505 | WHEAT FUTURES | No | 1 business day prior to cutoff | 2025/04/29 13:15 | 2025/04/29 8:30 | 2025/04/29 13:15 | 2025/04/29 8:30 |
| CBOT | ZW | 202409 | WHEAT FUTURES | No | 1 business day prior to cutoff | 2024/08/29 13:15 | 2024/08/29 8:30 | 2024/08/29 13:15 | 2024/08/29 8:30 |
| CDE | CGB | 202406 | 10-year Canadian Government Bond | No | 2 business days prior to cutoff | 2024/05/29 16:00 (ET) | 2024/05/28 6:00 (ET) | 2024/05/29 16:00 (ET) | 2024/05/28 6:00 (ET) |
| CDE | CGB | 202409 | 10-year Canadian Government Bond | No | 2 business days prior to cutoff | 2024/08/28 16:00 (ET) | 2024/08/27 6:00 (ET) | 2024/08/28 16:00 (ET) | 2024/08/27 6:00 (ET) |
| CDE | CGB | 202412 | 10-year Canadian Government Bond | No | 2 business days prior to cutoff | 2024/11/27 16:00 (ET) | 2024/11/26 6:00 (ET) | 2024/11/27 16:00 (ET) | 2024/11/26 6:00 (ET) |
| CDE | CGB | 202503 | 10-year Canadian Government Bond | No | 2 business days prior to cutoff | 2025/02/26 16:00 (ET) | 2025/02/25 6:00 (ET) | 2025/02/26 16:00 (ET) | 2025/02/25 6:00 (ET) |
| CDE | CGF | 202406 | 5-year Canadian Government Bond | No | 2 business days prior to cutoff | 2024/05/29 16:00 (ET) | 2024/05/28 6:00 (ET) | 2024/05/29 16:00 (ET) | 2024/05/28 6:00 (ET) |
| CDE | CGF | 202409 | 5-year Canadian Government Bond | No | 2 business days prior to cutoff | 2024/08/28 16:00 (ET) | 2024/08/27 6:00 (ET) | 2024/08/28 16:00 (ET) | 2024/08/27 6:00 (ET) |
| CDE | CGF | 202412 | 5-year Canadian Government Bond | No | 2 business days prior to cutoff | 2024/11/27 16:00 (ET) | 2024/11/26 6:00 (ET) | 2024/11/27 16:00 (ET) | 2024/11/26 6:00 (ET) |
| CDE | CGF | 202503 | 5-year Canadian Government Bond | No | 2 business days prior to cutoff | 2025/02/26 16:00 (ET) | 2025/02/25 6:00 (ET) | 2025/02/26 16:00 (ET) | 2025/02/25 6:00 (ET) |
| CDE | CGZ | 202406 | 2-year Government | No | 2 business days prior to cutoff | 2024/05/30 16:00 (ET) | 2024/05/29 6:00 (ET) | 2024/05/30 16:00 (ET) | 2024/05/29 6:00 (ET) |
| CDE | CGZ | 202409 | 2-year Government | No | 2 business days prior to cutoff | 2024/08/29 16:00 (ET) | 2024/08/28 6:00 (ET) | 2024/08/29 16:00 (ET) | 2024/08/28 6:00 (ET) |
| CDE | CGZ | 202412 | 2-year Government | No | 2 business days prior to cutoff | 2024/11/28 16:00 (ET) | 2024/11/27 6:00 (ET) | 2024/11/28 16:00 (ET) | 2024/11/27 6:00 (ET) |
| CDE | CGZ | 202503 | 2-year Government | No | 2 business days prior to cutoff | 2025/02/27 16:00 (ET) | 2025/02/26 6:00 (ET) | 2025/02/27 16:00 (ET) | 2025/02/26 6:00 (ET) |
| CME | 6A | 202406 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6A | 202409 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6A | 202412 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6A | 202503 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6A | 202407 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2024/07/15 09:16 | 2024/07/12 8:30 | 2024/07/15 09:16 | 2024/07/12 8:30 |
| CME | 6A | 202408 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2024/08/19 09:16 | 2024/08/16 8:30 | 2024/08/19 09:16 | 2024/08/16 8:30 |
| CME | 6A | 202410 | AUSTRALIAN DOLLARS | Yes(1) | 2 business days prior to cutoff | 2024/10/11 09:16 | 2024/10/10 8:30 | 2024/10/11 09:16 | 2024/10/10 8:30 |
| CME | 6B | 202406 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6B | 202409 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6B | 202412 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6B | 202503 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6B | 202407 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2024/07/15 09:16 | 2024/07/12 8:30 | 2024/07/15 09:16 | 2024/07/12 8:30 |
| CME | 6B | 202408 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2024/08/19 09:16 | 2024/08/16 8:30 | 2024/08/19 09:16 | 2024/08/16 8:30 |
| CME | 6B | 202410 | BRITISH POUND | Yes(1) | 2 business days prior to cutoff | 2024/10/11 09:16 | 2024/10/10 8:30 | 2024/10/11 09:16 | 2024/10/10 8:30 |
| CME | 6C | 202406 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2024/06/18 09:16 | 2024/06/17 8:30 | 2024/06/18 09:16 | 2024/06/17 8:30 |
| CME | 6C | 202409 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2024/09/17 09:16 | 2024/09/16 8:30 | 2024/09/17 09:16 | 2024/09/16 8:30 |
| CME | 6C | 202412 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2024/12/17 09:16 | 2024/12/16 8:30 | 2024/12/17 09:16 | 2024/12/16 8:30 |
| CME | 6C | 202503 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2025/03/18 09:16 | 2025/03/17 8:30 | 2025/03/18 09:16 | 2025/03/17 8:30 |
| CME | 6C | 202407 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2024/07/16 09:16 | 2024/07/15 8:30 | 2024/07/16 09:16 | 2024/07/15 8:30 |
| CME | 6C | 202408 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2024/08/20 09:16 | 2024/08/19 8:30 | 2024/08/20 09:16 | 2024/08/19 8:30 |
| CME | 6C | 202410 | CANADIAN DOLLAR | Yes(1) | 2 business days prior to cutoff | 2024/10/15 09:16 | 2024/10/14 8:30 | 2024/10/15 09:16 | 2024/10/14 8:30 |
| CME | 6E | 202406 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6E | 202409 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6E | 202412 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6E | 202503 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6E | 202407 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2024/07/15 09:16 | 2024/07/12 8:30 | 2024/07/15 09:16 | 2024/07/12 8:30 |
| CME | 6E | 202408 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2024/08/19 09:16 | 2024/08/16 8:30 | 2024/08/19 09:16 | 2024/08/16 8:30 |
| CME | 6E | 202410 | EUROFX-EUR/USD | Yes(1) | 2 business days prior to cutoff | 2024/10/11 09:16 | 2024/10/10 8:30 | 2024/10/11 09:16 | 2024/10/10 8:30 |
| CME | 6J | 202406 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6J | 202409 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6J | 202412 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6J | 202503 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6J | 202407 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2024/07/15 09:16 | 2024/07/12 8:30 | 2024/07/15 09:16 | 2024/07/12 8:30 |
| CME | 6J | 202408 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2024/08/19 09:16 | 2024/08/16 8:30 | 2024/08/19 09:16 | 2024/08/16 8:30 |
| CME | 6J | 202410 | JAPANESE YEN | Yes(1) | 2 business days prior to cutoff | 2024/10/11 09:16 | 2024/10/10 8:30 | 2024/10/11 09:16 | 2024/10/10 8:30 |
| CME | 6M | 202406 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6M | 202409 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6M | 202412 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6M | 202407 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/07/15 09:16 | 2024/07/12 8:30 | 2024/07/15 09:16 | 2024/07/12 8:30 |
| CME | 6M | 202408 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/08/19 09:16 | 2024/08/16 8:30 | 2024/08/19 09:16 | 2024/08/16 8:30 |
| CME | 6M | 202503 | MEXICAN PESO | No | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6M | 202410 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/10/11 09:16 | 2024/10/10 8:30 | 2024/10/11 09:16 | 2024/10/10 8:30 |
| CME | 6M | 202411 | MEXICAN PESO | No | 2 business days prior to cutoff | 2024/11/18 09:16 | 2024/11/15 8:30 | 2024/11/18 09:16 | 2024/11/15 8:30 |
| CME | 6M | 202501 | MEXICAN PESO | No | 2 business days prior to cutoff | 2025/01/13 09:16 | 2025/01/10 8:30 | 2025/01/13 09:16 | 2025/01/10 8:30 |
| CME | 6M | 202502 | MEXICAN PESO | No | 2 business days prior to cutoff | 2025/02/14 09:16 | 2025/02/13 8:30 | 2025/02/14 09:16 | 2025/02/13 8:30 |
| CME | 6M | 202504 | MEXICAN PESO | No | 2 business days prior to cutoff | 2025/04/14 09:16 | 2025/04/11 8:30 | 2025/04/14 09:16 | 2025/04/11 8:30 |
| CME | 6M | 202505 | MEXICAN PESO | No | 2 business days prior to cutoff | 2025/05/19 09:16 | 2025/05/16 8:30 | 2025/05/19 09:16 | 2025/05/16 8:30 |
| CME | 6N | 202406 | NEW ZEALAND DOL | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6N | 202409 | NEW ZEALAND DOL | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6N | 202412 | NEW ZEALAND DOL | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6N | 202503 | NEW ZEALAND DOL | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6S | 202406 | SWISS FRANC | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6S | 202409 | SWISS FRANC | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6S | 202412 | SWISS FRANC | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6S | 202503 | SWISS FRANC | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6Z | 202406 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | 6Z | 202409 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | 6Z | 202412 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | 6Z | 202503 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | 6Z | 202407 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/07/15 09:16 | 2024/07/12 8:30 | 2024/07/15 09:16 | 2024/07/12 8:30 |
| CME | 6Z | 202408 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/08/19 09:16 | 2024/08/16 8:30 | 2024/08/19 09:16 | 2024/08/16 8:30 |
| CME | 6Z | 202410 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/10/11 09:16 | 2024/10/10 8:30 | 2024/10/11 09:16 | 2024/10/10 8:30 |
| CME | 6Z | 202411 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2024/11/18 09:16 | 2024/11/15 8:30 | 2024/11/18 09:16 | 2024/11/15 8:30 |
| CME | 6Z | 202501 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2025/01/13 09:16 | 2025/01/10 8:30 | 2025/01/13 09:16 | 2025/01/10 8:30 |
| CME | 6Z | 202502 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2025/02/14 09:16 | 2025/02/13 8:30 | 2025/02/14 09:16 | 2025/02/13 8:30 |
| CME | 6Z | 202504 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2025/04/14 09:16 | 2025/04/11 8:30 | 2025/04/14 09:16 | 2025/04/11 8:30 |
| CME | 6Z | 202505 | S AFRICAN RAND | Yes(1) | 2 business days prior to cutoff | 2025/05/19 09:16 | 2025/05/16 8:30 | 2025/05/19 09:16 | 2025/05/16 8:30 |
| CME | ACD | 202406 | AD/CD cross rate | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | ACD | 202409 | AD/CD cross rate | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | ACD | 202412 | AD/CD cross rate | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
| CME | ACD | 202503 | AD/CD cross rate | Yes(1) | 2 business days prior to cutoff | 2025/03/17 09:16 | 2025/03/14 8:30 | 2025/03/17 09:16 | 2025/03/14 8:30 |
| CME | AJY | 202406 | AD/JY cross rate | Yes(1) | 2 business days prior to cutoff | 2024/06/17 09:16 | 2024/06/14 8:30 | 2024/06/17 09:16 | 2024/06/14 8:30 |
| CME | AJY | 202409 | AD/JY cross rate | Yes(1) | 2 business days prior to cutoff | 2024/09/16 09:16 | 2024/09/13 8:30 | 2024/09/16 09:16 | 2024/09/13 8:30 |
| CME | AJY | 202412 | AD/JY cross rate | Yes(1) | 2 business days prior to cutoff | 2024/12/16 09:16 | 2024/12/13 8:30 | 2024/12/16 09:16 | 2024/12/13 8:30 |
Offenlegungen
- Die Regelungen zur physischen Lieferungen für diesen Kontrakt gelten nur für Cash-/IRA-Konten.
- Offene Positionen, die an dem in diesem Feld angegebenen Handelstag nach Börsenschluss noch gehalten werden, werden liquidiert.
- Datum und Zeit der ersten Position; Cut-off-Zeitpunkt für Long-Positionen.
- Letztes Handelsdatum und Zeit; Cut-off-Zeitpunkt für Short-Positionen.
- Die Zeiten, die in den Spalten „Liquidierung von Long-Futures“ und „Liquidierung von Short-Futures“ aufgeführt sind, entsprechen der Ortszeit der Börse.
Beispiele zu Futures mit physischer Lieferung
Beispiel:
Trader A hält eine Long-Position für Dezember-2012-Mais-Futures (ZC).
Trader B hält eine Short-Position zu dem gleichen Kontrakt.
| Börse | Handelsklasse | Kontraktmonat | Beschreibung | Gilt nur für Cash-/IRA-Konten | Beginn der Glattstellungs- phase 2 | Cutoff für Long-Futures 3 | Liquidierung von Long- Futures | Cuffoff für Short-Futures 4 | Liquidierung von Short-Futures |
|---|---|---|---|---|---|---|---|---|---|
| ECBOT | ZC | 201212 | MAIS-FUTURES | NEIN | 1 Geschäftstag vor dem Cutoff | 20121129 13:15 Uhr (CT) |
20121129 9:30 Uhr (CT) |
20121214 12:00 Uhr (CT) |
20121214 9:30 Uhr (CT) |
Trader A müsste die Long-Position bis zum Ende der regulären Handelssitzung am 28.11.2012 schließen (einen Geschäftstag vor dem Cutoff-Datum des Long-Futures am 29.11.2012). Für offene Long-Positionen würden ab dem 29.11.2012 um 09:30 Uhr CST Liquidierungen erfolgen.
Trader B müsste seine Short-Position bis zum Ende der regulären Handelssitzung am 13.12.2012 schließen (einen Geschäftstag vor dem Cutoff-Datum des Short-Futures am 14.12.2012). Für offene Short-Positionen würden ab dem 14.12.2012 um 09:30 Uhr CST Liquidierungen erfolgen.