Family | Contracts | Commodity | ADV weight | Contract factor | Day trade reduction | Settlement fee |
---|---|---|---|---|---|---|
Arabica Coffee | 4/5 Arabica Coffee Futures | ICF | 1 | 1 | 70% | 0.045%* |
4/5 Arabica Coffee Rollover | CR1 | 2 | 2 | N/A | ||
Call Options and Put Options on 4/5 Arabica Coffee Futures | ICF | 0 | 0.3 | N/A |
*On the cash settlement value on expiration of the contract month
Price Table by Volume
ADV | Single fee (USD) | Additional value | |
---|---|---|---|
From | To | ||
1 | 5 | 0.75 | 0.00 |
6 | 10 | 0.71 | 0.20 |
11 | 20 | 0.67 | 0.60 |
21 | 100 | 0.64 | 1.20 |
101 | 200 | 0.60 | 5.20 |
Above 200 | 0.53 | 19.20 |
Options exercise
Exercise of options on arabica coffee futures contracts will be charged as an arabica coffee futures contract.