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Canonical contract reference · CME 6N

6N Contract Specs: Tick Value, Hours and Expiry

100,000 NZD × 0.00005 USD per NZD = $5. That multiplication is the current CME Globex outright tick value for one standard 6N contract. Every quote, P&L and position-size calculation should reconcile to it before an order is enabled.

Trading unit
100,000 NZD
Outright tick
0.00005
Tick value
$5
Settlement
Physical
CME Globex outright6N
Contract unit100,000 New Zealand dollars
Minimum increment$0.00005 per NZD
Product100,000 × 0.00005 = $5.00

The ClearPort increment is different; do not transfer it to an outright Globex ticket.

Exchange record

The Current Standard 6N Contract in One Table

CME Rulebook Chapter 258 and the CME FX Product Guide identify 6N as New Zealand Dollar/U.S. Dollar futures. The table separates the central-limit-order-book outright from other execution routes because their minimum increments are not interchangeable.

FieldVerified termOperational meaning
ContractNZD/USD futures; Rulebook Chapter 258Globex root 6N; ClearPort and clearing code NE
Trading unit100,000 New Zealand dollarsMultiply a price change by 100,000 and by contract count for gross USD P&L
QuotationU.S. dollars per New Zealand dollarA quote of 0.61240 means $0.61240 per NZD
Globex outright increment0.00005 USD per NZD0.00005 × 100,000 = $5 per contract
Globex spread increment0.00005 USD per NZDThe current product guide lists the same increment for other Globex spreads; verify the exact spread ticket
ClearPort increment0.00001 USD per NZD$1 per standard contract; this does not change the outright Globex ladder
Listed monthsMarch-cycle quarterlies: March, June, September and DecemberUse the live chain for the exact active set; CME product materials describe six quarterly contracts
TerminationSecond business day immediately before the third Wednesday; usual close 9:16 a.m. CTChicago or New York bank holidays can move the date earlier under Rule 258
DeliveryPhysical delivery on the third Wednesday, subject to holiday adjustmentOpen positions can create currency-delivery obligations

Version boundary: older CME brochures and third-party pages may still show a 0.0001 outright increment and $10 tick. Chapter 258 and the current 2026 product guide show 0.00005 and $5 for the Globex outright. The current rulebook and live security definition control.

Side-aware arithmetic

Quote Direction, Notional and P&L Are Three Different Numbers

A higher 6N quote means one NZD buys more U.S. dollars. That benefits a long futures position and hurts a short position. Notional is the represented currency value; it is neither the margin deposit nor a maximum-loss amount.

(Exit price - entry price) × 100,000 × contractsLong gross P&L in USD
(Entry price - exit price) × 100,000 × contractsShort gross P&L in USD

Long example

0.61240 to 0.61415

The gain is 0.00175, or 35 outright ticks. Multiplier method: 0.00175 × 100,000 = $175 gross. Tick method: 35 × $5 = the same $175.

Short example

0.61510 to 0.61260

The favorable decline is 0.00250, or 50 ticks. One short contract gains $250 gross; two gain $500 before commissions, exchange fees and slippage.

Quote moveOutright ticksOne 6NThree 6N
0.000051$5$15
0.000102$10$30
0.0005010$50$150
0.0017535$175$525
0.0025050$250$750

At the hypothetical 0.61240 quote, one contract represents 100,000 × 0.61240 = $61,240 of quoted value. Actual loss can exceed an initial performance bond because the full contract responds to price changes and an exit can gap or slip.

Product-name control

CME Does Not Currently List an M6N Micro Counterpart

The 2026 CME FX Product Guide lists the standard 6N row and separately lists current Micro FX futures. That Micro table contains M6B, M6A, M6E, MJY, MCD, MSF and MIR—not M6N. The current CME Rulebook index likewise has Chapter 258 for 6N but no Micro NZD chapter.

Established

Standard 6N exists

100,000 NZD, a 0.00005 Globex outright tick and physical delivery are verified current terms.

Not established

No current CME M6N

A broker label, search result or analogy to M6A is not an exchange listing, rule chapter or active chain.

Sizing consequence

Zero can be the only valid size

If one standard contract breaches the written risk budget, do not invent a one-tenth contract. Reject the trade or verify a genuinely different venue and product.

A dated contract

Quarterly Months Trade Nearly Around the Clock, Not With Uniform Liquidity

CME lists 6N on the March quarterly cycle. Regular FX Globex access is Sunday through Friday from 5:00 p.m. to 4:00 p.m. Chicago time, with a 60-minute daily break beginning at 4:00 p.m. CT. Holiday schedules override the regular clock.

1. Name the month

Root, month code and year must match between chart, order and risk system.

2. Check the actual book

Record spread, top-of-book size, depth, volume and open interest in that maturity.

3. Compare the next quarter

Activity can migrate. A calendar date alone does not prove which month is executable.

4. Set an operational deadline

Broker cutoffs can precede exchange termination, especially for a deliverable currency contract.

“Open” does not mean “liquid enough.”

The regular schedule proves access, not fill quality. New Zealand, Asian, European and U.S. activity overlap differently as daylight-saving regimes change. Measure the live order book rather than converting a time-zone story into a standing liquidity claim.

The legal end state

Termination and Physical Delivery Require Separate Controls

Rule 258 ends trading on the second business day immediately preceding the third Wednesday of the delivery month. If that date is a bank holiday in Chicago or New York, termination moves to the preceding business day common to those banks and the exchange. Delivery is normally the third Wednesday and can shift forward under the rule’s holiday test.

Map

Read the official calendar

Record the exchange termination date and time, delivery date and current holiday advisory.

Fence

Apply the broker cutoff

Use the earlier operational deadline when the broker requires positions closed or funded sooner.

Act

Offset or roll deliberately

A roll is a close in one month plus an open in another, with two prices and possible leg risk.

Prove

Reconcile the account

Confirm the old month is flat, the new month and side are correct, and stale orders are cancelled.

Delivery boundary: most traders offset or roll, but that custom does not remove the contract’s physical-delivery obligation. Delivery involves clearing-member instructions, funding and currency settlement. Never improvise it from a retail order ticket.

Funding is not risk

Margin, Maximum Loss and Roll Cost Must Stay Separate

Futures margin is a performance bond. CME can revise exchange requirements, and a broker can require more, impose an earlier cutoff or advertise a lower intraday figure. None of those numbers caps loss.

Funding requirementCurrent exchange and broker margin plus an account bufferPlanned trade riskInvalidation distance in current 0.00005 ticks × $5 × contracts, plus costs and stressRepresented notionalQuote × 100,000 NZD × contracts
Stops are instructions, not guarantees.

A gap, thin book, rejected order, outage or forced liquidation can produce a worse exit. Include commissions, exchange and data fees, bid-ask spread, slippage and a gap stress. Losses can exceed both planned risk and the initial margin deposit.

Rolling adds its own cash and execution effects: close-out P&L in the old month, the price difference to the new month, two-sided transaction costs and possible leg risk. A continuous chart may adjust away the visible month gap; the account does not.

Final control

The Reconciled Pre-Order Verification Checklist

An order remains disabled until each item can be answered from the exchange record, live ticket and written risk plan.

Identity

6N, exact quarterly month and year; chart and ticket match.

Unit

100,000 NZD per contract; no assumed M6N substitute.

Tick proof

0.00005 × 100,000 = $5; multiplier and tick methods agree.

Side

Long benefits from a higher quote; short benefits from a lower quote.

Quantity

Integer contracts fit the stop, costs, gap stress and account limit.

Market quality

Spread, depth and expected slippage pass the live execution gate.

Lifecycle

Termination, delivery, broker cutoff and planned roll or offset are recorded.

Funding

Current margin and buffer are sufficient, without treating either as maximum loss.

Sources, methods and editorial disclosure — reviewed August 20, 2026

Sources were reviewed August 20, 2026. Current rulebook and product-guide terms take priority over older educational brochures. Prices are hypothetical arithmetic examples, not market observations. No liquidity, profitability or hedge-effectiveness study is reported. Verify the live CME chain, holiday calendar, security definition and broker terms before every trade.