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Futures Contract Specifications
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| Stock Index - Currencies - Energies - Metals - Financials - Grains - Meats - Softs |
| Stock Index |
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| SFE SPI 200 |
AP |
Sydney Futures
Exchange (SFE) |
$25
X Index Value |
H,M,U,Z |
1
/ A$25.00 |
| Continuous
Commodity Index |
CCI |
ICE Futures U.S. |
$500
x Index Value |
F,G,J,M,Q,X |
.01
/ $5.00 |
| Big Dow DJIA
$25 |
DD |
CBOT/Globex |
$25
x Index Value |
H,M,U,Z |
1
/ $25.00 |
| E-mini S&P
MidCap 400 |
EMD |
CME/Globex |
$100
x Index Value |
H,M,U,Z |
0.1
/ $10.00 |
| E-mini S&P
CNX Nifty 50 Index |
EMF |
CME/Globex |
$10
x Index Value |
H,M,U,Z |
.5
/ $5.00 |
| S&P CNX
Nifty Index |
EN |
Singapore Exchange
(SGX) |
$2
x Index Value |
H,M,U,Z |
.5
/ $1.00 |
| E-mini S&P
500 Index |
ES |
CME/Globex |
$50
x Index Value |
H,M,U,Z |
0.25
/ $12.50 |
| MDAX Futures |
F2MX |
Eurex |
€5
x Index Value |
H,M,U,Z |
1
/ €5.00 |
| CAC-40 Index |
FCE |
LIFFE |
€
36,000 |
H,M,U,Z |
0.5
/ €5 |
| DAX Index |
FDAX |
Eurex |
€25
x Index Value |
H,M,U,Z |
0.5
/ €12.50 |
| Dow Jones Euro
STOXX 50 |
FESX |
Eurex |
€10
x Index Value |
H,M,U,Z |
1
/ €10.00 |
| DJ STOXX 50 |
FSTX |
Eurex |
€10
x Index Value |
H,M,U,Z |
1
/ €10.00 |
| E-micro
S&P CNX Nifty 50 Index |
MNF |
CME/Globex |
$2
x Index Value |
H,M,U,Z |
.5
/ $1.00 |
| NIKKEI 225
Index |
NK |
Singapore Exchange
(SGX) |
¥500
X Index Value |
All |
¥5
/ ¥500 |
| NIKKEI
225 |
NKD |
CME/Globex |
$5
x Index Value |
H,M,U,Z |
5
/ $25.00 |
| E-mini NASDAQ
100 Index |
NQ |
CME/Globex |
$20
x Index Value |
H,M,U,Z |
0.25
/ $5.00 |
| USD Nikkei 225
Index |
NU |
Singapore Exchange
(SGX) |
$5
x Index Value |
H,M,U,Z |
5
/ $25.00 |
| Mini-Russell
1000 |
RF |
ICE Futures U.S. |
$100
x Index Value |
H,M,U,Z |
0.05
/ $5.00 |
| S&P 500
Index |
SP |
CME/Globex |
$250
x Index Value |
H,M,U,Z |
0.10
/ $25.00 |
| Russell 2000
Index Mini ($100) |
TF |
ICE Futures U.S. |
$100
x Index Value |
H,M,U,Z |
0.1
/ $10.00 |
| MSCI Taiwan
Stock Index |
TW |
Singapore Exchange
(SGX) |
US$100
x SGX MSCI Taiwan Index |
H,M,U,Z |
0.1
/ $10.00 |
| CME Housing
Washington DC |
WDC |
CME/Globex |
$250
X Index Size |
All
Months |
0.20
/ $50.00 |
| FTSE 250 Index |
Y |
LIFFE |
€10
x Index Value |
H,M,U,Z |
0.5
/ €5 |
| Dow Jones $5
Mini |
YM |
CBOT/Globex |
$5
x Index Value |
H,M,U,Z |
1
/ $5.00 |
| FTSE 100
Index |
Z |
LIFFE |
£10
x Index Value |
H,M,U,Z |
0.5
/ £5 |
| Dow Jones
Industrial Average |
ZDJ |
CBOT/Globex |
$10
x Index Value |
H,M,U,Z |
1
/ $10.00 |
| NASDAQ 100
Index |
ZND |
CME/Globex |
$100
x Index Value |
H,M,U,Z |
0.25
/ $25.00 |
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| Currencies |
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Australian
Dollar |
6A |
CME/Globex |
100K
AUD |
H,M,U,Z |
0.0001
/ $10.00 |
| British Pound |
6B |
CME/Globex |
62.5K
£ |
H,M,U,Z |
0.0001
/ $6.25 |
| Canadian
Dollar |
6C |
CME/Globex |
100K
$ |
H,M,U,Z |
0.0001
/ $10.00 |
| EuroFX |
6E |
CME/Globex |
125K
€ |
H,M,U,Z |
0.001
/ $12.50 |
| Japanese
Yen |
6J |
CME/Globex |
12.5
mil ¥ |
H,M,U,Z |
0.00001
/ $12.50 |
| Brazilian Real |
6L |
CME/Globex |
100K
R$ |
All |
0.0001
/ $10.00 |
| Mexican
Peso |
6M |
CME/Globex |
500K
MXN |
All |
0.000025
/ $12.50 |
| New Zealand
Dollar |
6N |
CME/Globex |
100K
NZD |
H,M,U,Z |
0.0001
/ $10.00 |
| Swiss
Franc |
6S |
CME/Globex |
125K
CHF |
H,M,U,Z |
0.0001
/ $12.50 |
| South African
Rand |
6Z |
CME/Globex |
500K
ZAR |
All |
0.000025
/ $12.50 |
| Dollar Index |
DX |
ICE Futures U.S. |
$1000
X Index Value |
H,M,U,Z |
0.005
/ $5.00 |
| E-mini EuroFX |
E7 |
CME/Globex |
62.5K
€ |
H,M,U,Z |
0.01
/ $6.25 |
| E-mini
Japanese Yen |
J7 |
CME/Globex |
6.25
mil ¥ |
H,M,U,Z |
0.001
/ $6.25 |
| E-micro
AUD/USD |
M6A |
CME/Globex |
10K
AUD |
H,M,U,Z |
0.0001
/ $1.00 AUD |
| E-micro
GBP/USD |
M6B |
CME/Globex |
6,250
£ |
H,M,U,Z |
0.0001
/ $0.625 £ |
| E-micro
USD/CAD |
M6C |
CME/Globex |
10,000
CAD |
H,M,U,Z |
0.0001/1.00
CAD |
| E-micro
EUR/USD |
M6E |
CME/Globex |
12,500
€ |
H,M,U,Z |
0.0001
/ $1.25 € |
| E-micro
USD/JPY |
M6J |
CME/Globex |
10,000
¥ |
H,M,U,Z |
.01/100
¥ |
| E-micro
USD/CHF |
M6S |
CME/Globex |
10,000
CHF |
H,M,U,Z |
.0001/1.00
CHF |
| Polish Zloty |
PLN |
CME/Globex |
500,000
Polish zloty |
H,M,U,Z |
0.002
/ $10.00 |
| Chinese
Renminbi-US Dollar |
RMB |
CME/Globex |
1mil
¥ |
All |
0.0001
/ $10.00 |
| Swedish Krona |
SEK |
CME/Globex |
2,000,000
Swedish Kronor |
H,M,U,Z |
0.00001
/ $20.00 |
| Euro/Turkish
Lira |
TRE |
CME/Globex |
125K
€ |
H,M,U,Z |
0.01
/ 6.25 € |
| US
Dollar/Turkish Lira |
TRY |
CME/Globex |
200K
$ |
H,M,U,Z |
0.01
/ $10.00 |
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| Energies |
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Brent Crude Oil |
BRN |
ICE Europe |
42K gal |
All |
0.01 / $10.00 |
| Crude Oil |
CL |
NYMEX/Globex (NYMEXG) |
42K
gal |
All |
0.01
/ $10.00 |
| Gas Oil |
GAS |
ICE Europe |
42K
gal |
H,M,U,Z |
0.0001
/ $4.20 |
| Heating Oil |
HO |
NYMEX/Globex (NYMEXG) |
42K
gal |
All |
0.0001
/ $4.20 |
| Natural Gas |
NG |
NYMEX/Globex (NYMEXG) |
10,000
mmBtu |
All |
0.001
/ $10.00 |
| E-mini Natural
Gas |
QG |
NYMEX/Globex (NYMEXG) |
2,500
mmBtu |
All |
0.005
/ $12.50 |
| E-mini Heating
Oil |
QH |
NYMEX/Globex (NYMEXG) |
21K
gal |
ALL |
0.0001
/ $2.10 |
| E-mini Crude
Light |
QM |
NYMEX/Globex (NYMEXG) |
21K
gal |
All |
0.025
/ $12.50 |
| E-mini
Unleaded Gasoline |
QU |
NYMEX/Globex (NYMEXG) |
21K
gal |
All |
0.001
/ $21.00 |
| NY Harbor RBOB
Gasoline |
RT |
NYMEX/Globex (NYMEXG) |
42K
gal |
All |
0.0001
/ $4.20 |
| WTI Light
Sweet Crude Oil |
WBS |
ICE Europe |
42K
gal |
All |
0.01
/ $10.00 |
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| Metals |
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Gold |
GC |
COMEX/Globex (COMEXG) |
100
oz |
G,J,M,Q,V,Z |
0.1
/ $10.00 |
| Copper |
HG |
COMEX/Globex (COMEXG) |
25K
lbs |
All |
0.05
/ $12.50 |
| E-micro Gold |
MGC |
COMEX/Globex (COMEXG) |
10
oz |
G,J,M,Q,V,Z |
0.10/$1.00 |
| Palladium |
PA |
NYMEX/Globex (NYMEXG) |
100
oz |
H,M,U,Z |
0.05
/ $5.00 |
| Platinum |
PL |
NYMEX/Globex (NYMEXG) |
50
oz |
F,J,N,V |
0.1
/ $5.00 |
| miNY Copper |
QC |
COMEX/Globex (COMEXG) |
12,500
lbs |
All |
0.002
/ $25.00 |
| miNY Silver |
QI |
COMEX/Globex (COMEXG) |
2,500
oz |
F,G,H,K,N,U,Z |
0.0125
/ $31.25 |
| miNY Gold |
QO |
COMEX/Globex (COMEXG) |
50
oz |
F,G,J,M,Q,V,Z |
0.25
/ $12.50 |
| Silver |
SI |
COMEX/Globex (COMEXG) |
5,000
oz |
F,H,K,N,U,Z |
0.005
/ $25.00 |
| Mini Gold |
YG |
NYSE LIFFE US |
33.2
oz |
All |
0.1
/ $3.32 |
| Mini
Silver |
YI |
NYSE LIFFE US |
1,000
oz |
All |
0.001
/ $1.00 |
| 100 oz
Gold |
ZG |
NYSE LIFFE US |
100
oz |
G,J,M,Q,V,X,Z |
0.10
/ $10.00 |
| 5000 oz Silver |
ZI |
NYSE LIFFE US |
5,000
oz |
F,H,K,N,U,V,X,Z |
0.001
/ $5.00 |
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| Financials |
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Euro Bund
10-Year |
FGBL |
Eurex |
100K
€ |
H,M,U,Z |
0.01
/ € 10.0 |
| Euro Bobl
5-Year |
FGBM |
Eurex |
100K
€ |
H,M,U,Z |
0.005
/ € 5.0 |
| Euro Schatz
2-Year |
FGBS |
Eurex |
100K
€ |
H,M,U,Z |
0.005
/ €5.00 |
| Eurodollar |
GE |
CME/Globex |
$1
mil |
H,M,U,Z |
0.01
/ $25.00 |
| LIBOR One
Month |
GLB |
CME/Globex |
$3
mil |
All |
0.005
/ $12.50 |
| 90-Day Bank
Accept |
IR |
Sydney Futures
Exchange (SFE) |
A$100,000 |
H,M,U,Z |
0.01
/ $24.00 |
| SGX Mini
10-Year JGB |
JB |
Singapore Exchange
(SGX) |
¥10,000,000 |
H,M,U,Z |
¥0.01/
¥100 |
| Short Sterling
3-Month |
L |
LIFFE |
£500,000 |
H,M,U,Z |
0.005
/ £6.25 |
| Long Gilt |
R |
LIFFE |
£100K |
H,M,U,Z |
0.01
/ £10 |
| US 10-Year
Interest Rate Swap |
SR |
CBOT/Globex |
$100K |
H,M,U,Z |
$15.625
/ 1/32 |
| Ultra T-Bond |
UB |
CBOT/Globex |
$100K
bond |
H,M,U,Z |
1/32
/ $31.25 |
| 10-Year Aus
Treasury Bond |
XT |
Sydney Futures
Exchange (SFE) |
A$100,000 |
H,M,U,Z |
0.005
/ $40.00 |
| 3-Year Aus
Interest Rate Swap |
YT |
Sydney Futures
Exchange (SFE) |
A$100,000 |
H,M,U,Z |
0.01
/ $28.00 |
| US 3-Year US
Treasury Notes |
Z3N |
CBOT/Globex |
$300K
note |
H,M,U,Z |
1/128
/ $15.625 |
| US 30-Year
Treasury Bond |
ZB |
CBOT/Globex |
$100K
bond |
H,M,U,Z |
1/32
/ $31.25 |
| US 5-Year
Treasury Note |
ZF |
CBOT/Globex |
$100K
note |
H,M,U,Z |
1/128
/ $7.8125 |
| US 10-Year
Treasury Note |
ZN |
CBOT/Globex |
$100K
note |
H,M,U,Z |
1/64
/ $15.625 |
| Fed Funds
30-Day Interest Rate |
ZQ |
CBOT/Globex |
$5
mil |
All |
0.005
/ $20.835 |
| US 2-Year
Treasury Note |
ZT |
CBOT/Globex |
$200K
note |
H,M,U,Z |
1/128
/ $15.625 |
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| Grains |
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Mini-Sized
Corn |
XC |
CBOT/Globex |
1,000
bu |
H,K,N,U,Z |
1/8
/ $1.25 |
| Mini-Sized
Soybeans |
XK |
CBOT/Globex |
1,000
bu |
H,K,N,U,Z |
1/8
/ $1.25 |
| Mini-Sized
Wheat |
XW |
CBOT/Globex |
1,000
bu |
H,K,N,U,Z |
1/8
/ $1.25 |
| Corn |
ZC |
CBOT/Globex |
5,000
bu |
H,K,N,U,Z |
1/4
/ $12.50 |
| Ethanol |
ZE |
CBOT/Globex |
29k
gal |
All |
1/10
/ $29.00 |
| Soybean
Oil |
ZL |
CBOT/Globex |
60K
lbs |
F,H,K,N,Q,U,V,Z |
1/100
/ $6.00 |
| Soybean
Meal |
ZM |
CBOT/Globex |
100
tons |
F,H,K,N,Q,U,V,Z |
0.10
/ $10.00 |
| Oats |
ZO |
CBOT/Globex |
5,000
bu |
H,K,N,U,Z |
1/4
/ $12.50 |
| Rough
Rice |
ZR |
CBOT/Globex |
2,000
cwt |
F,H,K,N,U,X |
0.005
/ $10.00 |
| Soybeans |
ZS |
CBOT/Globex |
5,000
bu |
F,H,K,N,Q,U,X |
1/4
/ $12.50 |
| Wheat |
ZW |
CBOT/Globex |
5,000
bu |
H,K,N,U,Z |
1/4
/ $12.50 |
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| Softs |
|
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Cocoa |
CC |
ICE Futures U.S. |
10
tons |
H,K,N,U,Z |
1
/ $10.00 |
| Cotton |
CT |
ICE Futures U.S. |
50k
lbs |
H,K,N,V,Z |
0.0001
/ $5.00 |
| Milk Class
III |
DA |
CME/Globex |
200K
lbs |
All |
0.01
/ $20.00 |
| Coffee |
KC |
ICE Futures U.S. |
37.5k
lbs |
H,K,N,U,Z |
0.0005
/ $18.75 |
| Lumber |
LBS |
CME/Globex |
110K
board feet |
F,H,K,N,U,X |
0.10
/ $11.00 |
| Orange Juice |
OJ |
ICE Futures U.S. |
15k
lbs |
H,K,N,U,X |
0.0005
/ $7.50 |
| Sugar #11 |
SB |
ICE Futures U.S. |
112k
lbs |
H,K,N,V |
0.0001
/ $11.20 |
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| Meats |
|
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| Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
| Feeder Cattle |
GF |
CME/Globex |
50K
lbs |
F,H,J,Q,U,V,X |
0.00025
/ $12.50 |
| Pork Bellies |
GPB |
CME/Globex |
40K
lbs |
G,H,K,N,Q |
0.00025
/ $10.00 |
| Lean Hogs |
HE |
CME/Globex |
40K
lbs |
G,J,K,M,N,Q,V,Z |
0.00025
/ $10.00 |
| Live
Cattle |
LE |
CME/Globex |
40K
lbs |
G,J,M,Q,V,Z |
0.00025
/ $10.00 |
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