Contract Specifications

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

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

0.0001 / $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

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

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

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

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

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

DC

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

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