Contract Specifications

Stock Index
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
Currencies
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
Energies
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
Metals
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
Financials
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
Grains
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
Softs
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
Meats
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