# Contract Specifications

Stock Index Currencies Energies Metals Financials Softs Meats | |||||

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 |