Futures contract specifications Indices Currencies Metals Energy

Indices

Contract Symbol Exchange Size Months Tick
Big DJIA ($25 multiplier) DD CME $25 x Index Value H,M,U,Z 1 / $25.00
CAC 40 FCE LIFFE 36000 H,M,U,Z 0.5 /
Continuous Commodity Index CCI-M ICE $500 x Index Value F,G,J,M,Q,X .01 / $5.00
DAX FDAX EUREX H,M,U,Z 0.5 /
DJ Euro STOXX 50 FESX EUREX H,M,U,Z 1 /
DJ Real Estate Index RE CME $100 x Index Value H,M,U,Z 0.10 / $10.00
DJ STOXX 50 FSTX EUREX H,M,U,Z 1 /
DJ UBS Commodity Index AI CME $100 X Index H,M,U,Z 0.10 / $ 10.00
DJIA ZDJ CME $10 x Index Value H,M,U,Z 1 / $10.00
DJIA (Pit) DJ CME $10 x Index Value H,M,U,Z 1 / $10.00
E-Mini NASDAQ NQ CME $20 x Index Value H,M,U,Z 0.25 / $5.00
E-Mini S&P ES CME $50 x Index Value H,M,U,Z 0.25 / $12.50
E-mini S&P Asia 50 SP5 CME $25 X Index H,M,U,Z 0.50 / $12.50
E-mini S&P MIDCAP 400 EMD CME $100 x Index Value H,M,U,Z 0.1 / $10.00
Euro-Denominated E-mini S&P 500 EME CME 50 x Index Value H,M,U,Z 0.25 / 12.50 Euros
FTSE 100 FTSE LIFFE H,M,U,Z 0.5 /
FTSE EuroTop 100 E100 LIFFE H,M,U,Z 0.5 /
FTSE250 FTSE250 LIFFE H,M,U,Z 0.5 /
FTSEuroFirst 100 EF100 LIFFE H,M,U,Z 0.5 /
FTSEuroFirst 80 EF80 LIFFE H,M,U,Z 0.5 /
MDAX futures F2MX EUREX H,M,U,Z 1 /
Mini DJIA 5 YM CME $5 x Index Value H,M,U,Z 1 / $5.00
Mini Russell 1000 RSM-M ICE $100 x Index Value H,M,U,Z 0.05 / $5.00
Mini Russell 2000 RLM-M ICE $100 x Index Value H,M,U,Z 0.1 / $10.00
Mini S&P Smallcap 600 SMC CME $100 x Index Value H,M,U,Z 0.10 / $10.00
MSCI Euro Index Futures MSCI LIFFE H,M,U,Z 0.1 /
MSCI PAN-Euro MSCIP LIFFE H,M,U,Z 0.1 /
NASDAQ ZND CME $100 x Index Value H,M,U,Z 0.25 / $25.00
NASDAQ (Pit) ND CME $100 x Index value H,M,U,Z 0.25 / $25.00
Nikkei 225 NKD CME $5 x Index Value H,M,U,Z 5 / $25.00
Nikkei 225 CME (Pit) NK CME $5 x Index Value H,M,U,Z 5 / $25.00
Nikkei 225 CME (Yen) NIY CME 500 H,M,U,Z 1
S&P 500 ZSP CME $250 x Index Value H,M,U,Z 0.10 / $25.00
S&P 500 (Pit) SP CME $250 x Index Value H,M,U,Z 0.10 / $25.00
S&P Midcap 400 ZMD CME $500 x Index Value H,M,U,Z 0.05 / $25.00
S&P Midcap 400 (Pit) MD CME $500 x Index Value H,M,U,Z 0.05 / $25.00
Washington DC Housing WDC CME $250 X Index Size All Months 0.20 / $50.00

 

Currencies
Contract Symbol Exchange Size Months Tick
Aussie Dollar 6A CME 100K AUD H,M,U,Z 0.0001 / $10.00
Aussie Dollar (Pit) AD CME 100K AUD H,M,U,Z 0.0001 / $10.00
Brazilian Real 6L CME 100K R$ All 0.0001 / $10.00
Brazilian Real (Pit) BR CME 100K R$ All 0.0001 / $10.00
British Pound 6B CME 62.5K H,M,U,Z 0.0001 / $6.25
British Pound (Pit) BP CME 62.5K H,M,U,Z 0.0001 / $6.25
British Pound/Japanese Yen Cross Rate PJY CME 125K H, M, U, Z .01 / 1250
Canadian Dollar 6C CME 100K $ H,M,U,Z 0.0001 / $10.00
Canadian Dollar (Pit) CD CME 100K $ H,M,U,Z 0.0001 / $10.00
Chinese Renminbi RMB CME 1mil All 0.0001 / $10.00
E-Mini Euro FX E7 CME 62.5K H,M,U,Z 0.01 / $6.25
E-mini Japanese Yen J7 CME 6.25 mil H,M,U,Z 0.001 / $6.25
Euro FX Currencies 6E CME 125K H,M,U,Z 0.01 / $12.50
Euro FX Currencies (Pit) EC CME 125K H,M,U,Z 0.01 / $12.50
Euro FX/BP Cross RP CME 125K H,M,U,Z 0.000025 / 3.125
Euro FX/JY Cross RY CME 125K H,M,U,Z 0.005 / 625
Euro FX/SF Cross RF CME 125K H,M,U,Z 0.00005 / 6.25 CHF
Japanese Yen 6J CME 12.5 mil H,M,U,Z 0.001 / $12.50
Japanese Yen (Pit) JY CME 12.5 mil H,M,U,Z 0.001 / $12.50
Korean Won KRW CME 125,000,000 Korean Won All Months 0.0000001 / $12.50
Mexican Peso 6M CME 500K MXN All 0.000025 / $12.50
Mexican Peso (Pit) MP CME 500K MXN All 0.000025 / $12.50
Micro Australian Dollar M6A CME 10K AUD H,M,U,Z 0.0001 / $1.00 AUD
Micro British Pound M6B CME 6,250 H,M,U,Z 0.0001 / $0.625
Micro Canadian Dollar M6C CME 10,000 CAD H,M,U,Z 0.0001/1.00 CAD
Micro Euro FX M6E CME 12500 H,M,U,Z 0.0001 / $1.25
Micro Japeneese Yen M6J CME 10,000 H,M,U,Z .01/100
Micro Swiss Franc M6S CME 10,000 CHF H,M,U,Z .0001/1.00 CHF
New Zealand Dollar 6N CME 100K NZD H,M,U,Z 0.0001 / $10.00
New Zealand Dollar (Pit) NE CME 100K NZD H,M,U,Z 0.0001 / $10.00
Russian Ruble 6R CME 2.5 mil RUB H,M,U,Z 0.00001 / $25.00
Russian Ruble (Pit) RU CME 2.5 mil RUB H,M,U,Z 0.00001 / $25.00
South African Rand 6Z CME 500K ZAR All 0.000025 / $12.50
South African Rand (Pit) RA CME 500K ZAR All 0.000025 / $12.50
Swedish Krona SEK CME 2,000,000 Swedish Kronor H,M,U,Z 0.00001 / $20.00
Swiss Franc 6S CME 125K CHF H,M,U,Z 0.0001 / $12.50
Swiss Franc (Pit) SF CME 125K CHF H,M,U,Z 0.0001 / $12.50
Turkish Lira – Euro TRE CME 125K H,M,U,Z 0.01 / 6.25
Turkish Lira – USD TRY CME 200K $ H,M,U,Z 0.01 / $10.00
US Dollar Index DX-M ICE $1000 X Index Value H,M,U,Z 0.005 / $5.00
Energies
Contract Symbol Exchange Size Months Tick
Crude Oil GCL NYMEX 42K gal All 0.01 / $10.00
Crude Oil (Penultimate) WS NYMEX 42K gal All 0.01 / $10.00
Crude Oil TAS CLT NYMEX 42K gal All 0.01 / $10.00
Gulf Coast Gasoline GLR NYMEX 42K gal All 0.0001 / $4.20
Gulf Coast Ultra Low Sulfur Diesel GLU NYMEX 42K gal All 0.0001 / $4.20
Heating Oil GHO NYMEX 42K gal All 0.0001 / $4.20
Heating Oil Penult. BH NYMEX 42K gal All 0.0001 / $4.20
Heating Oil TAS HOT NYMEX 42K gal All 0.0001 / $4.20
HH Natural Gas TAS NGT NYMEX 10,000 mmBtu All 0.001 / $10.00
ICE (RBOB) Gasoline Futures RBOB-M ICE 42K gal All 0.0001 / $4.20
ICE (RBOB) Gasoline Futures RBOB-Q ICE 42K gal H,M,U,Z 0.0001 / $4.20
ICE Brent Crude Futures Monthly NSEA-M ICE 42K gal All 0.01 / $10.00
ICE Brent Crude Futures Quarterly NSEA-Q ICE 42K gal H,M,U,Z 0.01 / $10.00
ICE Brent Crude Futures Yearly NSEA-Y ICE 42K gal Z 0.01 / $10.00
ICE Gasoil Futures ARA-M ICE 100 tons/month All 0.25 / $25.00
ICE Gasoil Futures ARA-Q ICE 100 tons/month H,M,U,Z 0.25 / $25.00
ICE Heating Oil Futures Monthly NYH-M ICE 42K gal All 0.0001 / $4.20
ICE Heating Oil Futures Quarterly NYH-Q ICE 42K gal H,M,U,Z 0.0001 / $4.20
ICE WTI Crude Monthly Futures WTI-M ICE 42K gal All 0.01 / $10.00
ICE WTI Crude Quarterly Futures WTI-Q ICE 42K gal H,M,U,Z 0.01 / $10.00
ICE WTI Crude Yearly Futures WTI-Y ICE 42K gal Z 0.01 / $10.00
miNY Crude Oil QM NYMEX 21K gal All 0.025 / $12.50
miNY Heating Oil QH NYMEX 21K gal All 0.001 / $21.00
miNY Natural Gas QG NYMEX 2,500 mmBtu All 0.005 / $12.50
miNY RBOB Gasoline QU NYMEX 21K gal All 0.001 / $21.00
Natural Gas GNG NYMEX 10,000 mmBtu All 0.001 / $10.00
Natural Gas (Last-Day) HH NYMEX 10,000 mmBtu All 0.001 / $10.00
Natural Gas (Penultimate) HP NYMEX 10,000 mmBtu All 0.001 / $10.00
New York Harbor Ultra Low Sulfur Diesel GLH NYMEX 42K gal All 0.0001 / $4.20
RBOB Gasoline GRB NYMEX 42K gal All 0.0001 / $4.20
RBOB Gasoline (Penultimate) RT NYMEX 42K gal All 0.0001 / $4.20
RBOB Gasoline TAS RBT NYMEX 42K gal All 0.0001 / $4.20
Metals
Contract Symbol Exchange Size Months Tick
Aluminum GAL NYMEX 44K lbs All 0.05 / $22.00
Asian Gold QS NYMEX 1,000 g All 0.005 / $5.00
Asian Palladium QT NYMEX 500 g All 0.01 / $5.00
Asian Platinum QR NYMEX 500 g All 0.01 / $5.00
COMEX Gold GGC NYMEX 100 oz G,J,M,Q,V,Z 0.1 / $10.00
COMEX miNY Copper QC NYMEX 12,500 lbs All 0.002 / $25.00
COMEX miNY Gold QO NYMEX 50 oz F,G,J,M,Q,V,Z 0.25 / $12.50
COMEX miNY Silver QI NYMEX 2,500 oz F,G,H,K,N,U,Z 0.0125 / $31.25
COMEX Silver GSI NYMEX 5,000 oz F,H,K,N,U,Z 0.005 / $25.00
Copper GHG NYMEX 25K lbs All 0.05 / $12.50
E-mini Gold XGN NYMEX 33 oz G,J,M,Q,V,Z 0.10 / $3.30
E-mini Silver XSN NYMEX 1,000 oz F,H,K,M,N,U,Z .005 / $5.00
Gold ZG NLI 100 oz G,J,M,Q,V,X,Z 0.10 / $10.00
Mini Gold ZYG NLI 33.2 oz All 0.1 / $3.32
Mini Silver YI NLI 1,000 oz All 0.001 / $1.00
Palladium GPA NYMEX 100 oz H,M,U,Z 0.05 / $5.00
Platinum GPL NYMEX 50 oz F,J,N,V 0.1 / $5.00
Silver ZI NLI 5,000 oz F,H,K,N,U,V,X,Z 0.001 / $5.00
Uranium UX NYMEX 250 lbs All 0.05 / $12.50

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