Futures Contract Specifications
Effective November 30, 2006
*Please note: Trading times for Globex
listed futures have changed.
Please check the contract in which you are interested to ensure appropriate market times.
This information, while not guaranteed, has been compiled from sources considered reliable and accurate. Red indicates that a change has occurred since the last revision, but specifications are subject to change without notice.
All contract specifications are in US dollars, and trading hours are Pacific time.
| CURRENCIES | ||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Australian Dollar |
CME Globex |
05:20-12:00 Day 12:30-05:20 Eve |
AUD 100,000 | HMUZ | US$0.0001/AUD= $10.00 |
None | $1,350 | $1,000 |
| British Pound |
CME Globex |
05:20-12:00Day 12:30-05:20 Eve |
GBP 62,500 |
HMUZ | US$0.0001/£= $6.25 |
None | $1,553 | $1,150 |
| Canadian Dollar |
CME Globex |
05:20-12:00 Day 12:30-05:20 Eve |
CAD 100,000 |
HMUZ | US$0.001/CAD= $10.00 |
None | $1,283 | $950 |
| Japanese Yen |
CME Globex |
05:20-12:00Day 12:30-05:20 Eve |
JPY 12,500,000 |
HMUZ | US$0.000001/¥= $12.50 |
None | $2,430 | $1,800 |
| Mexican Peso |
CME Globex |
05:20-12:00 Day 12:30-05:20 Eve |
MEP 500,000 |
HMUZ | US$0.000025/MEP= $12.50 |
None | $1,875 | $1,500 |
| Swiss Franc |
CME Globex |
05:20-12:00 Day 12:30-05:20 Eve |
CHF 125,000 |
HMUZ | US$0.0001/CHF= $12.50 |
None | $1,755 | $1,300 |
| US Dollar Index |
NYBOT Evening Dublin |
05:05-12:00Day 16:00-19:00 Eve 24:00-05:05 Eve |
$1,000 X Index |
HMUZ | $0.01=$10.00 | None | $1,330 | $1,000 |
| Euro FX | CME Globex |
05:20-12:00 Day 12:30-05:20 Eve |
Euro 125,000 |
HMUZ | US$0.0001/EUR= $12.50 |
None | $2,365 | $1,900 |
|
ENERGY |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Crude Oil | Nymex Access |
07:00-11:30 Day 12:15-06:30 Eve |
Barrels 1,000 |
All | $0.01/BBL= $10.00 |
$10.00= $10,000 |
$3,000 | $3,300 |
| Heating Oil | Nymex Access |
07:05-11:30 Day 12:15-06:30 Eve |
Gallons 42,000 |
All | $0.0001/GAL= $4.20 |
$0.25= $10,500 |
$5,500 | $5,000 |
| Natural Gas | Nymex Access |
07:05-11:30 Day 12:15-06:30 Eve |
MMBTU 10,000 |
All | $0.001/MMBTU= $10.00 |
$3.00= $30,000 |
$11,000 | $10,000 |
| Unleaded Gas |
Nymex Access |
07:05-11:30 Day 12:15-06:30 Eve |
Gallons 42,000 |
All | $0.0001/GAL= $4.20 |
$0.25= $10,500 |
$6,600 | $6,000 |
|
INDICES |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| NASDAQ 100 |
CME Globex |
06:30-13:15 Day 13:30-06:15 Eve |
$100 X Index |
HMUZ | 0.5pts=$50.00 | Staggered | $18,750 | $15,000 |
| E-Mini NASDAQ |
Globex | 06:30-13:15 Day 13:30-06:30 Eve |
$20 X Index |
HMUZ | 0.5pts=$10.00 | Staggered | $3,750 | $3,000 |
| Nikkei | CME | 06:00-13:15 Day | $5 X Index |
HMUZ | 5pts=$25.00 | None | $4,688 | $3,750 |
| S&P 500 | CME Globex |
06:30-13:15 Day 13:30-06:15 Eve |
$250 X Index |
HMUZ | 0.1pts=$25.00 | Staggered | $19,688 | $15,750 |
| E-Mini S&P |
Globex | 06:30-13:15 Day 13:30-06:30 Eve |
$50 X Index |
HMUZ | 0.25pts=$12.50 | Staggered | $3,938 | $3,150 |
| NYSE Composite |
NYBOT | 06:00-13:15 Day | $50 X Index |
HMUZ | 0.05pts=$25.00 | Staggered | $10,000 | $10,000 |
| Continuous Commod Idx |
NYBOT | 07:00-11:45 Day | $500 X Index |
FGJMQX | 0.05pts=$25.00 | None | $4,500 | $4,500 |
| Dow Jones | CBOT eCBOT |
05:20-13:15 Day 19:15-05:00 Eve |
$10 X Index |
HMUZ | 1pt=$10.00 | Staggered | $4,875 | $3,900 |
|
SOFTS |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Cocoa | NYBOT | 05:00-8:50 | 10 Tonnes |
HKNUZ | $1.00/Tonne= $10.00 |
None | $1,120 | $800 |
| Coffee | NYBOT | 06:15-09:30 | 37,500 lbs |
HKNUZ | $0.05/lb= $18.75 |
None | $2,520 | $1,800 |
| Cotton | NYBOT | 07:30-11:15 | 50,000 lbs |
HKNUZ | $0.0001/lb= $5.00 |
$0.03= $1,500 |
$1,260 | $900 |
| Orange Juice |
NYBOT | 07:00-10:30 | 15,000 lbs |
FHKNUX | $0.0005/lb= $7.50 |
$0.05= $750 |
$2,240 | $1,600 |
| Sugar | NYBOT | 06:00-09:00 | 112,000 lbs |
HKNV | $0.0001/lb= $11.20 |
None | $1,190 | $850 |
| Lumber | CME | 07:00-11:05 | 80,000 bdft |
HKNUZ | $0.10/bdft= $11.00 |
$10= $1,100 |
$1,650 | $1,100 |
|
GRAINS |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Corn | CBOT eCBOT |
07:30-11:15 Day 19:30-04:00 Eve |
5,000 Bushels |
HKNUZ | $0.0025/Bushel= $12.50 |
$0.20= $1,000 |
$1,148 | $850 |
| Oats | CBOT eCBOT |
07:30-11:15 Day 19:30-04:00 Eve |
5,000 Bushels |
HKNUZ | $0.0025/Bushel= $12.50 |
$0.20= $1,000 |
$810 | $600 |
| Rough Rice | CBOT eCBOT |
07:15-11:30 Day 19:30-04:00 Eve |
200,000 lbs |
FHKUX | $0.00005/lb= $10.00 |
$0.005= $1,000 |
$945 | $700 |
| Soybeans | CBOT eCBOT |
07:30-11:15 Day 19:30-04:00 Eve |
5,000 Bushels |
FHKNQUX | $0.0025/Bushel= $12.50 |
$0.50= $2,500 |
$1,013 | $750 |
| Soybean Meal |
CBOT eCBOT |
07:30-11:15 Day 19:30-04:00 Eve |
100 Tons |
FHKNQUVX | $0.10/Ton= $10.00 |
$20.00= $2,000 |
$844 | $625 |
| Soybean Oil |
CBOT eCBOT |
07:30-11:15 Day 19:30-04:00 Eve |
60,000 lbs |
FHKNQUVX | $0.0001/lb= $6.00 |
$0.02= $1,200 |
$675 | $500 |
| Wheat | CBOT eCBOT |
07:30-11:15 Day 19:30-04:00 Eve |
5,000 Bushels |
HKNUZ | $0.0025/Bushel= $12.50 |
$0.30= $1,500 |
$1,688 | $1,250 |
|
INTEREST RATES |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Eurodollars | CME Globex |
05:20-12:00 Day 17:00-05:20 Eve |
$1,000,000 | HMUZ | 0.01%=$25.00 | None | $743 | $550 |
| Treasury Bonds |
CBOT eCBOT |
05:20-12:00 Day 19:00-16:00 Eve |
$100,000 | HMUZ | 1/32=$31.25 | None | $1,350 | $1,000 |
| Treasury Notes |
CBOT eCBOT |
05:20-12:00 Day 19:00-16:00 Eve |
$100,000 | HMUZ | 1/64=$15.625 | None | $878 | $650 |
|
LIVESTOCK |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Feeder Cattle |
CME | 07:05-11:00 | 50,000 lbs | FHJKQUVX | $0.0001/lb= $5 |
$0.03= $1,500 |
$1,823 | $1,350 |
| Live Cattle | CME | 07:05-11:00 | 40,000 lbs | GJMQVZ | $0.0001/lb= $4 |
$0.03= $1,200 |
$1,148 | $850 |
| Lean Hogs | CME | 07:10-11:00 | 40,000 lbs | GJMNOVZ | $0.0001/lb= $4 |
$0.02= $800 |
$1,215 | $900 |
| Frozen Pork Bellies |
CME | 07:10-11:00 | 40,000 lbs | GHKNQ | $0.0001/lb= $4 |
$0.03= $1,200 |
$1,620 | $1,200 |
|
METALS |
||||||||
| Exchange | Trading Hours (24-hr Pacific) |
Contract Size | Contract Months | Tick Size | Daily Price Limit | Initial Margin | Maintenance Margin | |
| Copper | NYMEX ACCESS |
05:10-10:00 Day 11:00-05:00 Eve |
25,000 lbs | HKNUZ | $0.0005/lb= $12.50 |
$0.20= $5,000 |
$5,400 | $4,000 |
| Gold | COMEX ACCESS |
05:20-10:30 Day 11:00-05:00 Eve |
100 oz | GJMQVZ | $0.10/oz= $10.00 |
$75.00= $7,500 |
$2,250 | $2,250 |
| Silver | COMEX ACCESS |
05:25-10:25 Day 11:00-05:00 Eve |
5,000 oz | HKNUZ | $0.005/oz= $25.50 |
None | $4,500 | $4,500 |
| Platinum | NYMEX ACCESS |
05:20-10:05 Day 11:00-05:00 Eve |
50 oz | FJNV | $0.10/oz= $5.00 |
$25.00= $12,500 |
$2,200 | $2,000 |
| Palladium | NYMEX ACCESS |
05:30-10:00 Day 11:00-05:00 Eve |
100 oz | HMUZ | $0.05/oz= $5.00 |
None | $2,200 | $2,000 |
| EXCHANGE CODES | |
|
CBOT = Chicago Board of Trade |
CME = Chicago Mercantile Exchange |
|
CSCE = Coffee, Sugar and Cocoa Exchange |
COMEX = Commodity Exchange |
|
KCBT = Kansas City Board of Trade |
NYCE = New York Cotton Exchange |
|
NYFE = New York Futures Exchange |
NYMEX = New York Mercantile Exchange |
|
MONTH CODES |
||
|
F = January |
K = May |
U = September |
|
G = February |
M = June |
V = October |
|
H = March |
N = July |
X = November |
|
J = April |
Q = August |
Z = December |