Contract Specifications

 

 

Financial
Future Exchange Hours Months Contract Size Point Value Daily Limits
Eurodollar (3 Month) CME 7:20-2:00 H,M,U,Z 1 mil E 1 pt.= $25.00
Euroyen (3 Month) CME 7:20-2:00 H,M,U,Z 100 mil Y 1 pt.= 1,250.00 Y
Federal Funds (30 Day) CBOT 7:20-2:00 All Months $5 mil 1 pt.= $41.67
Libor (1 Month) CME 7:20-2:00 All Months $3 mil 1 pt.= $25.00
T-Bills (90 Day) CME 7:20-2:00 H,M,U,Z 1 mil Bills 1 pt.= $25.00
T-Notes (2 Years) CBOT 7:20-2:00 H,M,U,Z $200,000 note 1/128= $15.625
T-Notes (5 Years) CBOT 7:20-2:00 H,M,U,Z $100,000 note 1/64= $15.625
T-Notes (10 Years) CBOT 7:20-2:00 H,M,U,Z $100,000 note 1/64= $15.625
US T-Bonds CBOT 7:20-2:00 H,M,U,Z $100,000 note 1/32= $31.25
Currencies
Future Exchange Hours Months Contract Size Point Value Daily Limits
Australian Dollar IMM 7:20-2:00 H,M,U,Z 100,000 AD 1 pt= $10.00
Brazilian Real IMM 7:20-2:00 H,M,U,Z 100,000 BR 1 pt.= $10.00
British Pound IMM 7:20-2:00 H,M,U,Z 62,500 BP 1 pts.= $6.25
Canadian Dollar IMM 7:20-2:00 H,M,U,Z 100,000 CD 1 pt. = $10.00
Czeck Koruna IMM 7:20-2:00 H,M,U,Z 4 mil CK 1 pt.= $4.00
Eurodollar IMM 7:20-2:00 H,M,U,Z $125,000 1 pt.= $12.50
Eurodollar (E-Mini) IMM 5:00 PM - 4:00 PM H,M,U,Z $62,500 1 pt.= $6.25
Hungarian Forint IMM 7:20-2:00 H,M,U,Z 30 mil HF 1 pt.= $3.00
Japanese Yen IMM 7:20-2:00 H,M,U,Z 12.5 mil Yen 1 pt.= $12.50
Japanese Yen (E-Mini) IMM 5:00 PM - 4:00 PM H,M,U,Z 6.25 mil Yen 1 pt.= $6.25
Mexican Peso IMM 7:20-2:00 H,M,U,Z 500,000 MP 1 pt.= $5.00
New Zealand Dollar IMM 7:20-2:00 H,M,U,Z 100,000 NZD 1 pt.= ($10.00)
Norwegian Krone IMM 5:00PM-4:00PM H,M,U,Z 2 mil NKr 1 pt.= $20.00
Polish Zloty IMM 7:20-2:00 H,M,U,Z 500,000 PZ 1 pt.= $5.00
Russian Ruble IMM 7:20-2:00 H,M,U,Z 2.5 mil RR 1 pt.= $25.00
South African Rand IMM 7:20-2:00 H,M,U,Z 500,000 SAR 1 pt.= $5.00
Swedish Krona IMM 5:00PM-4:00PM H,M,U,Z 2 mil SKr 1 pt.= $20.00
Swiss Franc IMM 7:20-2:00 H,M,U,Z 125,000 SF 1 pt.= $12.50
Indicies
Future Exchange Hours Months Contract Size Point Value Daily Limits
CRB Index NYBT 9:00-1:30 H,M,U,X $200 x Index Value 1 pt.= $10.00
Dow Jones Ind CBOT 7:20-3:15 H,M,U,Z $10 x Index Value 1 pt.= $10.00
Muni Bond Index CBOT 7:20-2:00 H,M,U,Z $1,000 x Index Value 1/32= $31.25
NASDAQ 100 CME 8:30-3:15 H,M,U,Z $100 x Index Value 1 pt.= $5.00
NASDAQ 100 (E-Mini) CMEE 5:00PM-3:15PM H,M,U,Z $20 x Index Value 1 pt.= $.20
Nikkei 225 CME 8:00-3:15 H,M,U,Z $5 x Ave 1 pt.= $5.00
NYSE Stock Index NYBT 8:30-3:15 H,M,U,Z $50 x Index 1 pt.= $5.00
Russell 2000 (E-Mini) IOM 8:30-3:15 H,M,U,Z $100 x Index Value 1 pts.= $1.00
S&P 500 CME 8:30-3:15 H,M,U,Z $250 x Index 1 pt.= $2.50
S&P 500 (E-Mini) CME 5:00-3:15PM H,M,U,Z $50 x Index 1 pt.= $.50
US Dollar Index NYBT 6:00PM-9:00PM H,M,U,Z $1000 x Index 1 pt.= $10.00
Dairy
Future Exchange Hours Months Contract Size Point Value Daily Limits
Butter CME 9:30-1:10 H,K,N,U,V,Z 40,000 lbs 1 pt.= $4.00
Milk (Class III) CME 9:30-1:10 All 200,000 lbs 1 pt.= $4.00
Milk (Class IV) CME 9:20-1:10 18 consecutive months 200,000 lbs 1 pt.= $20.00
Non-fat Dry Milk CME 9:40-1:20 All Months 44,000 lbs 1 pt.= $4.40
Grains
Future Exchange Hours Months Contract Size Point Value Daily Limits
Corn CBOT 9:30-1:15 H,K,N,U,Z 5,000 bu 1 ct= $50.00
Corn (E-Mini) CBOT 9:30-1:45 H,K,N,U,Z 1,000 bu 1 ct= $10.00
Wheat CBOT 9:30-1:15 H,K,N,U,Z 5,000 bu 1/4 pt.= $50.00
Wheat (E-Mini) CBOT 9:30-1:45 H,K,N,U,Z 1,000 bu 1 ct= $10.00
Wheat KCBT 9:30-1:15 H,K,N,U,Z 5,000 bu 1 ct= $10.00
Wheat (Hard) MGE 9:30-1:15 H,K,N,U,Z 5,000 bu 1 pt.= $12.50
Wheat (Hard Red Spring) MGE 9:30-1:15 All Months 5,000 bu 1 pt.= $50.00
Oats CBOT 9:30-1:15 H,K,N,U,Z 5,000 bu 1 ct= $50.00
Rough Rice CBOT 9:30-1:15 F,H,K,N,U 2,000 klbs 1 ct= $20.00
Soybean CBOT 9:30-1:15 F,H,K,N,Q,U,X 5,000 bu 1 ct= $50.00
Soybean (E-Mini) CBOT 9:30-1:45 F,H,K,N,Q,U,Z 1,000 bu 1 ct= $10.00
Soybean Meal CBOT 9:30-1:15 F,H,K,N,Q,U,V,Z 100 tons 1 pt.= $1.00
Soybean Oil CBOT 9:30-1:15 F,H,K,N,Q,U,V,Z 60,000 lbs 1 pt.= $6.00
Livestock
Future Exchange Hours Months Contract Size Point Value Daily Limits
Feeder Cattle CME 9:05-1:00 F,H,J,K,Q,U,V,X 50,000 lbs 1 pt.= $5.00
Feeder Cattle (E-Mini) CME 9:05-1:00 F,H,J,Q,U,V,X 10,000 lbs 1 pt.= $10.00
Live Cattle CME 9:05-1:00 G,J,M,Q,V,Z 40,000 lbs 1 pt.= $4.00
Lean Hogs CME 9:10-1:00 G,J,M,N,K,Q,V,Z 40,000 lbs 1 pt.= $4.00
Lean Hogs (E-Mini) CME 9:10-1:00 G,J,M,N,Q,V,Z 10,000 lbs 1 pt.= $10.00
Pork Bellies CME 9:10-1:00 G,H,K,N,Q 40,000 lbs 1 pt.= $4.00
Lumber
Future Exchange Hours Months Contract Size Point Value Daily Limits
Random Length Lumber CME 9:00-1:05 F,H,K,N,U,X 110,000 bd ft. 1 pt.= $11.00
Metals
Future Exchange Hours Months Contract Size Point Value Daily Limits
Copper (High Grade) COMEX 7:10-12:00 F,H,K,N,U,Z 25,000 lbs 1 ct= $12.50
Gold COMEX 7:20-12:30 G,J,M,Q,V,Z 100 oz $1= $100
Palladium COMEX 7:30-12:00 H,M,U,Z 100 oz 1 pt.= $.50
Platinum COMEX 7:20-12:05 F,J,N,V 50 oz 0 pt.= $.50
Silver COMEX 7:25-12:25 F,H,K,N,U,Z 5,000 oz 1 pts.= $.50
Softs
Future Exchange Hours Months Contract Size Point Value Daily Limits
Cocoa NYBT 7:00-10:50 H,K,N,U,Z 10 Metric Tons 1 pt.= $10.00 88 pts = $880
Coffee NYBT 8:15-11:30 H,K,N,U,Z 37,500 lbs 1 pt.= $18.75
Cotton NYBT 9:30-1:15 H,K,N,V,Z 50,000 lbs 1 pt.= $5.00
Lumber CME 9:00-1:05 F,H,K,N,U,X 110,000 bd ft 1 pt.= $.10
Orange Juice NYBT 9:00-12:30 F,H,K,N,U,X 15,000 lbs 1 pt.= 17.50
Sugar #11 NYBT 8:00-11:00 H,K,N,V 112,000 lbs 1 pt.= $11.20
Energies
Future Exchange Hours Months Contract Size Point Value Daily Limits
Crude Oil NYMX 9:00-1:30 All Months 1,000 bbl 1 pt.= $10.00
Crude Oil (Brent) NYMX 9:00-1:30 All Months 1,000 bbl 1 pt.= $10.00
Crude Oil (Brent) IPE 9:00-1:30 All Months 1,000 bbl 1 pt.= $10.00
Gas Oil IPE 9:00-1:30 All Months 100 metric tons 1 pt.= $25.00
Heating Oil NYMX 9:00-1:30 All Months 42,000 gal 1 pt.= $4.20
Natural Gas NYMX 9:00-1:30 All Months 10,000 mm/btu 1 pt.= $10.00
Unleaded Gas NYMX 9:00-1:30 All Months 42,000 gal 1 pt.= $4.20

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