Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint Margin |
| DAX Index Futures | AX |
HMUZ |
0.5 pt = DM 50 | DM 100 per DAX index point | 0.5 point (50 DM) | $14,628 | $14,628 |
| CRB Index | CR |
FGJMQX |
.05 Points ($25.00/contract) | $500 x the CRB Index | .05 pt ($25) | $2,200 | $2,200 |
| Dow Jones Industrial Average | DJ |
HMUZ |
1 Point ($10.00/contract) | $10 x the Dow Jones Industrial Average Index | .01 pt ($10) | $4,875 | $3,900 |
| US Dollar Index | DX |
HMUZ |
.01 of a U.S. Dollar Index point = $10.00/contract | $1,000 times the U.S. Dollar Index | .01 pt($10) | $1,463 | $1,100 |
| 1 Month Libor | EM |
All
12 |
½ point = .005 = $12.50 | Eurodollar Time Deposit having a principal value of $3,000,000 with 1 month maturity. | 0.005 = $12.50 | $473 | $350 |
| Emini Russell 2000 | ER |
HMUZ |
1 point = .01 index points =$1.00 | $100 times the Russell 2000® index price | 0.1=$10.00 | $3,625 | $2,900 |
| S&P 500 Emini | ES |
HMUZ |
.01 index points = $0.50 | $50 x S&P 500 Stock Index | .05 pt ($2.50) | $3,938 | $3,150 |
| Emini S&P Midcap 400 | EW |
HMUZ |
0.01=$5.00 | $500 times the Standard & Poor's MidCap 400 Stock Price Index | 0.05=$25.00 | $3,375 | $2,700 |
| Goldman Sachs Commodity Index | GI |
All
12 |
$.05 =$12.50 | $250 times the index | .05 indx pts = $12.5 | $6,400 | $4,000 |
| Gilts Long | GL |
HMUZ |
0.01 = £10 | £100,000 nominal value notional Gilt with 7% coupon | 0.01 (£10) | $2,351 | $2,351 |
| London FT-SE 100 | LZ |
HMUZ |
0.1 = £1.00 | £10 per index point | 0.5 (£5.00) | $3,000 | $3,000 |
| S&P Midcap 400 | MD |
HMUZ |
0.01=$5.00 | $500 times the Standard & Poor's MidCap 400 Stock Price Index | 0.05=$25.00 | $16,875 | $13,500 |
| Value Line Futures | MV |
HMUZ |
.05 pt. ($5 per/contract) | $100 x Futures Price. | .05 pt. ($5 per/ctrt | $1,000 | $800 |
| Nasdaq 100 | ND |
HMUZ |
0.5=$50.00 | $100 times the Nasdaq 100 index | .01 per indx pt = $1 | $18,750 | $15,000 |
| Nikkei 225 | NK |
HMUZ |
$0.05 = $25.00 | $5 times the Nikkei Stock Average | 5 pts ($25) | $4,688 | $3,750 |
| Nasdaq 100 Emini | NQ |
HMUZ |
1pt=$0.5 | $20 times the Nasdaq-100 Index | .50 pt ($10.00) | $3,750 | $3,000 |
| Russell 2000 | RL |
HMUZ |
$0.05=$25.00 | $500 times the Russel 2000 stock price index | .01 indx points = $5 | $16,875 | $13,500 |
| S&P 500 | SP |
HMUZ |
0.10 (10 pt.) ($2.50/pt.) ($25.00) | $250 x S&P 500 Stock Index | .10 pt ($25) | $19,688 | $15,750 |
| S&P Canada 60 Index | SXF |
HMUZ |
.10 pts = C$20 | C$200 times the futures value | .10 pts = C$20 | $3,562 | $3,360 |
| Mini-sized Dow Jones ($5) | YM |
HMUZ |
One point ($5.00 per contract) | ($5.00) times the Dow Jones Industrial AverageSM Index. | 1 pt = $5.00 | $2,437 | $1,950 |
| NYSE Revised Composite Index | YU |
HMUZ |
.05 = $25.00 | $50 x NYSE Composite Index | .05 pt ($25) | $11,000 | $11,000 |
Agricultural
Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint Margin |
| Alberta Barley | AB |
HKNVZ |
C$.10/ton = C$2.00 | 20 tonnes | $0.10/tonne | $71 | $53 |
| Soybean Oil | BO |
FHKNQUVZ |
1/100 cent ($0.0001)/lb ($6/contract) | 60,000 lbs | 1/100 cent | $540 | $400 |
| Corn | C |
HKNUZ |
1/4 cent/bu ($12.50/contract) | 5,000 bu | 1/4C ($12.50) | $878 | $650 |
| Soybean Crush | CS |
FHKNQUX |
1/4 cent/bu ($12.50/contract) | 5,000 bu | 1/4C ($12.50) | $1,148 | $850 |
| Wheat (Kansas) | KW |
HKNUZ |
1/4 cent/bu. = $12.50 | 5,000 bu. | 1/4C ($12.50) | $1,250 | $1,000 |
| Hard Red Spring Wheat | MW |
HKNUZ |
1/4 cent/bu. = $12.50 | 5,000 bu. | 1/8 c per bushel | $975 | $750 |
| Oats | O |
HKNUZ |
1/4 cent/bu ($12.50/contract) | 5,000 bu | 1/4C ($12.50) | $540 | $400 |
| Rough Rice | RR |
FHKNUX |
1/2 cent/cwt ($10/contract) | 2,000 cwt | 1/2 cent/cwt | $675 | $500 |
| Canola | RS |
FHKNUX |
C$.10/ton = C$2.00 | 20 tonnes | $0.10/tonne | $190 | $141 |
| Soybeans | S |
FHKNQUX |
1/4 cent/bu ($12.50/contract) | 5,000 bu | 1/4C ($12.50) | $1,013 | $750 |
| Soybean Meal | SM |
FHKNQUVZ |
10 cents/ton ($10/contract) | 100 tons (2,000 lbs/ton) | .10/tn ($10) | $675 | $500 |
| Wheat | W |
HKNUZ |
1/4 cent/bu ($12.50/contract) | 5,000 bu | 1/4C ($12.50) | $1,282 | $950 |
| Feed Wheat | WW |
HKNVZ |
C$.10/ton = C$2.00 | 20 tonnes | $0.10/tonne | $88 | $65 |
| Mini Wheat | YW |
HKNUZ |
1/8 bu. = $1.25 | 1,000 bu. | $270 | $200 |
Livestock
Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint Margin |
| Feeder Cattle | FC |
FHJKQUVZ |
0.00025=$12.50 | 50,000 pounds | 2.5 pts ($12.50) | $1,485 | $1,100 |
| Live Cattle | LC |
GJMQVZ |
1 point = .01 cents per pound = $4.00 | 40,000 pounds | 2.5 pts ($10) | $1,148 | $850 |
| Lean Hogs | LH |
GJKMNQVZ |
2.5¢/cwt. = $10.00 | 40,000 pounds (lean value) | 2.5 pts ($10) | $1,215 | $900 |
| Frozen Pork Bellies | PB |
GHKNQ |
2.5¢/cwt. = $10.00 | 40,000 pounds | 2.5 pts ($10) | $1,620 | $1,200 |
| Contract Name | Symbol |
Months |
Tick Size | Trading Unit | Min Fluc | Init Margin | Maint Margin |
| Cocoa | CC |
HKNUZ |
$1/ ton = $10 | 10 metric tons | $1/ton | $1,120 | $800 |
| Cotton #2 | CT |
HKNVZ |
1/100 of a cent (one | 50,000 lbs | .001 ($5) | $1,260 | $900 |
| BFP Milk | DA |
All
12 |
$.01cwt = $20.00 | 200,000 lbs. | 0.01 ($20.00) | $270 | $200 |
| Butter | DB |
HKNUVZ |
$.00025 = $10 | 20,000 lbs. of Grade AA Butter | 0.00025 ($10.00) | $2,700 | $2,000 |
| Class IV Milk | DK |
All
12 |
0.01=$20.00 | 200,000 lbs. | 0.01 ($20.00) | $810 | $600 |
| Coffee | KC |
HKNUZ |
0.05cwt = $18.75 (point value = $3.75) | 37,500 lbs. | .0005 ($18.25) | $2,520 | $1,800 |
| Lumber | LB |
FHKNQX |
$.10 per 1,000 bd. ft. ($11.00/contract) | 110,000 bd. feet | .10/1K ($11) | $1,650 | $1,100 |
| Orange Juice | OJ |
FHKNUX |
$.0005/lb = $7.50 | 15,000 pounds | .0005 ($7.50) | $1,680 | $1,200 |
| Pulp | PU |
GJMQVZ |
0.25/metric ton | 20 air dry metric tons | 0.25/metric ton | $560 | $400 |
| Sugar #11 | SB |
FHKNV |
$.0001/lb = $11.20 | 112,000 lbs. | .0001 ($11.20) | $1,350 | $950 |
| Sugar #14 | SE |
FHKNUX |
$.01/lb = $11.20 | 112,000 lbs. | $1,120 | $800 |
Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint Margin |
| Canadian Bankers Acceptance 3 Month | BAX |
HMUZ |
Index : 100 minus the annualized yield of a Three-month Canadian Bankers’ Acceptance. | C $1,000,000 nominal value of Canadian Bankers’ Acceptance with a three-month maturity. | 0.005 = C$12.50 per | $680 | $630 |
| 10 Yr Govt of Canada Bonds | CGB |
HMUZ |
0.01 = C$10 | C$100,000 nominal value of Government of Canada Bond with 6% notional coupon | 0.01 = C$10 | $1,747 | $1,680 |
| 10 Year Agency Notes | DN |
HMUZ |
One-half of 1/32 of one point ($15.625) | Benchmark Note having a face value of $100,000 at maturity. | pt = $1000 | $1,890 | $1,400 |
| Euro Dollar | ED |
All
12 |
$.01 ($25.00/contract) | 1,000,000 | .005 ($12.50) | $743 | $550 |
| Euro Yen | EY |
HMUZ |
0.01 (1 basis pt.) (¥2,500) | 100,000,000 Japanese Yen | .01 (¥2,500) | ¥21,600 | ¥16,000 |
| 30 Day Fed Funds | FF |
All
12 |
$20.835 per 1/2 of one basis point | 5 million | .005 ($20.835) | $371 | $275 |
| Treasury Notes 5 Year | FV |
HMUZ |
One half
of 1/32 of a point ($15.625/contract) rounded up to the nearest cent/contract; par is on the basis of 100 points |
One U.S. Treasury note having a face value at maturity of $100,000 or multiple thereof | 1/64 ($15.625) | $540 | $400 |
| CBOT BUND Futures | GBL |
HMUZ |
1/100 of 1pt (EUR10) | German
Bundesanleihen (Bunds) , havingface value of EUR 100,000, with remaining
term to maturity of 8 ½ to 10 ½ years and coupon of 6% per annum. |
1/100 of 1pt (EUR10) | $810 EUR | $600 EUR |
| CBOT BOBL Futures | GBM |
HMUZ |
1/100 of 1pt (EUR10) | German Bundesobligationen (Bobls) having face value of EUR 100,000, with remaining termto maturity of 4 1/2 to 5 1/2 years and coupon of 6% per annum. | 1/100 of 1pt (EUR10) | $743 EUR | $550 EUR |
| CBOT Schatz Futures | GBS |
HMUZ |
1/100 of 1pt (EUR10) | German
Bundesschatzanweisungen , havingface value of EUR 100,000 with remaining
term to maturity of 8 ½ to 10 ½ years and coupon of 6% per annum. |
1/100 of 1pt (EUR10) | $338 EUR | $250 EUR |
| Gilts Long | GS |
HMUZ |
0.01 = £10 | £100,000 nominal value notional Gilt with 7% coupon | 0.01 (£10) | $2,351 | $2,351 |
| Municipal Bonds Index | MB |
HMUZ |
1/32 of a point ($31.25/contract) | $1,000 times the closing value of The Bond Buyer Municipal Bond Index. | 1/32 of a point | $878 | $650 |
| 10 Year Interest Rate Swap | NW |
HMUZ |
One thirty-second of one point ($31.25) | Notional price of fixed-rate side of a 10-yr int. rate swap w/ notional principal = to $100M | 1/32 ($31.25) | $1,080 | $800 |
| 13 Week U.S. T-Bill | TB |
HMUZ |
0.005 (½ basis pt.) ($12.50 pt.) ($12.50) | $1,000,000 | .01 ($25) | $405 | $300 |
| Treasury Notes 2 Year | TU |
HMUZ |
One quarter of 1/32 of a point ($15.625/contract) rounded up to the nearest cent/contract; par is on the basis of 100 points | U.S. Treasury notes having a face value at maturity of $200,000 or multiple thereof | 1/128 ($15.625) | $473 | $350 |
| Treasury Notes 10 Year | TY |
HMUZ |
One half of 1/32 of a point ($15.625/contract); par is on the basis of 100 points | One U.S. Treasury note having a face value at maturity of $100,000 or multiple thereof | 1/64 ($15.625) | $810 | $600 |
| Treasury Bonds 30 Year | US |
HMUZ |
1/32 of a point ($31.25/contract); par is on the basis of 100 points | One U.S. Treasury Bond having a face value at maturity of $100,000 or multiple thereof. | 1/32 ($31.25) | $1,215 | $900 |
| Mini 30 Year T-Bonds | YH |
HMUZ |
1/32 of a point ($15.625/contract) | One U.S. Treasury bond having a face value at maturity of $50,000 or multiple thereof. | 1/32 pt ($15.625) | $878 | $650 |
Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint |
| Brent Crude Oil | BC |
All
12 |
1¢/barrel = $10 | 1,000 net barrels (42,000 US gallons) | 1 US cent per barrel | $7,288 | $5,830 |
| Crude Oil (Light) | CL |
All
12 |
$0.01 (1¢) per barrel ($10 per contract) | 1,000 U.S. barrels (42,000 gallons) | .01/bbl. ($10 | $4,050 | $3,000 |
| Gas - Oil | GO |
All
12 |
25¢/tonne = $25 | 100 metric tonnes of gas oil | 5 US cents per tonne | $7,288 | $5,830 |
| Heating Oil | HO |
All
12 |
$0.0001 (0.01¢) per gallon ($4.20 per contract) | 42,000 U.S. gallons (1,000 barrels) | .0001 ($4.20) | $6,075 | $4,500 |
| N.Y. Harbor Unleaded Gasoline | HU |
All
12 |
$0.0001 (0.01 ¢) per gallon ($4.20 per contract) | 42,000 U.S. gallons (1,000 barrels) | .0001 ($4.20) | $6,750 | $5,000 |
| PJM Electricity | JM |
All
12 |
U.S. dollars and cents per Mwh | 40 megawatt hours | $0.05 per Mwh | $4,050 | $4,050 |
| Henry Hub Natural Gas | NG |
All
12 |
$0.001 (0.1 ¢) per MMBtu ($10 per contract) | 10,000 million British thermal units (mmBtu) | .10 ($10) | $10,800 | $8,000 |
| Propane | PN |
All
12 |
$0.0001 (0.01 ¢) per gallon ($4.20 per contract) | 42,000 U.S. gallons (1,000 barrels) | $0.0001 0.01¢ / gal | $2,025 | $1,500 |
| Natural Gas emiNY | QG |
FGHJKMNQUVXZ |
U.S. cents per gallon | 21,000 gallons | 0.1¢ per gallon = $21 contract | $2,700 | $2,000 |
| Crude Oil emiNY | QM |
FGHJKMNQUVXZ |
U.S. dollars and cents per barrel | 500 barrels | (2.5¢) per barrel ($12.50) | $2,025 | $1,500 |
| Ethanol | XA |
GJMUX |
Cents per gallon | 7,750 U.S. gallons | 1/10 ct/gal. = $7.75 | $700 | $500 |
Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint Margin |
| Aluminum | AL |
All
12 |
$0.0005 per pound | 44,000 pounds of aluminum | (.05¢) per pound | $3,375 | $2,500 |
| Gold | GC |
All
12 |
$.10/oz. = $10.00 | 100 troy ounces | 10 pts=$10 | $3,375 | $2,500 |
| Copper High Grade | HG |
All
12 |
0.05 ¢/lb. = $12.50 | 25,000 pounds | 5 pts=$12.50 | $8,100 | $6,000 |
| Palladium | PA |
All
12 |
$0.05 (5 cents) per troy ounce ($5 per contract) | 100 troy ounces | 5 pts=$5 | $2,700 | $2,000 |
| Platinum | PL |
All
12 |
$0.10 (10 cents) per troy ounce, $5 per contract | 50 troy ounces | 10 pts=$5 | $2,700 | $2,000 |
| Silver | SI |
All
12 |
$.001/oz. = $5.00 | 5,000 troy ounces | 50 pts=$25 | $5,400 | $4,000 |
| NY Mini Gold | YG |
All
12 |
10 cent/fine troy oz | 33.2 fine troy oz. | 10 cent/fine troy oz | $1,013 | $750 |
| NY Mini Silver | YI |
All
12 |
$.001/troy oz. | 1,000 troy ounces. | $.001/troy oz. | $1,080 | $800 |
| 100 oz Gold Futures | ZG |
All
12 |
10 cent/fine troy oz | 100 fine troy ounces | 10 cent/fine troy oz | $3,038 | $2,250 |
| 5,000 oz Silver | ZI |
All
12 |
$.001 per troy ounce | 5,000 fine troy ounces | $.001 per troy ounce | $5,400 | $4,400 |
Contract
Name |
Symbol |
Months |
Tick
Size |
Trading
Unit |
Min
Fluc |
Init Margin |
Maint Margin |
| Australian Dollar | AD |
HMUZ |
$.0001 AD ($10.00/contract) | 100,000 Australian Dollars | .0001 ($10) | $1,485 |
$1,100 |
| British Pound | BP |
HMUZ |
$0.0002 BP = $12.50 | 62,500 British Pounds | .0002 ($12.50) | $1,755 |
$1,300 |
| Canadian Dollar | CD |
HMUZ |
$.0001 CD ($10.00/contract) | 100,000 Canadian Dollars | .0001 ($10) | $1,485 |
$1,100 |
| Emini EuroFX | E7 |
HMUZ |
$.0001 Euro = ($6.25/contract) | 62,500 Euro | 0.0001=$6.25 | $1,418 |
$1,050 |
| EuroFX | EC |
HMUZ |
$.0001 EC ($12.50/contract) | 125,000 Euro | .0001 ($12.50) | $2,835 |
$2,100 |
| Emini Japanese Yen | J7 |
HMUZ |
$.000001 JY ($6.25/contract) | 6,250,000 Japanese yen | $.000001 JY ($6.25) | $1,350 |
$1,000 |
| Japanese Yen | JY |
HMUZ |
$.000001 JY ($12.50/contract) | 12,500,000 Japanese Yen | .000001 ($12.50) | $2,700 |
$2,000 |
| Mexican Peso | MP |
All
12 |
$.000025 = ($12.50/contract) | 500,000 Mexican Pesos | .00001 ($5) | $1,875 |
$1,500 |
| New Zealand Dollar | NE |
HMUZ |
$.0001 ND ($10.00/contract) | 100,000 NewZealand Dollars | 0.0001=$10.00 | $1,350 |
$1,000 |
| Swiss Franc | SF |
HMUZ |
$.0001 SF = ($12.50/contract) | 125,000 Swiss Francs | .0001 ($12.50) | $1,755 |
$1,300 |