Futures Contract Specifications

 

 

Micro E-mini Futures  
Name Symbol Exchange Contract Size Months Tick / $ Value
Micro E-mini S&P 500 MES CME $5 x S&P Index H,M,U,Z 0.25 / $1.25
Micro E-mini Nasdaq-100 MNQ CME $2 x Nasdaq-100 Index H,M,U,Z 0.25 / $0.50
Micro E-mini Dow MYM CBOT/CME $0.50 x DJIA Index H,M,U,Z 1.00 / $0.50
Micro E-mini Russell 2000 M2K CME $5 x Russell 2000 Index H,M,U,Z 0.10 / $0.50
Micro-DAX FDXS Eurex €1 x Index Value H,M,U,Z 1 /€1.00
Micro-EURO STOXX 50 FSXE Eurex €1 x Index Value H,M,U,Z 0.5 /€0.50
Stock Index  
Name Symbol Exchange Contract Size Months Tick / $ Value
E-mini S&P 500 ES CME $50 x Index Value H,M,U,Z 0.25 / $12.50
E-mini Nasdaq-100 NQ CME $20 x Index Value H,M,U,Z 0.25 / $5.00
E-mini Dow ($5) YM CBOT/CME $5 x Index Value H,M,U,Z 1 / $5.00
E-mini Russell 2000 RTY CME $50 x Index Value H,M,U,Z 0.1 / $5.00
E-mini S&P MidCap 400 EMD CME $100 x Index Value H,M,U,Z 0.1 / $10.00
NIKKEI 225/USD NKD CME $5 x Index Value H,M,U,Z 5 / $25.00
DAX FDAX Eurex €25 x Index Value H,M,U,Z 1 / €12.50
Mini-DAX FDXM Eurex €5 x Index Value H,M,U,Z 1 /€5.00
EURO STOXX 50 FESX Eurex €10 x Index Value H,M,U,Z 0.5 / €5.00
STOXX Europe 600 FXXP Eurex €50 x Index Value H,M,U,Z 0.1 /€5.00
EURO STOXX Banks FESB Eurex €50 x Index Value H,M,U,Z 0.05 /€2.50
VSTOXX FVS Eurex €100 x Index Value see exch. 0.05 /€5
CBOE Volatility Index (VIX) VX CFE/CBOE $1000 x Index Value see exch. 0.05 / $50.00
Mini CBOE Volatility Index (Mini VIX) VXM CFE/CBOE $100 x Index Value see exch. 0.05 / $5.00
FTSE 250 Index Y ICE Europe - Financials €2 x Index Value H,M,U,Z 0.5 / £1
FTSE 100 Index Z ICE Europe - Financials £10 x Index Value H,M,U,Z 0.5 / £5
Nikkei 225 mini (Osaka) MJNK Osaka - Japan (JPX) ¥100 X Index Value H,M,U,Z ¥5 / ¥500
Nikkei 225 (Osaka) JNK Osaka - Japan (JPX) ¥1000 X Index Value H,M,U,Z ¥10 / ¥10000
TOPIX JTPX Osaka - Japan (JPX) ¥10000 X Index Value H,M,U,Z 0.5 / ¥5000
Mini-TOPIX JMT Osaka - Japan (JPX) ¥1000 X Index Value H,M,U,Z 0.25 / ¥250
JPX-Nikkei Index 400 J400 Osaka - Japan (JPX) ¥100 X Index Value H,M,U,Z 5 / ¥500
SGX Nifty 50 Index IN Singapore Exchange (SGX) $2 x Index Value H,M,U,Z 0.5 / $1.00
SGX Nikkei 225 Index NK Singapore Exchange (SGX) ¥500 X Index Value All ¥5 / ¥2500
SGX Mini Nikkei 225 Index NS Singapore Exchange (SGX) ¥100 x Index Value see exch. 1 /¥100.00
SGX USD Nikkei 225 Index NU Singapore Exchange (SGX) $5 x Index Value H,M,U,Z 5 / $25.00
MSCI Taiwan Stock Index TW Singapore Exchange (SGX) US$100 x SGX MSCI Taiwan Index H,M,U,Z 0.1 / $10.00
ASX SPI200 Index AP Australian Securities Exchange (ASX) $25 X Index Value H,M,U,Z 1 / A$25.00
Hang Seng Index HSI Hong Kong (HKEX) 50HK$ per index point see exch. 1 / HK$50
Mini-Hang Seng Index MHI Hong Kong (HKEX) 10HK$ per index point see exch. 1 / HK$10
Hang Seng China Ent. Index HHI Hong Kong (HKEX) 50HK$ per index point see exch. 1 / HK$50
Mini-Hang-Seng China Ent. Index MCH Hong Kong (HKEX) 10HK$ per index point see exch. 1 / HK$10
Currencies  
Name Symbol Exchange Contract Size Months Tick / $ Value
Australian Dollar 6A CME 100K AUD H,M,U,Z 0.0001 / $10.00
British Pound 6B CME 62.5K £ H,M,U,Z 0.0001 / $6.25
Canadian Dollar 6C CME 100K $ H,M,U,Z 0.00005 / $5.00
Euro FX 6E CME 125K € H,M,U,Z 0.00005 / $6.25
Japanese Yen 6J CME 12.5 mil ¥ H,M,U,Z 0.0000005 / $6.25
New Zealand Dollar 6N CME 100K NZD H,M,U,Z 0.00005 / $10.00
Swiss Franc 6S CME 125K CHF H,M,U,Z 0.0001 / $12.50
E-mini Euro FX E7 CME 62.5K € H,M,U,Z 0.0001 / $6.25
E-mini Japanese Yen J7 CME 6.25 mil ¥ H,M,U,Z 0.000001 / $6.25
Micro AUD/USD M6A CME 10K AUD H,M,U,Z 0.0001 / $1.00
Micro GBP/USD M6B CME 6,250 £ H,M,U,Z 0.0001 / $0.625
Micro CAD/USD MCD CME 10,000 CAD H,M,U,Z 0.0001/ $1.00
Micro EUR/USD M6E CME 12,500 € H,M,U,Z 0.0001 / $1.25
Micro JPY/USD MJY CME 1.25 mil ¥ H,M,U,Z 0.000001 / $1.25
Micro CHF/USD MSF CME 12,500 CHF H,M,U,Z 0.0001 / $1.25
Dollar Index DX ICE Futures U.S. $1000 X Index Value H,M,U,Z 0.005 / $5.00
Energies  
Name Symbol Exchange Contract Size Months Tick / $ Value
Crude Oil CL NYMEX/CME 1,000 barrels All 0.01 / $10.00
E-mini Crude Light QM NYMEX/CME 500 barrels All 0.025 / $12.50
Micro WTI Crude Oil MCL NYMEX/CME 100 barrels All 0.01 / $1.00
Natural Gas NG NYMEX/CME 10,000 mmBtu All 0.001 / $10.00
E-mini Natural Gas QG NYMEX/CME 2,500 mmBtu All 0.005 / $12.50
RBOB Gasoline RB NYMEX/CME 42K gal All 0.0001 / $4.20
Heating Oil HO NYMEX/CME 42K gal All 0.0001 / $4.20
ICE Brent Crude B ICE Europe - Commodities 42K gal All 0.01 / $10.00
ICE WTI Crude T ICE Europe - Commodities 42K gal All 0.01 / $10.00
ICE Gas Oil G ICE Europe - Commodities 100 tonnes H,M,U,Z 0.25/$25.00 / $4.20
Metals  
Name Symbol Exchange Contract Size Months Tick / $ Value
Gold GC COMEX/CME 100 oz G,J,M,Q,V,Z 0.1 / $10.00
E-mini Gold QO COMEX/CME 50 oz F,G,J,M,Q,V,Z 0.25 / $12.50
Micro Gold MGC COMEX/CME 10 oz G,J,M,Q,V,Z 0.10/$1.00
Copper HG COMEX/CME 25K lbs All 0.0005 / $12.50
E-mini Copper QC COMEX/CME 12,500 lbs All 0.002 / $25.00
Silver SI COMEX/CME 5,000 oz F,H,K,N,U,Z 0.005 / $25.00
E-mini Silver QI COMEX/CME 2,500 oz F,G,H,K,N,U,Z 0.0125 / $31.25
E-micro Silver SIL COMEX/CME 1,000 oz F,H,K,N,U,V,X,Z 0.01 / $10.00
Platinum PL NYMEX/CME 50 oz F,J,N,V 0.1 / $5.00
Mini Gold YG ICE Futures U.S. 33.15 oz All 0.1 / $3.215
Mini-Silver YI ICE Futures U.S. 1,000 oz All 0.001 / $1.00
100 oz Gold ZG ICE Futures U.S. 100 oz G,J,M,Q,V,X,Z 0.10 / $10.00
5000 oz Silver ZI ICE Futures U.S. 5,000 oz F,H,K,N,U,V,X,Z 0.001 / $5.00
Financials  
Name Symbol Exchange Contract Size Months Tick / $ Value
Ultra U.S. Treasury Bond UB CBOT/CME $100K bond H,M,U,Z 1/32 / $31.25
Ultra 10-Year U.S. Treasury Note TN CBOT/CME $100K Note H,M,U,Z 1/32 / $15.625
3-Year U.S. Treasury Note Z3N CBOT/CME $300K note H,M,U,Z 1/128 / $15.625
U.S. Treasury Bond ZB CBOT/CME $100K bond H,M,U,Z 1/32 / $31.25
Micro 30-Year Yield 30YY CBOT/CME $10.00 DV01 H,M,U,Z 1/10 of 1bp / $1.00
5-Year U.S. Treasury Note ZF CBOT/CME $100K note H,M,U,Z 1/128 / $7.8125
Micro 5-Year Yield 5YY CBOT/CME $10.00 DV01 H,M,U,Z 1/10 of 1bp / $1.00
10-Year U.S. Treasury Note ZN CBOT/CME $100K note H,M,U,Z 1/64 / $15.625
Micro 10-Year Yield 10YY CBOT/CME $10.00 DV01 H,M,U,Z 1/10 of 1bp / $1.00
30-Day Federal Funds ZQ CBOT/CME $5 mil All 0.005 / $20.835
2-Year U.S. Treasury Note ZT CBOT/CME $200K note H,M,U,Z 1/128 / $15.625
Micro 2-Year Yield 2YY CBOT/CME $10.00 DV01 H,M,U,Z 1/10 of 1bp / $1.00
Eurodollar GE CME $1 mil H,M,U,Z 0.01 / $25.00
Long-Term Euro-BTP FBTP Eurex 100K€ H,M,U,Z 0.01 / €10.00
Short-Term Euro-BTP FBTS Eurex 100K€ H,M,U,Z 0.01 / €10.00
Euro-Bund FGBL Eurex 100K € H,M,U,Z 0.01 / € 10.0
Euro-Bobl FGBM Eurex 100K € H,M,U,Z 0.01 / € 10.00
Euro-Schatz FGBS Eurex 100K € H,M,U,Z 0.005 / €5.00
Euro-Buxl FGBX Eurex 100K€ H,M,U,Z 0.02 / €20.00
Euro-OAT FOAT Eurex 100K€ H,M,U,Z 0.01 / €10.00
3-Month Sterling (Short Sterling) L ICE Europe - Financials £500,000 H,M,U,Z 0.005 / £6.25
Long Gilt R ICE Europe - Financials £100K H,M,U,Z 0.01 / £10
10-Year Japanese Government Bond JGB Osaka - Japan (JPX) ¥100,000,000 H,M,U,Z ¥0.01 / ¥10,000
SGX 10-Year Mini JGB JB Singapore Exchange (SGX) ¥10,000,000 H,M,U,Z ¥0.01/ ¥100
ASX 90-Day Bank Bill IR Australian Securities Exchange (ASX) A$1,000,000 H,M,U,Z 0.01 / $24.00
ASX 10-Year Aus Treasury Bond XT Australian Securities Exchange (ASX) A$100,000 H,M,U,Z 0.005 / $47.00
ASX 3-Year Aus Interest Rate Swap YT Australian Securities Exchange (ASX) A$100,000 H,M,U,Z 0.01 / $30.00
Grains  
Name Symbol Exchange Contract Size Months Tick / $ Value
Corn ZC CBOT/CME 5,000 bu H,K,N,U,Z 1/4 / $12.50
Chicago SRW Wheat ZW CBOT/CME 5,000 bu H,K,N,U,Z 1/4 / $12.50
Soybeans ZS CBOT/CME 5,000 bu F,H,K,N,Q,U,X 1/4 / $12.50
Soybean Oil ZL CBOT/CME 60K lbs F,H,K,N,Q,U,V,Z 1/100 / $6.00
Soybean Meal ZM CBOT/CME 100 tons F,H,K,N,Q,U,V,Z 0.10 / $10.00
Oats ZO CBOT/CME 5,000 bu H,K,N,U,Z 1/4 / $12.50
Rough Rice ZR CBOT/CME 2,000 cwt F,H,K,N,U,X 0.005 / $10.00
Mini-Corn XC CBOT/CME 1,000 bu H,K,N,U,Z 1/8 / $1.25
Mini-sized Chicago SRW Wheat XW CBOT/CME 1,000 bu H,K,N,U,Z 1/8 / $1.25
Mini Soybean XK CBOT/CME 1,000 bu F,H,K,N,Q,U,X 1/8 / $1.25
Softs  
Name Symbol Exchange Contract Size Months Tick / $ Value
Class III Milk DC CME 200K lbs All 0.01 / $20.00
Lumber LBS CME 110K board feet F,H,K,N,U,X 0.10 / $11.00
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
Coffee KC ICE Futures U.S. 37.5k lbs H,K,N,U,Z 0.0005 / $18.75
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 50K lbs F,H,J,Q,U,V,X 0.00025 / $12.50
Lean Hog HE CME 40K lbs G,J,K,M,N,Q,V,Z 0.00025 / $10.00
Live Cattle LE CME 40K lbs G,J,M,Q,V,Z 0.00025 / $10.00