| 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 | $945 | $700 |
| South American Soybeans | BS | FHKNQUX | 1/4 cent/bu ($12.50/contract) | 5,000 bu |
1/4C ($12.50) | $1,215 | $900 |
| Corn | C | HKNUZ | 1/4 cent/bu ($12.50/contract) | 5,000 bu |
1/4C ($12.50) | $1,080 | $800 |
| 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) | $1,283 | $950 |
| Rough Rice | RR | FHKNUX | 1/2 cent/cwt ($10/contract) | 2,000 cwt |
1/2 cent/cwt | $810 | $600 |
| Canola | RS | FHKNUX | C$.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) | $2,700 | $2,000 |
| Soybean Meal | SM | FHKNQUVZ | 10 cents/ton ($10/contract) | 100 tons (2,000 lbs/ton) |
.10/tn ($10) | $1,823 | $1,350 |
| Wheat | W | HKNUZ | 1/4 cent/bu ($12.50/contract) | 5,000 bu |
1/4C ($12.50) | $2,025 | $1,500 |
| Feed Wheat | WW | HKNVZ | C$.10/ton = C$2.00 | 20 tonnes |
$0.10/tonne | $88 | $65 |
| Corn Mini | YC | HKNUZ | 1/8 cent/bu ($1.25/contract) | 1,000 bu |
1/8c ($1.25) | $216 | $160 |
| Soybeans Mini | YK | FHKNQUX | 1/8 cent/bushel ($1.25 per contract) | 1,000 bu |
1/8 cent/bushel | $540 | $400 |
| Mini Wheat | YW | HKNUZ | 1/8 bu. = $1.25 | 1,000 bu. |
| $405 | $300 |
| 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) | $2,295 | $1,700 |
| Australian Dollar / New Zealand Dollar | AR | HMUZ | 200,000 A. dollars | 200,000 A. dollars |
.0001 or 20 N.Z. dollars per c | | |
| Australian Dollar / Canadian Dollar | AS | HMUZ | | 200,000 A. dollars |
.0001 or 20 C. dollar per cont | | |
| British Pound | BP | HMUZ | $0.0002 BP = $12.50 | 62,500 British Pounds |
.0002 ($12.50) | $1,755 | $1,300 |
| Brazilian Real | BR | HMUZ | .5 point = $.00005 per Brazilian real = $5.00 per contract | 100,000 Brazilian reals |
0.00005=$5.00 (half tick) | $3,500 | $2,500 |
| Canadian Dollar | CD | HMUZ | $.0001 CD ($10.00/contract) | 100,000 Canadian Dollars |
.0001 ($10) | $1,485 | $1,100 |
| EuroFX Emini | E7 | HMUZ | $.0001 Euro = ($6.25 per 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 |
| Euro / Japanese Yen | EJ | HMUZ | | 100,000 Euro |
.01 or 1,000 yen per contract | | |
| Euro Futures | EU | HMUZ | 1/2 ticks on spread trades are permitted | 200,000 A. dollars |
.0001 or 20 U.S. dollars per c | | |
| British Pound / Euro | GB | HMUZ | 1/2 ticks on spread trades are permitted | 100,000 Euro |
.0001 or 10 pound per contract | | |
| Canadian Dollar / Japanese Yen | HY | HMUZ | | 200,000 C. dollars |
.01 or 2,000 yen per contract | | |
| Japanese Yen Emini | 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 |
| US Dollar / Swedish Krona | KU | HMUZ | | 200,000 U.S. dollars |
.0001 or 20 krona per contract | | |
| New Zealand Dollar | NE | HMUZ | $.0001 ND ($10.00/contract) | 100,000 New Zealand Dollars |
0.0001=$10.00 | $2,700 | $2,000 |
| Euro / Swiss Franc | RF | HMUZ | | 125,000 Euro |
| | |
| Euro / Swedish Krona | RK | HMUZ | | 100,000 Euro |
.0005 or 50 krona per contract | | |
| Euro / Japanese Yen | RY | HMUZ | | 125,000 Euro |
| | |
| Euro / Swiss Franc | RZ | HMUZ | | 100,000 Euro |
.0001 or 10 S. francs per cont | | |
| Swiss Franc | SF | HMUZ | $.0001 SF = ($12.50/contract) | 125,000 Swiss Francs |
.0001 ($12.50) | $1,755 | $1,300 |
| Australian Dollar / Japanese Yen | YA | HMUZ | | 200,000 A. dollars |
.01 or 2,000 yen per contract | | |
| US Dollar / Japanese Yen | YY | HMUZ | | 200,000 U.S. dollars |
.01 or 2,000 yen per contract | | |
| Contract Name |
Symbol |
Months |
Tick Size |
Trading Unit |
Min Fluc |
Init Margin |
Maint Margin |
| Cdn Bankers Accept. 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 |
| Fed Funds 30 Day | FF | All 12 | $20.835 per 1/2 of one basis point | 5 million |
.005 ($20.835) | $675 | $500 |
| 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) | $878 | $650 |
| 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 |
| 5 Year Interest Rate Swap (ECBOT) | SA | | Minimum price fluctuations shall be in multiples of one-half of one thirty-second (1/32) point per 100 points ($15.625 rounded up to the nearest cent | |
| | |
| 10 Year Interest Rate Swap (ECBOT) | SR | HMUZ | Minimum price fluctuations shall be in multiples of one-half of one thirty-second (1/32) point per 100 points ($15.625 rounded up to the nearest cent) | Notional price of the fixed-rate side of a 10-year interest rate swap that has notional principal equal to $100,000 |
(1/32) point | | |
| 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) | $878 | $650 |
| 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) | $1,148 | $850 |
| 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) | $1,620 | $1,200 |
| Eurodollar Mini | YE | HMUZ | One-half of one basis point (or $6.25/contract) | |
| | |
| 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 |
| Continuous CRB Index | CI | FGJMQX | .05 Points ($25.00/contract) | $500 x the CRB Index |
.05 pt ($25) | $4,500 | $4,500 |
| CRB Index Futures | 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) | $5,625 | $4,500 |
| 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 |
| Libor 1 Month | 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 |
| 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 |
| NYSE Small Composite Futures | MU | HMUZ | $5 x NYSE Comp. Index | |
.50 (50 basis points) - e.g., | | |
| 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 |
| Dow Jones Mini-sized ($5) | YM | HMUZ | One point ($5.00 per contract) | ($5.00) times the Dow Jones Industrial AverageSM Index. |
1 pt = $5.00 | $2,813 | $2,250 |
| NYSE Revised Composite Index | YU | HMUZ | .05 = $25.00 | $50 x NYSE Composite Index |
.05 pt ($25) | $11,000 | $11,000 |
| Contract Name |
Symbol |
Months |
Tick Size |
Trading Unit |
Min Fluc |
Init Margin |
Maint Margin |
| 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 |
| Nat. Gas Financial Futures (Last Day) (Globex) | HH | FGHJKMNQUVXZ | U.S. dollars and cents per mmBtu | 10,000 million British thermal units (mmBtu). |
$0.001 (0.1¢) per mmBtu | $10,125 | $7,500 |
| 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 |
| Natural Gas Financial Futures (Globex) | HP | FGHJKMNQUVXZ | U.S. dollars and cents per mmBtu | 10,000 million British thermal units (mmBtu) |
$0.001 per mmBtu. $10 contract | $10,125 | $7,500 |
| 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) | $10,125 | $7,500 |
| Oman Crude Oil | OQ | FGHJKMNQUVXZ | $0.01 (1¢) per barrel | 1,000 U.S. barrels (42,000 gallons) |
$0.01 (1¢) per barrel ($10.00) | | |
| 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 miNY | QG | FGHJKMNQUVXZ | U.S. cents per mmBtu | 2,500 million British thermal units (mmBtu) |
0.5¢ per mmBtu = $12.50 | $2,531 | $1,875 |
| Heating Oil miNY | QH | FGHJKMNQUVXZ | $0.001 (0.1¢) per gallon ($21) | 21,000 gallons |
$0.001 (0.1¢) per gallon ($21) | $3,038 | $2,250 |
| Crude Oil EmiNY | QM | FGHJKMNQUVXZ | U.S. dollars and cents per barrel | 500 barrels |
(2.5¢) per barrel ($12.50) | $2,025 | $1,500 |
| NYH RBOB Gasoline miNY | QU | FGHJKMNQUVXZ | | 21,000 gallons |
$0.001 (0.1¢) per gallon ($21. | | |
| NYH RBOB Unleaded Gas | RB | FGHJKMNQUVXZ | U.S. dollars and cents per gallon. | 42,000 U.S. gallons (1,000 barrels) |
(0.01¢) per gallon ($4.20) | $6,750 | $5,000 |
| NYH RBOB Gasoline Financial Futures (Globex) | RT | FGHJKMNQUVXZ | U.S. dollars and cents per gallon | 42,000 U.S. gallons (1,000 barrels) |
$0.0001 0.01¢ per gl | | |
| Crude Oil Financial Futures (Globex) | WS | FGHJKLMNQUVX | U.S. dollars and cents per barrels | 1,000 U.S. barrels (42,000 gallons) |
$0.01 per barrel | $4,050 | $3,000 |
| 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 |
| Las Vegas Heating Degree Days | H0 | FGHJVXZ | | $20 times the Degree Day index |
| | |
| Atlanta Heating Degree Days | H1 | vxzfghj | | $20 times the Heating Degree Day Index |
| | |
| Cincinnati Heating Degree Days | H3 | VXZFGHJ | | $20 times the Heating Degree Day Index |
| | |
| New York Heating Degree Days | H4 | VXZFGHJ | | $20 times the Heating Degree Day Index |
| | |
| Dallas Heating Degree Days | H5 | VXZFGHJ | | $20 times the Heating Degree Day Index |
| | |
| Portland Heating Degree Days | H7 | VXZFGHJ | | $20 times the Heating Degree Day Index |
| | |
| Tucson Heating Degree Days | H8 | VXZFGHJ | | $20 times the Heating Degree Day Index |
| | |
| Las Vegas Cooling Degree Days | K0 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| Cincinnati Cooling Degree Days | K3 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| New York Cooling Degree Days | K4 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| Dallas Cooling Degree Days | K5 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| Philadelphia Cooling Degree Days | K6 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| Portland Cooling Degree Days | K7 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| Tucson Cooling Degree Days | K8 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |
| Des Moines Cooling Degree Days | K9 | JKMNQUV | | $20 times the Cooling Degree Day Index |
| | |