Futures Contract Specifications

Currencies and Interest Rates

Commodities

Stock Indexes

Currencies and Interest Rates
Item	Symbol	Exchange	Contract Size	Initial Margin($)*	Minimum Fluctuation				Explanation
Euro Currency	EUR	CME	125,000 euros	3,240.00	0.01¢ per euro				One point move represents $12.50
Japanese Yen	JY	CME	12,500,000 yen	3,645.00	0.0001¢ per yen				One point move represents $12.50
British Pound	BP	CME	62,500 pounds	1,957.50	0.02¢ per pound				One point move represents $6.25
Swiss Frank	SF	CME	125,000 SF	1,822.50	0.01¢ per SF				One point move represents $12.50
Australian Dollar	AD	CME	A$100,000	1,182.00	0.01¢ per A$				One point move represents $10.00
Canadian Dollar	CD	CME	C$100,000	608.00	0.01¢ per C$				One point move represents $10.00
30 Year US T-Bonds	US	CBOT	$100,000	2,025.00	1/32				One point move represents $31.25
10 Year US T-Notes		CBOT	$100,000	1,350.00	1/64				One point move represents $15.625
Commodities
Item	Symbol	Exchange	Contract Size	Initial Margin ($)*		Minimum Fluctuation			Explanation
Crude Oil	CL	NYMEX	1,000 barrels	3,375.00		1¢ per barrel			One dollar move represents $1000.00
Heating Oil	HO	NYMEX	42,000 gallons	3,375.00		0.01¢ per gallon			One cent move represents $420.00
Gold	GC	COMEX	100 troy ounces	1,350.00		10¢ per ounce			One dollar move represents $100.00
Silver	SI	COMEX	5000 troy ounces	1,350.00		0.5¢ per ounce			One cent move represents $50.00
Copper	HG	COMEX	25,000 lbs	1,350.00		0.05¢ per lb.			One cent move represents $250.00
Sugar	LS	CSCE	112,000 lbs	700.00		0.01¢ per lb.			One cent move represents $1120.00
Cocoa	CC	CSCE	10 metric tons	840.00		$1 per ton			One dollar move represents $10.00
Coffee	KC	CSCE	37,500 lbs	3,500.00		0.05¢ per lb.			One cent move represents $375.00
Stock Indexes
Item	Symbol	Exchange	Contract Size	Initial Margin ($) *			Minimum Fluctuation	Explanation
S&P 500	SP	CME	$250 x index	23,438.00			0.10 points	One full point move represents $250
E-Mini S&P	ES	CME	$50 x index	4,688.00			0.25 points	One full point move represents $50
Dow Jones	DJ	CBOT	$10 x index	5,400.00			1 point	One full point move represents $10
NASDAQ 100	ND	CME	$100 x index	39,375.00			0.05 points	One full point move represents $100
E-Mini NASDAQ	NQ	CME	$20 x index	7,875.00				One full point move represents $20
FTSE 100		LIFFE	£10 x index				0.5 points	One full point move represents £10
Nikkei 225	NK	CME	$5 x index				5 points	One full point move represents $5

* Margins are liable to change as set by the exchanges. Call Market Info Line for the latest margin.

 

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