Contract Specifications
Updated: 2008-07-04 for the markets on Monday, July 7th 2008.
Currencies
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CME | African Rand | RA | 500,000 ZAR | H,M,U,Z | 0.000010 | $ 5.000 |
| CME | Australian Dollar | AD | 100,000 AUD | H,M,U,Z | 0.00010 | $ 10.000 |
| CME | Brazilian Real | BR | 100,000 BRL | H,M,U,Z | 0.00001 | $ 1.000 |
| CME | British Pound | BP | 62,500 GBP | H,M,U,Z | 0.00010 | $ 6.250 |
| CME | Canadian Dollar | CD | 100,000 CAD | H,M,U,Z | 0.00010 | $ 10.000 |
| CME | E-mini Euro Fx | E7 | 62,500 EUR | H,M,U,Z | 0.00010 | $ 6.250 |
| CME | E-mini J-yen | J7 | 6,250,000 JPY | H,M,U,Z | 0.0000010 | $ 6.250 |
| CME | Euro | EC | 125,000 EUR | H,M,U,Z | 0.00010 | $ 12.500 |
| CME | Euro FX/BP | RP | 125,000 EUR | H,M,U,Z | 0.00005 | £ 6.250 |
| CME | Euro FX/JY | RY | 125,000 EUR | H,M,U,Z | 0.01 | ¥ 1,250.000 |
| CME | Euro FX/SF | RF | 125,000 EUR | H,M,U,Z | 0.0001 | CHF 12.500 |
| CME | Japanese Yen | JY | 12,500,000 JPY | H,M,U,Z | 0.0000010 | $ 12.500 |
| CME | Mexican Peso | MP | 500,000 MXN | H,M,U,Z | 0.000025 | $ 12.500 |
| CME | New Zealand | NE | 100,000 NZD | H,M,U,Z | 0.00010 | $ 10.000 |
| CME | Swiss Franc | SF | 125,000 CHF | H,M,U,Z | 0.00010 | $ 12.500 |
| NYBOT | Euro/British Pound | GB | 100,000 EUR | H,M,U,Z | 0.00010 | £ 10.000 |
| NYBOT | Euro/Japanese Yen | EJ | 100,000 EUR | H,M,U,Z | 0.010 | ¥ 1,000.000 |
| NYBOT | Euro/Swiss Franc | RZ | 100,000 EUR | H,M,U,Z | 0.00010 | CHF 10.000 |
| NYBOT | US Dollar Index | DX | 1,000 x IND | H,M,U,Z | 0.005 | $ 5.000 |
Energies
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CBOT | Ethanol | AC | 29,000 GAL | all months | 0.001 | $ 29.000 |
| NYMEX | Brent Crude Oil Miny | QB | 500 BAR | all months | 0.01 | $ 2.500 |
| NYMEX | Coal | QL | 1,550 TON | all months | 0.01 | $ 15.500 |
| NYMEX | E-mini Light Sweet Crude | QM | 500 BAR | all months | 0.005 | $ 2.500 |
| NYMEX | E-mini Natural Gas | QG | 2,500 MMBtu | all months | 0.005 | $ 12.500 |
| NYMEX | Heating Oil | HO | 42,000 GAL | all months | 0.01 | $ 4.200 |
| NYMEX | Heating Oil, MiNY | QH | 21,000 GAL | all months | 0.0050 | $ 105.000 |
| NYMEX | Light, Sweet Crude Oil | CL | 1,000 BAR | all months | 0.01 | $ 10.000 |
| NYMEX | NY Harbor Gasoline | HU | 42,000 GAL | all months | 0.01 | $ 4.200 |
| NYMEX | NY Harbor RBOB Gasoline | RB | 42,000 GAL | all months | 0.0001 | $ 4.200 |
| NYMEX | Natural Gas | NG | 10,000 MMBtu | all months | 0.001 | $ 10.000 |
| NYMEX | PJM Electricity | JM | 40 Mwh | all months | 0.05 | $ 46.000 |
| NYMEX | Propane | PN | 42,000 GAL | all months | 0.00 | $ .042 |
| NYMEX | Unleaded Gasoline MiNY | QU | 21,000 GAL | all months | 0.0050 | $ 105.000 |
Financial
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CBOT | 10-Yr Interest Rate Swap | NI | 100,000 USD | H,M,U,Z | 0'00.5 | $ 15.625 |
| CBOT | 10y Treasury Note | TY | 100,000 USD | H,M,U,Z | 0'00.5 | $ 15.625 |
| CBOT | 2 Yr Treasury Note | TU | 200,000 USD | H,M,U,Z | 0'00.2 | $ 15.625 |
| CBOT | 30 Day Fed Fund | FF | 5,000,000 USD | all months | 0.0050 | $ 20.835 |
| CBOT | 30 Yr U.S. Treasury Bond | US | 100,000 USD | H,M,U,Z | 0'01.0 | $ 31.250 |
| CBOT | 5 Yr Treasury Note | FV | 100,000 USD | H,M,U,Z | 0'00.5 | $ 15.625 |
| CBOT | 5-Yr Interest Rate Swap | BNG | 100,000 USD | H,M,U,Z | 0'00.4 | $ 15.620 |
| CBOT | mini-sized Eurodollar | YE | 500,000 USD | H,M,U,Z | 0.0050 | $ 6.250 |
| CME | 1-Month LIBOR Rate | EM | 3,000,000 USD | all months | 0.0025 | $ 6.250 |
| CME | Eurodollar | ED | 1,000,000 USD | H,M,U,Z | 0.0025 | $ 6.250 |
| CME | Euroyen | EY | 100,000,000 JPY | H,M,U,Z | 0.0050 | ¥ 1,250.000 |
Int'l. Financial
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CDC | Canadian Bankers Acceptance | BAX | 1,000,000 CAD | H,M,U,Z | 0.010 | C$ 25.000 |
| CDC | Canadian Govt. Bonds | CGB | 100,000 CAD | H,M,U,Z | 0.010 | C$ 10.000 |
| LIFFE | 10 Yr. Swapnote | P | 100,000 EUR | H,M,U,Z | 0 | € 10.000 |
| LIFFE | 5 Yr. Swapnote | LO | 100,000 EUR | H,M,U,Z | 0 | € 10.000 |
| LIFFE | Euribor | I | 1,000,000 EUR | H,M,U,Z | 0 | € 12.500 |
| LIFFE | Euroswiss | LS | 1,000,000 CHF | H,M,U,Z | 0 | CHF 25.000 |
| LIFFE | Long Gilt | R | 100,000 GBP | H,M,U,Z | 0 | £ 10.000 |
| LIFFE | Short Sterling | L | 500,000 GBP | H,M,U,Z | 0 | £ 12.500 |
| SFE | 3 Yr. Commonwealth T-Bonds | YT | 100,000 AUD | H,M,U,Z | 0.010 | AUD .000 |
| SMX | Euroyen | SEY | 100,000,000 JPY | H,M,U,Z | 0.005 | ¥ 1,250.000 |
Forex
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| FOREX | AUD/USD | AUDUSD | 100,000 AUD | Y | 0.0001 | $ 10.000 |
| FOREX | EUR/GBP | EURGBP | 100,000 EUR | Y | 0.00005 | £ 5.000 |
| FOREX | EUR/JPY | EURJPY | 100,000 EUR | Y | 0.0001 | ¥ 10.000 |
| FOREX | EUR/USD | EURUSD | 100,000 EUR | Y | 0.0001 | $ 10.000 |
| FOREX | GBP/USD | GBPUSD | 100,000 GBP | Y | 0.0001 | $ 10.000 |
| FOREX | USD/CAD | USDCAD | 100,000 USD | Y | 0.0001 | C$ 10.000 |
| FOREX | USD/JPY | USDJPY | 100,000 USD | Y | 0.01 | ¥ 1,000.000 |
| FOREX | USDCHF | USDCHF | 100,000 USD | Y | 0.0001 | CHF 10.000 |
Grains
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CBOT | Corn | C | 5,000 BUS | H,K,N,U,Z | 0'2 | $ 12.500 |
| CBOT | Oats | O | 5,000 BUS | H,K,N,U,Z | 0'2 | $ 12.500 |
| CBOT | Rough Rice | RR | 2,000 CWT | F,H,K,N,U,X | 0.005 | $ 10.000 |
| CBOT | S.A. Soybeans | BS | 5,000 BUS | F,H,K,N,Q,U,X | 0'2 | $ 12.500 |
| CBOT | Soybean Meal | SM | 100 TON | F,H,K,N,Q,U,V,Z | 0.100 | $ 10.000 |
| CBOT | Soybean Oil | BO | 60,000 LBS | F,H,K,N,Q,U,V,Z | 0.010 | $ 6.000 |
| CBOT | Soybeans | S | 5,000 BUS | F,H,K,N,Q,U,X | 0'2 | $ 12.500 |
| CBOT | Wheat | W | 5,000 BUS | H,K,N,U,Z | 0'2 | $ 12.500 |
| CBOT | mini-sized Corn | YC | 1,000 BUS | H,K,N,U,Z | 0'1 | $ 1.250 |
| CBOT | mini-sized Soybeans | YK | 1,000 BUS | F,H,K,N,Q,U,X | 0'1 | $ 1.250 |
| CBOT | mini-sized Wheat | YW | 1,000 BUS | H,K,N,U,Z | 0'1 | $ 1.250 |
| KCBOT | KC Wheat | KW | 5,000 BUS | H,K,N,U,Z | 0'2 | $ 12.500 |
| MGE | Wheat, HD Red Sp | MW | 5,000 BUS | H,K,N,U,Z | 0'2 | $ 12.500 |
| WCE | Canola | RS | 20 TON | F,H,K,N,X | 0.100 | C$ 2.000 |
| WCE | Feed Wheat | WW | 20 TON | H,K,N,V,Z | 0.100 | C$ 2.000 |
| WCE | Western Barley | AB | 20 TON | H,K,N,V,Z | 0.100 | C$ 2.000 |
Indices
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CBOT | Dow Jones | DJ | 10 x IND | H,M,U,Z | 1.00 | $ 10.000 |
| CBOT | Mini Dow Jones Index | YM | 5 x IND | H,M,U,Z | 1.00 | $ 5.000 |
| CFX | Volatility Index (VIX) | VX | 100 x IND | K,M,Q,X | 0.1000 | $ 10.000 |
| CME | E-mini MidCap | ME | 100 x IND | H,M,U,Z | 0.10 | $ 10.000 |
| CME | E-mini Nasdaq 100 | NQ | 20 x IND | H,M,U,Z | 0.50 | $ 10.000 |
| CME | E-mini Russell | ER | 100 x IND | H,M,U,Z | 0.10 | $ 10.000 |
| CME | E-mini S&P 500 | ES | 50 x IND | H,M,U,Z | 0.25 | $ 12.500 |
| CME | E-mini S&P SmallCap 600 | SMC | 100 x IND | H,M,U,Z | 0.01 | $ 1.000 |
| CME | GSCI | GI | 250 x IND | all months | 0.050 | $ 12.500 |
| CME | Nasdaq 100 | ND | 100 x IND | H,M,U,Z | 0.50 | $ 50.000 |
| CME | Nikkei 225 | CNK | 5 x IND | H,M,U,Z | 5.00 | $ 25.000 |
| CME | Nikkei 225 Yen | NIY | 500 x IND | H,M,U,Z | 5.00 | ¥ 2,500.000 |
| CME | Russell 2000 | RL | 500 x IND | H,M,U,Z | 0.05 | $ 25.000 |
| CME | S&P 500 | SP | 250 x IND | H,M,U,Z | 0.10 | $ 25.000 |
| CME | S&P MidCap 400 | MD | 500 x IND | H,M,U,Z | 0.05 | $ 25.000 |
| HKEX | Hang Seng Index | HSI | 50 x IND | all months | 1 | HKD 50.000 |
| NYBOT | Continuous Comm. (CCI) | CI | 500 x IND | F,G,J,M,Q,X | 0.05 | $ 25.000 |
| NYBOT | RJ/CRB | CR | 200 x IND | F,G,J,M,Q,X | 0.05 | $ 25.000 |
| NYBOT | Russell 1000 | R1 | 500 x IND | H,M,U,Z | 0.05 | $ 25.000 |
| SMX | Nikkei 225 | NK | 500 x IND | H,M,U,Z | 5.00 | ¥ 2,500.000 |
Livestock
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CME | Feeder Cattle | FC | 50,000 LBS | F,H,J,K,Q,U,V,X | 0.025 | $ 12.500 |
| CME | Lean Hog | LH | 40,000 LBS | G,J,M,N,Q,V,Z | 0.025 | $ 10.000 |
| CME | Live Cattle | LC | 40,000 LBS | G,J,M,Q,V,Z | 0.025 | $ 10.000 |
| CME | Milk Class III | DA | 200,000 LBS | all months | 0.01 | $ 20.000 |
| CME | Pork Belly | PB | 40,000 LBS | G,H,K,N,Q | 0.025 | $ 10.000 |
Metals
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CBOT | 5000oz Silver | ZI | 5,000 OZS | H,K,N,U,Z | 0.100 | $ 5.000 |
| CBOT | Gold, 100oz | ZG | 100 OZS | G,J,M,Q,V,Z | 0.100 | $ 10.000 |
| CBOT | mini-sized Gold | YG | 33 OZS | G,J,M,Q,V,Z | 0.100 | $ 3.320 |
| CBOT | mini-sized Silver | YI | 1,000 OZS | H,K,N,U,Z | 0.100 | $ 1.000 |
| COMEX | Aluminum | AL | 44,000 LBS | H,K,N,U,Z | 0.05 | $ 22.000 |
| COMEX | Copper, Hi Grade | HG | 25,000 LBS | H,K,N,U,Z | 0.05 | $ 12.500 |
| COMEX | Gold | GC | 100 OZS | G,J,M,Q,V,Z | 0.10 | $ 10.000 |
| COMEX | MiNY Copper | QC | 12,500 LBS | H,K,N,U,Z | 0.0020 | $ 25.000 |
| COMEX | MiNY Gold | QO | 50 OZS | G,J,M,Q,V,Z | 0.10 | $ 5.000 |
| COMEX | MiNY London Pri AL | LA | all months | $ | ||
| COMEX | MiNY London Shg ZN | LZ | all months | $ | ||
| COMEX | MiNY Silver | QI | H,K,N,U,Z | $ | ||
| COMEX | Silver | SI | 5,000 OZS | H,K,N,U,Z | 0.10 | $ 5.000 |
| NYMEX | Palladium | PA | 100 OZS | H,M,U,Z | 0.05 | $ 5.000 |
| NYMEX | Palladium MiNY | LQ | H,M,U,Z | $ | ||
| NYMEX | Platinum | PL | 50 OZS | F,J,N,V | 0.10 | $ 5.000 |
| NYMEX | Platinum MiNY | PQ | F,J,N,V | $ |
Softs
| Exchange | Contract Name | Code | Contract Size | Months Traded | Min. Fluctuation | Value of Min. Fluctuation |
|---|---|---|---|---|---|---|
| CME | Lumber 110 | LB | 110,000 bd. ft. | F,H,K,N,U,X | 0.100 | $ 11.000 |
| LIFFE | Cocoa | LCO | 10 TONNES | H,K,N,U,Z | 1 | £ 10.000 |
| LIFFE | Robusta Coffee | D | 5 TONNES | F,H,K,N,U,X | 1 | $ 5.000 |
| LIFFE | White Sugar | LSB | 50 TONNES | H,K,Q,V,Z | 0.01 | $ .500 |
| NYBOT | Cocoa | CC | 10 TON | H,K,N,U,Z | 1 | $ 10.000 |
| NYBOT | Coffee "C" | KC | 37,500 LBS | H,K,N,U,Z | 0.05 | $ 18.750 |
| NYBOT | Cotton | CT | 50,000 LBS | H,K,N,V,Z | 0.01 | $ 5.000 |
| NYBOT | FL Orange Juice | JO | 15,000 LBS | F,H,K,N,U,X | 0.05 | $ 7.500 |
| NYBOT | Sugar #11 World | SB | 112,000 LBS | H,K,N,V | 0.01 | $ 11.200 |
| NYBOT | Sugar #14 Dmstc | SE | 112,000 LBS | H,K,Q,V,Z | 0.01 | $ 11.200 |
THERE IS A RISK OF LOSS IN FUTURES TRADING AND IS NOT SUITABLE FOR
ALL INVESTORS. ONLY RISK CAPITAL SHOULD BE USED WHEN TRADING FUTURES.
Copyright 2008 Capitol Commodity Services, Inc. All Rights Reserved.
