Contract Specifications

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Financial
Symbol Commodity Exchange Hours Months Contract Size Point Value
ED Eurodollar (3 Month) CME 7:20-2:00 H,M,U,Z 1 mil E 1 pt.= $25.00
ED Euroyen (3 Month) CME 7:20-2:00 H,M,U,Z 100 mil Y 1 pt.= 1,250.00 Y
FF,RFF Federal Funds (30 Day) CBOT 7:20-2:00 All Months $5 mil 1 pt.= $41.67
EM,REM Libor (1 Month) CME 7:20-2:00 All Months $3 mil 1 pt.= $25.00
TB,RTB T-Bills (90 Day) CME 7:20-2:00 H,M,U,Z 1 mil Bills 1 pt.= $25.00
TU,RTU T-Notes (2 Years) CBOT 7:20-2:00 H,M,U,Z $200,000 note 1/128= $15.625
FV,RFV T-Notes (5 Years) CBOT 7:20-2:00 H,M,U,Z $100,000 note 1/64= $15.625
TY,TYD T-Notes (10 Years) CBOT 7:20-2:00 H,M,U,Z $100,000 note 1/64= $15.625
US,USD US T-Bonds CBOT 7:20-2:00 H,M,U,Z $100,000 note 1/32= $31.25
 
Currencies
Symbol Commodity Exchange Hours Months Contract Size Point Value
AD,RAD Australian Dollar IMM 7:20-2:00 H,M,U,Z 100,000 AD 1 pt= $10.00
BR Brazilian Real IMM 7:20-2:00 H,M,U,Z 100,000 BR 1 pt.= $10.00
BP,RBP British Pound IMM 7:20-2:00 H,M,U,Z 62,500 BP 1 pts.= $6.25
CD,RCD Canadian Dollar IMM 7:20-2:00 H,M,U,Z 100,000 CD 1 pt. = $10.00
CZ,CZK Czeck Koruna IMM 7:20-2:00 H,M,U,Z 4 mil CK 1 pt.= $4.00
EC,REC Eurodollar IMM 7:20-2:00 H,M,U,Z $125,000 1 pt.= $12.50
E7 Eurodollar (E-Mini) IMM 5:00 PM - 4:00 PM H,M,U,Z $62,500 1 pt.= $6.25
FR,HUF Hungarian Forint IMM 7:20-2:00 H,M,U,Z 30 mil HF 1 pt.= $3.00
JY,RJY Japanese Yen IMM 7:20-2:00 H,M,U,Z 12.5 mil Yen 1 pt.= $12.50
J7 Japanese Yen (E-Mini) IMM 5:00 PM - 4:00 PM H,M,U,Z 6.25 mil Yen 1 pt.= $6.25
Mp,RME Mexican Peso IMM 7:20-2:00 H,M,U,Z 500,000 MP 1 pt.= $5.00
NE New Zealand Dollar IMM 7:20-2:00 H,M,U,Z 100,000 NZD 1 pt.= ($10.00)
UN,NOK Norwegian Krone IMM 5:00PM-4:00PM H,M,U,Z 2 mil NKr 1 pt.= $20.00
PZ,PLN Polish Zloty IMM 7:20-2:00 H,M,U,Z 500,000 PZ 1 pt.= $5.00
RU Russian Ruble IMM 7:20-2:00 H,M,U,Z 2.5 mil RR 1 pt.= $25.00
RA South African Rand IMM 7:20-2:00 H,M,U,Z 500,000 SAR 1 pt.= $5.00
SE,SEK Swedish Krona IMM 5:00PM-4:00PM H,M,U,Z 2 mil SKr 1 pt.= $20.00
E1,SF Swiss Franc IMM 7:20-2:00 H,M,U,Z 125,000 SF 1 pt.= $12.50
 
Indicies
Symbol Commodity Exchange Hours Months Contract Size Point Value
CR CRB Index NYBT 9:00-1:30 H,M,U,X $200 x Index Value 1 pt.= $10.00
NDJ,DJ Dow Jones Ind CBOT 7:20-3:15 H,M,U,Z $10 x Index Value 1 pt.= $10.00
MB Muni Bond Index CBOT 7:20-2:00 H,M,U,Z $1,000 x Index Value 1/32= $31.25
ND,RNQ NASDAQ 100 CME 8:30-3:15 H,M,U,Z $100 x Index Value 1 pt.= $5.00
NQ NASDAQ 100 (E-Mini) CMEE 5:00PM-3:15PM H,M,U,Z $20 x Index Value 1 pt.= $.20
NK Nikkei 225 CME 8:00-3:15 H,M,U,Z $5 x Ave 1 pt.= $5.00
YU NYSE Stock Index NYBT 8:30-3:15 H,M,U,Z $50 x Index 1 pt.= $5.00
ER Russell 2000 (E-Mini) IOM 8:30-3:15 H,M,U,Z $100 x Index Value 1 pts.= $1.00
SP,RSP S&P 500 CME 8:30-3:15 H,M,U,Z $250 x Index 1 pt.= $2.50
ES S&P 500 (E-Mini) CME 5:00-3:15PM H,M,U,Z $50 x Index 1 pt.= $.50
DX US Dollar Index NYBT 6:00PM-9:00PM H,M,U,Z $1000 x Index 1 pt.= $10.00
 
Dairy
Symbol Commodity Exchange Hours Months Contract Size Point Value
DB Butter CME 9:30-1:10 H,K,N,U,V,Z 40,000 lbs 1 pt.= $4.00
DA Milk (Class III) CME 9:30-1:10 All 200,000 lbs 1 pt.= $4.00
DK Milk (Class IV) CME 9:20-1:10 18 consecutive months 200,000 lbs 1 pt.= $20.00
NF Non-fat Dry Milk CME 9:40-1:20 All Months 44,000 lbs 1 pt.= $4.40
 
Grains
Symbol Commodity Exchange Hours Months Contract Size Point Value
NC,C Corn CBOT 9:30-1:15 H,K,N,U,Z 5,000 bu 1 ct= $50.00
XC Corn (E-Mini) CBOT 9:30-1:45 H,K,N,U,Z 1,000 bu 1 ct= $10.00
MW Wheat CBOT 9:30-1:15 H,K,N,U,Z 5,000 bu 1/4 pt.= $50.00
MW Wheat (E-Mini) CBOT 9:30-1:45 H,K,N,U,Z 1,000 bu 1 ct= $10.00
XW Wheat KCBT 9:30-1:15 H,K,N,U,Z 5,000 bu 1 ct= $10.00
HW Wheat (Hard) MGE 9:30-1:15 H,K,N,U,Z 5,000 bu 1 pt.= $12.50
MW Wheat (Hard Red Spring) MGE 9:30-1:15 All Months 5,000 bu 1 pt.= $50.00
NO,O Oats CBOT 9:30-1:15 H,K,N,U,Z 5,000 bu 1 ct= $50.00
NNR,NR Rough Rice CBOT 9:30-1:15 F,H,K,N,U 2,000 klbs 1 ct= $20.00
NS,S Soybean CBOT 9:30-1:15 F,H,K,N,Q,U,X 5,000 bu 1 ct= $50.00
XS Soybean (E-Mini) CBOT 9:30-1:45 F,H,K,N,Q,U,Z 1,000 bu 1 ct= $10.00
NSM,SM Soybean Meal CBOT 9:30-1:15 F,H,K,N,Q,U,V,Z 100 tons 1 pt.= $1.00
NBO,BO Soybean Oil CBOT 9:30-1:15 F,H,K,N,Q,U,V,Z 60,000 lbs 1 pt.= $6.00
 
Livestock
Symbol Commodity Exchange Hours Months Contract Size Point Value
FC Feeder Cattle CME 9:05-1:00 F,H,J,K,Q,U,V,X 50,000 lbs 1 pt.= $5.00
FM Feeder Cattle (E-Mini) CME 9:05-1:00 F,H,J,Q,U,V,X 10,000 lbs 1 pt.= $10.00
LC Live Cattle CME 9:05-1:00 G,J,M,Q,V,Z 40,000 lbs 1 pt.= $4.00
LH Lean Hogs CME 9:10-1:00 G,J,M,N,K,Q,V,Z 40,000 lbs 1 pt.= $4.00
HM Lean Hogs (E-Mini) CME 9:10-1:00 G,J,M,N,Q,V,Z 10,000 lbs 1 pt.= $10.00
PB Pork Bellies CME 9:10-1:00 G,H,K,N,Q 40,000 lbs 1 pt.= $4.00
 
Lumber
Symbol Commodity Exchange Hours Months Contract Size Point Value
LB Random Length Lumber CME 9:00-1:05 F,H,K,N,U,X 110,000 bd ft. 1 pt.= $11.00
 
Metals
Symbol Commodity Exchange Hours Months Contract Size Point Value
HG,RHG Copper (High Grade) COMEX 7:10-12:00 F,H,K,N,U,Z 25,000 lbs 1 ct= $12.50
GC,RGC Gold COMEX 7:20-12:30 G,J,M,Q,V,Z 100 oz $1= $100
PA Palladium COMEX 7:30-12:00 H,M,U,Z 100 oz 1 pt.= $.50
PL Platinum COMEX 7:20-12:05 F,J,N,V 50 oz 0 pt.= $.50
Si,RSI Silver COMEX 7:25-12:25 F,H,K,N,U,Z 5,000 oz 1 pts.= $.50
 
Softs
Symbol Commodity Exchange Hours Months Contract Size Point Value
CC Cocoa NYBT 7:00-10:50 H,K,N,U,Z 10 Metric Tons 1 pt.= $10.00
KC Coffee NYBT 8:15-11:30 H,K,N,U,Z 37,500 lbs 1 pt.= $18.75
CT Cotton NYBT 9:30-1:15 H,K,N,V,Z 50,000 lbs 1 pt.= $5.00
LB Lumber CME 9:00-1:05 F,H,K,N,U,X 110,000 bd ft 1 pt.= $.10
OJ Orange Juice NYBT 9:00-12:30 F,H,K,N,U,X 15,000 lbs 1 pt.= 17.50
SB Sugar #11 NYBT 8:00-11:00 H,K,N,V 112,000 lbs 1 pt.= $11.20
 
Energies
Symbol Commodity Exchange Hours Months Contract Size Point Value
CL,RCL Crude Oil NYMX 9:00-1:30 All Months 1,000 bbl 1 pt.= $10.00
SC,RSC Crude Oil (Brent) NYMX 9:00-1:30 All Months 1,000 bbl 1 pt.= $10.00
LBC,LBCA Crude Oil (Brent) IPE 9:00-1:30 All Months 1,000 bbl 1 pt.= $10.00
LBC,LBCA Gas Oil IPE 9:00-1:30 All Months 100 metric tons 1 pt.= $25.00
HO,RHO Heating Oil NYMX 9:00-1:30 All Months 42,000 gal 1 pt.= $4.20
NG,RNG Natural Gas NYMX 9:00-1:30 All Months 10,000 mm/btu 1 pt.= $10.00
HU,RHU Unleaded Gas NYMX 9:00-1:30 All Months 42,000 gal 1 pt.= $4.20