Break'n News - Futures Contract Specifications

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Futures Contract Specifications

Micro E-mini Futures

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
Micro E-mini S&P 500	MES	CME/Globex	$5 x S&P Index	H,M,U,Z	0.25 / $1.25
Micro E-mini Nasdaq-100	MNQ	CME/Globex	$2 x Nasdaq-100 Index	H,M,U,Z	0.25 / $0.50
Micro E-mini Dow	MYM	CME/Globex	$0.50 x DJIA Index	H,M,U,Z	1.00 / $0.50
Micro E-mini Russell 2000	M2K	CME/Globex	$5 x Russell 2000 Index	H,M,U,Z	0.10 / $0.50
Stock Index

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
Dow Jones $5 Mini	YM	CBOT/Globex	$5 x Index Value	H,M,U,Z	1 / $5.00
CBOE Volatility Index (VX)	VX	CFE/CBOE	$1000 x Index Value	see exch.	0.05 / $50.00
CBOE Volatility Index (VXM)	VXM	CFE/CBOE	$100 x Index Value	see exch.	0.05 / $5.00
E-mini S&P MidCap 400	EMD	CME/Globex	$100 x Index Value	H,M,U,Z	0.1 / $10.00
E-mini S&P 500 Index	ES	CME/Globex	$50 x Index Value	H,M,U,Z	0.25 / $12.50
E-micro S&P CNX Nifty 50 Index	MNF	CME/Globex	$2 x Index Value	H,M,U,Z	.5 / $1.00
NIKKEI 225	NKD	CME/Globex	$5 x Index Value	H,M,U,Z	5 / $25.00
E-mini NASDAQ 100 Index	NQ	CME/Globex	$20 x Index Value	H,M,U,Z	0.25 / $5.00
Russell 2000 Index Mini ($50)	RTY	CME/Globex	$50 x Index Value	H,M,U,Z	0.1 / $5.00
DAX Index	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
Dow Jones Euro STOXX 50	FESX	Eurex	€10 x Index Value	H,M,U,Z	1 / €10.00
STOXX Europe 600 Index	FXXP	Eurex	€50 x Index Value	H,M,U,Z	0.1 /€5.00
Mini VSTOXX	FVS	Eurex	€100 x Index Value	see exch.	0.05 /€5
Russell 2000 Index Mini ($50)	TF	ICE Futures U.S.	$50 x Index Value	H,M,U,Z	0.1 / $5.00
CAC-40 Index	FCE	LIFFE	€ 36,000	H,M,U,Z	0.5 / €5
FTSE 250 Index	Y	LIFFE	€2 x Index Value	H,M,U,Z	0.5 / £1
FTSE 100 Index	Z	LIFFE	£10 x Index Value	H,M,U,Z	0.5 / £5
Mini-Nikkei 225 (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
S&P CNX Nifty Index	EN	Singapore Exchange (SGX)	$2 x Index Value	H,M,U,Z	.5 / $1.00
NIKKEI 225 Index	NK	Singapore Exchange (SGX)	¥500 X Index Value	All	¥5 / ¥2500
Mini Nikkei 225 Index (SGX)	NS	Singapore Exchange (SGX)	¥100 x Index Value	see exch.	1 /¥100.00
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
SFE SPI 200	AP	Sydney Futures Exchange (SFE)	$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$50
Mini Hang-Seng China Ent. IDX	MCH	Hong Kong (HKEX)	10HK$ per index point	see exch.	1 / HK$10

Currencies

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
Australian Dollar	6A	CME/Globex	100K AUD	H,M,U,Z	0.0001 / $10.00
British Pound	6B	CME/Globex	62.5K £	H,M,U,Z	0.0001 / $6.25
Canadian Dollar	6C	CME/Globex	100K $	H,M,U,Z	0.00005 / $5.00
EuroFX	6E	CME/Globex	125K €	H,M,U,Z	0.00005 / $6.25
Japanese Yen	6J	CME/Globex	12.5 mil ¥	H,M,U,Z	0.0000005 / $6.25
Mexican Peso	6M	CME/Globex	500K MXN	All	0.00001 / $5.00
New Zealand Dollar	6N	CME/Globex	100K NZD	H,M,U,Z	0.0001 / $10.00
Swiss Franc	6S	CME/Globex	125K CHF	H,M,U,Z	0.0001 / $12.50
E-mini EuroFX	E7	CME/Globex	62.5K €	H,M,U,Z	0.0001 / $6.25
E-mini Japanese Yen	J7	CME/Globex	6.25 mil ¥	H,M,U,Z	0.000001 / $6.25
E-micro AUD/USD	M6A	CME/Globex	10K AUD	H,M,U,Z	0.0001 / $1.00
E-micro GBP/USD	M6B	CME/Globex	6,250 £	H,M,U,Z	0.0001 / $0.625
E-micro CAD/USD	MCD	CME/Globex	10,000 CAD	H,M,U,Z	0.0001/ $1.00
E-micro EUR/USD	M6E	CME/Globex	12,500 €	H,M,U,Z	0.0001 / $1.25
E-micro JPY/USD	MJY	CME/Globex	1.25 mil ¥	H,M,U,Z	0.000001 / $1.25
E-micro CHF/USD	MSF	CME/Globex	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
Brent Crude Oil	BRN	ICE Europe	42K gal	All	0.01 / $10.00
Gas Oil	GAS	ICE Europe	100 tonnes	H,M,U,Z	0.25/$25.00 / $4.20
WTI Light Sweet Crude Oil	WBS	ICE Europe	42K gal	All	0.01 / $10.00
Crude Oil	CL	NYMEX/Globex (NYMEXG)	42K gal	All	0.01 / $10.00
Heating Oil	HO	NYMEX/Globex (NYMEXG)	42K gal	All	0.0001 / $4.20
Natural Gas	NG	NYMEX/Globex (NYMEXG)	10,000 mmBtu	All	0.001 / $10.00
E-mini Natural Gas	QG	NYMEX/Globex (NYMEXG)	2,500 mmBtu	All	0.005 / $12.50
E-mini Heating Oil	QH	NYMEX/Globex (NYMEXG)	21K gal	ALL	0.001 / $21.00
E-mini Crude Light	QM	NYMEX/Globex (NYMEXG)	21K gal	All	0.025 / $12.50
E-mini Unleaded Gasoline	QU	NYMEX/Globex (NYMEXG)	21K gal	All	0.0001 / $2.10
NY Harbor RBOB Gasoline	RT	NYMEX/Globex (NYMEXG)	42K gal	All	0.0001 / $4.20

Metals

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
Gold	GC	COMEX/Globex (COMEXG)	100 oz	G,J,M,Q,V,Z	0.1 / $10.00
Copper	HG	COMEX/Globex (COMEXG)	25K lbs	All	0.0005 / $12.50
E-micro Gold	MGC	COMEX/Globex (COMEXG)	10 oz	G,J,M,Q,V,Z	0.10/$1.00
miNY Copper	QC	COMEX/Globex (COMEXG)	12,500 lbs	All	0.002 / $25.00
miNY Silver	QI	COMEX/Globex (COMEXG)	2,500 oz	F,G,H,K,N,U,Z	0.0125 / $31.25
miNY Gold	QO	COMEX/Globex (COMEXG)	50 oz	F,G,J,M,Q,V,Z	0.25 / $12.50
Silver	SI	COMEX/Globex (COMEXG)	5,000 oz	F,H,K,N,U,Z	0.005 / $25.00
1000 oz Silver	SIL	COMEX/Globex (COMEXG)	1,000 oz	F,H,K,N,U,V,X,Z	0.01 / $10.00
Platinum	PL	NYMEX/Globex (NYMEXG)	50 oz	F,J,N,V	0.1 / $5.00
Mini Gold	YG	ICE US	33.15 oz	All	0.1 / $3.215
Mini Silver	YI	ICE US	1,000 oz	All	0.001 / $1.00
100 oz Gold	ZG	ICE US	100 oz	G,J,M,Q,V,X,Z	0.10 / $10.00
5000 oz Silver	ZI	ICE US	5,000 oz	F,H,K,N,U,V,X,Z	0.001 / $5.00

Financials

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
US 10-Year Interest Rate Swap	SR	CBOT/Globex	$100K	H,M,U,Z	$15.625 / 1/32
Ultra T-Bond	UB	CBOT/Globex	$100K bond	H,M,U,Z	1/32 / $31.25
Ultra 10-Year	TN	CBOT/Globex	$100K Note	H,M,U,Z	1/32 / $15.625
US 3-Year US Treasury Notes	Z3N	CBOT/Globex	$300K note	H,M,U,Z	1/128 / $15.625
US 30-Year Treasury Bond	ZB	CBOT/Globex	$100K bond	H,M,U,Z	1/32 / $31.25
US 5-Year Treasury Note	ZF	CBOT/Globex	$100K note	H,M,U,Z	1/128 / $7.8125
US 10-Year Treasury Note	ZN	CBOT/Globex	$100K note	H,M,U,Z	1/64 / $15.625
Fed Funds 30-Day Interest Rate	ZQ	CBOT/Globex	$5 mil	All	0.005 / $20.835
US 2-Year Treasury Note	ZT	CBOT/Globex	$200K note	H,M,U,Z	1/128 / $15.625
Eurodollar	GE	CME/Globex	$1 mil	H,M,U,Z	0.01 / $25.00
LIBOR One Month	GLB	CME/Globex	$3 mil	All	0.005 / $12.50
Euro-BTP Futures	FBTP	Eurex	100K€	H,M,U,Z	0.01 / €10.00
Euro Bund 10-Year	FGBL	Eurex	100K €	H,M,U,Z	0.01 / € 10.0
Euro Bobl 5-Year	FGBM	Eurex	100K €	H,M,U,Z	0.01 / € 10.00
Euro Schatz 2-Year	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
Short Sterling 3-Month	L	LIFFE	£500,000	H,M,U,Z	0.005 / £6.25
Long Gilt	R	LIFFE	£100K	H,M,U,Z	0.01 / £10
OSE Tokyo 10-Year (BIG)	JGB	Osaka – Japan (JPX)	¥100,000,000	H,M,U,Z	¥0.01 / ¥10,000
SGX Mini 10-Year JGB	JB	Singapore Exchange (SGX)	¥10,000,000	H,M,U,Z	¥0.01/ ¥100
90-Day Bank Accept	IR	Sydney Futures Exchange (SFE)	A$1,000,000	H,M,U,Z	0.01 / $24.00
10-Year Aus Treasury Bond	XT	Sydney Futures Exchange (SFE)	A$100,000	H,M,U,Z	0.005 / $47.00
3-Year Aus Interest Rate Swap	YT	Sydney Futures Exchange (SFE)	A$100,000	H,M,U,Z	0.01 / $30.00

Grains

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
Mini-Sized Corn	XC	CBOT/Globex	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Mini-Sized Soybeans	XK	CBOT/Globex	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Mini-Sized Wheat	XW	CBOT/Globex	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Corn	ZC	CBOT/Globex	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Ethanol	ZE	CBOT/Globex	29k gal	All	1/10 / $29.00
Soybean Oil	ZL	CBOT/Globex	60K lbs	F,H,K,N,Q,U,V,Z	1/100 / $6.00
Soybean Meal	ZM	CBOT/Globex	100 tons	F,H,K,N,Q,U,V,Z	0.10 / $10.00
Oats	ZO	CBOT/Globex	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Rough Rice	ZR	CBOT/Globex	2,000 cwt	F,H,K,N,U,X	0.005 / $10.00
Soybeans	ZS	CBOT/Globex	5,000 bu	F,H,K,N,Q,U,X	1/4 / $12.50
Wheat	ZW	CBOT/Globex	5,000 bu	H,K,N,U,Z	1/4 / $12.50

Softs

Name	Symbol	Exchange	Contract Size	Months	Tick / $ Value
Milk Class III	DC	CME/Globex	200K lbs	All	0.01 / $20.00
Lumber	LBS	CME/Globex	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/Globex	50K lbs	F,H,J,Q,U,V,X	0.00025 / $12.50
Lean Hogs	HE	CME/Globex	40K lbs	G,J,K,M,N,Q,V,Z	0.00025 / $10.00
Live Cattle	LE	CME/Globex	40K lbs	G,J,M,Q,V,Z	0.00025 / $10.00