|
| FUTURES |
EXCH |
SIZE |
MONTHS TRADED |
LOCAL TRADING HOURS |
MIN. FLUCTUATION |
DAILY LIMIT |
| Currencies: |
|
|
|
|
|
|
| Australian Dollar |
CME |
A$100,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01¢/AD = $10.00 (b) |
None |
| Aust. Dollar/Canadian $ |
NYBOT |
A$200,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
01¢/CD = $20.00 |
|
| Aust. Dollar/NZ Dollar |
NYBOT |
A$200,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0001 = NZ$20 |
None |
| Aust. Dollar/Jap. Yen |
NYBOT |
A$200,000 |
H, M, U, Z |
3:00–9:05; 9:05–15:00; 19:00-22:00 |
.01 = ¥2,000 |
None |
| Aust. Dollar/US$ |
NYBOT |
A$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.0001 = $20.00 |
None |
| Brazilian Real |
CME |
BR100,000 |
All 12 months |
7:20–14:00; Globex 17:00–16:00 (d) |
.005¢=$5.00 |
None |
| British Pound |
CME |
£62,500 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01¢/£ = $6.25 |
None |
| British Pound/Jap. Yen |
NYBOT |
£125,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.01 = ¥1,250 |
None |
| British Pound/Swiss Franc |
NYBOT |
£125,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.01 = CHF12.50 |
None |
| British Pound/US$ |
NYBOT |
£125,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.0001 = $12.50 |
None |
| Canadian Dollar |
CME |
C$100,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01¢/CD = $10.00 (b) |
None |
| Canadian $/Japanese Yen |
NYBOT |
C$200,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.01 = ¥2,000.00 |
None |
| Euro FX |
CME |
€125,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01¢/€ = $12.50 (b) |
None |
| Euro FX E-Mini |
CME |
€62,500 |
H, M, U, Z |
Globex2 17:00–16:00 (d) |
.01¢/€ = $6.25 (b) |
None |
| Euro FX/Japanese Yen |
CME |
€125,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01€/¥ = ¥1,250.00 (b) |
None |
| Euro/ Australian Dollar |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0001 = AD10 |
None |
| Euro/ BP Futures |
CME |
€125,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.00005 = BP 6.25 (b) |
None |
| Euro/Czech Koruna |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.001 = 100.00 Koruna |
None |
| Euro/Hungarian Forint |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.01 = 1,000.00 Forints |
None |
| Euro/Japanese Yen |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.01 = ¥1,000.00 |
None |
| Euro/Swedish Krona |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0005 = 50 Krona |
None |
| Euro/Swiss Franc |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0001 = CHF10 |
None |
| Euro/British Pound |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0001 = £10 |
None |
| Euro/Norwegian Krone |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0005 = N.krone50 |
None |
| Euro/Canadian Dollar |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.0001 = Can.$10 |
None |
| Euro/US$ |
NYBOT |
€100,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
0001 = $10.00 |
None |
| Japanese Yen |
CME |
¥12,500,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.0001¢/¥ = $12.50 (b) |
None |
| Large Euro/US$ |
NYBOT |
€200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
0001 = $20.00 |
None |
| Mexican Peso |
CME |
M.P.500,000 |
All 12 months |
7:20–14:00; Globex 17:00–16:00 (d) |
.0025¢/MP = $12.50 (b) |
None |
| New Zealand Dollar |
CME |
NZ$100,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01¢/NZ$ = $10.00 (b) |
None |
| New Zealand Dollar/US$ |
NYBOT |
NZ$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.0001 = US$20 |
None |
| Russian Ruble |
CME |
RR 2,500,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.00001 = $25.00 (b) |
None |
| South African Rand |
CME |
SAR500,000 |
All 12 months |
7:20–14:00; Globex 17:00–16:00 (d) |
.0025¢/SAR = $12.50 (b) |
None |
| Swiss Franc |
CME |
CHF125,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01¢/SF = $12.50 (b) |
None |
| Swiss Franc/Jap. Yen |
NYBOT |
CHF200,000 |
H, M, U, Z |
3:00–9:05; 9:05-15:00; 19:00-22:00 |
.01 = ¥2,000 |
None |
| U.S.$/Czech Koruna |
NYBOT |
US$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.001 =200 Koruna |
None |
| U.S.$/Hungarian Forint |
NYBOT |
US$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.01 = Forint2000 |
None |
| U.S.$/Jap. Yen |
NYBOT |
US$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.01 = ¥2,000 |
None |
| U.S.$/SouthAfr. Rand |
NYBOT |
US$100,000 |
All 12 months |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.0005 = SAR50 |
None |
| U.S.$/Swedish Krona |
NYBOT |
US$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
.0001 =20 Krona |
None |
| U.S.$/Swiss Franc |
NYBOT |
US$200,000 |
H, M, U, Z |
3:00–8:05; 8:05-15:00; 19:00-22:00 |
0001 = CHF20 |
None |
| U.S.Dollar |
KOFEX |
US$50,000 |
All 12 months |
9:00-16:00 |
.1 = KRW5,000 |
None |
| Energy: |
|
|
|
|
|
|
| Crude Oil–Brent |
IPE |
1,000 barrels |
All 12 months |
14:00–19:30; Elect. 2:00–22:00 |
US1¢/barrel = $10.00 |
None |
| Crude Oil–Brent |
NYM |
1,000 barrels |
All 12 months |
10:00–14:30, ACCESS (e) ; 10:00–19:30 Dublin |
1¢/barrel = $10.00 |
None |
| Crude Oil–Light Sweet |
NYM |
1,000 barrels |
All 12 months |
10:00–14:30; ACCESS (e) |
1¢/barrel = $10.00 |
Pls. consult exchange |
| Crude Oil-e-miNY |
NYM |
500 barrels |
All 12 months |
10:00–14:30; 15:15–17:30; 18:00–9:30(m) |
2.5¢/barrel = $12.50 |
Pls. consult exchange |
| Crude Oil |
TOCOM |
100 kl. |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥10/kl.= ¥1,000.00 |
Pls. consult exchange |
| Gas Oil |
IPE |
100 met. tons |
All 12 months |
9:15–17:27; Elect. 2:00–22:00 |
US25¢/ton = $25.00 |
None |
| Gas Oil |
TOCOM |
100 kl. |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥10/kl.= ¥1,000.00 |
Pls. consult exchange |
| Gasoline |
TOCOM |
100 kl. |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥10/kl.= ¥1,000.00 |
Pls. consult exchange |
| Gas NY–unleaded |
NYM |
42,000 gallons |
All 12 months |
10:05–14:30; ACCESS (e) |
.01¢/gal. = $4.20 |
Pls. consult exchange |
| Heating Oil |
NYM |
42,000 gallons |
All 12 months |
10:05–14:30; ACCESS (e) |
.01¢/gal. = $4.20 |
Pls. consult exchange |
| Kerosene |
TOCOM |
100 kl. |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥10/kl.= ¥1,000.00 |
Pls. consult exchange |
| Natural Gas |
IPE |
1,000thrms/ctrdy |
All 12 months |
8:00–17:00 (daily contr. 8:00–16:00) |
.01p/therm |
None |
| Natural Gas-e-miNY |
NYM |
5,000 mmBtu |
All 12 months |
10:00–14:30; 15:15–17:30;18:00–9:30 (m) |
$.005 mmBtu = $25.00 |
None |
| Nat. Gas–Henry Hub |
NYM |
10,000 mmBtu |
All 12 months |
10:00–14:30; ACCESS (e) |
.1¢/mmBtu = $10.00 |
Pls. consult exchange |
| Propane |
NYM |
42,000 gallons |
All 12 months |
9:20–13:10; ACCESS (g) |
.01¢/gallon = $4.20 |
Pls. consult exchange |
| Food and Fiber: |
|
|
|
|
|
|
| Cocoa |
NYBOT |
10 metric tons |
H, K, N, U, Z |
8:00–11:50 |
$1/ton = $10.00 |
None |
| Cocoa |
LIFFE |
10 tonnes |
H, K, N, U, Z |
LIFFE CONNECT 9:30–16:50 |
£1/tonne = £10.00 |
None |
| Coffee “C” |
NYBOT |
37,500 lbs. |
H, K, N, U, Z |
9:15–12:30 |
.05¢/lb. = $18.75 |
None |
| Coffee–Robusta |
LIFFE |
5 tonnes |
F, H, K, N, U, X |
LIFFE CONNECT 9:40–16:55 |
$1/tonne = $5.00 |
None |
| Cotton #2 |
NYBOT |
50,000 lbs. |
H, K, N, V, Z |
10:30–14:15 |
.01¢/lb. = $5.00 (j) |
3¢/lb.=$1,500 (b) |
| Milk-Class III |
CME |
200,000 lbs. |
All 12 months |
9:40–13:10 |
$.01/cwt. = $20.00 |
0.75¢/lb.=$1,500 |
| Orange Juice–1 and A |
NYBOT |
15,000 lbs. |
F, H, K, N, U, X |
10:00–13:30 |
.05¢/lb. = $7.50 |
5¢/lb. = $750 |
| Orange Juice–B |
NYBOT |
15,000 lbs |
F, H, K, N, U, X |
12:30–14:45 |
.05¢/lb. = $7.50 |
10¢/lb. = $1500 |
| Sugar #11 |
NYBOT |
112,000 lbs. |
H, K, N, V |
9:00–12:00 |
.01¢/lb. = $11.20 |
None |
| Sugar #14 |
NYBOT |
112,000 lbs. |
F, H, K, N, U, X |
8:40–11:58 (k) |
.01¢/lb. = $11.20 |
None |
| Sugar–White |
LIFFE |
50 tonnes |
H, K, Q, V, Z |
LIFFE CONNECT 9:45–17:30 |
$.10/tonne = $5.00 |
None |
| Grains and Oilseeds: |
|
|
|
|
|
| Barley–Western |
WCE |
20 tonnes |
H, K, N, V, Z |
9:30–13:15 |
C$.10/ton = C$2.00 |
C$7.50/ton = C$150 |
| Canola |
WCE |
20 tonnes |
F, H, K, N, U, X |
9:30–13:15 |
C$.10/ton = C$2.00 |
C$30/tonne = C$600 |
| Corn |
CBT |
5,000 bu. |
H, K, N, U, Z |
9:30–13:15; electronic 19:30–6:00 (i) |
¼¢/bu. = $12.50 |
20¢/bu. = $1,000 (a) |
| Corn-mini-sized |
CBT |
1,000 bu. |
H, K, N, U, Z |
9:30–13:45 |
¹/8¢/bu. = $1.25 |
20¢/bu. = $200 |
| Corn |
ENP |
50 metric tons |
F, H, M, Q, X |
10:45–18:30 CTE |
€0.25/m. ton = €12.50 |
€4.00/metric ton |
| Oats |
CBT |
5,000 bu. |
H, K, N, U, Z |
9:30–13:15; electronic 19:33–6:00 (i) |
¼¢/bu. = $12.50 |
20¢/bu. = $1,000 (a) |
| Rapeseed |
ENP |
50 metric tons |
G, K, Q, X |
10:45–18:30 CTE |
€0.5/m. ton = €12.50 |
€10.00/metric ton |
| Rice–Rough |
CBT |
2,000 cwt. |
F, H, K, N, U, X |
9:15–13:30; electronic 19:33–6:00 (i) |
.5¢/cwt. = $10.00 |
50¢/cwt. = $1,000(a) |
| Soybeans |
CBT |
5,000 bu. |
F, H, K, N, Q, U, X |
9:30–13:15; electronic 19:31–6:00 (i) |
¼¢/bu. = $12.50 |
50¢/bu. = $2,500 (a) |
| Soybeans mini-sized |
CBT |
1,000 bu. |
F, H, K, N, Q, U, X |
9:30–13:45 |
¹/8¢/bu. = $1.25 |
50¢/bu. = $500 |
| Soybean Meal |
CBT |
100 tons |
F, H, K, N, Q, U, V, Z |
9:30–13:15; electronic 19:31–6:00 (i) |
10¢/ton = $10.00 |
$20/ton = $2,000 (a) |
| Soybean Oil |
CBT |
60,000 lbs. |
F, H, K, N, Q, U, V, Z |
9:30–13:15; electronic 19:31–6:00 (i) |
.01¢/lb. = $6.00 |
2¢/lb. = $1,200 (a) |
| Wheat |
CBT |
5,000 bu. |
H, K, N, U, Z |
9:30–13:15; electronic 19:32–6:00 (i) |
¼¢/bu. = $12.50 |
30¢/bu. = $1,500 (a) |
| Wheat |
KCBT |
5,000 bu. |
H, K, N, U, Z |
9:30–13:15 |
¼¢/bu. = $12.50 |
30¢/bu. = $1,500 |
| Wheat |
LIFFE |
100 tons |
F, H, K, N, U, X |
LIFFE CONNECT 10:00–16:45 |
.5£/ton = £5.00 |
None |
| Wheat-milling |
ENP |
50 metric tons |
F, H, K, N, U, X |
10:45–18:30 CET |
€0.25/m. ton = €12.50 |
€6.00/metric ton |
| Wheat-mini-sized |
CBT |
1,000 bu. |
H, K, N, U, Z |
9:30–13:45 |
¹/8¢/bu. = $1.25 |
30¢/bu. = $300 |
| Wheat–Feed |
WCE |
20 tonnes |
H, K, N, V, Z |
9:30–13:15 |
C$.10/ton = C$2.00 |
C$7.50/ton = C$150 |
| Indexes: |
|
|
|
|
|
|
| CAC–40 Index |
ENP |
€10 x index |
All 12 months |
8:00–17:30; Globex 17:30–20:00 |
.5 = €5.00 |
+/- 200 index points |
| CRB Reuters Index |
NYBOT |
$500 x index |
F, G, J, M, Q, X |
10:00–14:30 |
.05 = $25.00 |
None |
| DAX |
EUREX |
€25 x index |
H, M, U, Z |
8:50–20:00 |
.5 = €12.50 |
None |
| DJIATM |
CBT |
$10 x DJIATM |
H, M, U, Z |
7:20–15:15; electronic 19:15–7:00 (i) |
1 pt. = $10.00 |
Pls. consult exchange |
| DJ AIG Commodity Index |
CBT |
$100 x index |
F, G, J, M, Q, V, Z |
8:15–13:30 |
.1 pt. = $10.00 |
None |
| DJ Euro STOXX 50 |
EUREX |
€10 x index |
H, M, U, Z |
8:50–20:00 |
.1 pt. = €10.00 |
None |
| DJ STOXX 50 |
EUREX |
€10 x index |
H, M, U, Z |
8:50–20:00 |
.1 pt. = €10.00 |
None |
| Dow Jones Italy Titans 30 |
EUREX |
€10 x index |
H, M, U, Z |
8:50–17:40 |
.1 pt. = €10.00 |
None |
| Dow mini-sized $5 |
CBT |
$5.00 x DJIA ind. |
H, M, U, Z |
electronic 7:15-16:00 |
1pt. = $5.00 |
Pls. consult exchange |
| Dow TMI |
CBT |
$500 x index |
H, M, U, Z |
electronic 7:15-16:00 |
.05 = $25.00 |
Pls. consult exchange |
| GSCI |
CME |
$250 x index |
All 12 months |
8:45–13:40;Globex 17:00–13:40;14:00–16:00 (d) |
.10 = $25.00 |
Pls. consult exchange |
| Hang Seng Index |
HKEx |
HK$50 x index |
All 12 months |
9:45–12:30; 14:30–16:15 |
1 pt. = HK$50.00 |
None |
| Hang Seng mini |
HKEx |
HK$10 x index |
All 12 months |
9:45–12:30; 14:30–16:15 |
1pt. = HK$10.00 |
None |
| Hard Winter Wheat Index |
MGE |
5,000 bu. |
All 12 months |
8:30-13:30; 14:00-16:00 |
¼¢/bu. = $12.50 |
30¢/bu. = $1,500 |
| IBEX-35 |
MEFF |
€10 x index |
All 12 months |
9:00–17:35 |
1 pt. = €10.00 |
None |
| IBEX-35 Mini |
MEFF |
€1 x index |
All 12 months |
9:00–17:35 |
5 pt. = €5.00 |
None |
| KOSPI 200 |
KOFEX |
KRW500,000 x index |
H, M, U, Z |
9:00–15:15 |
.05 =KRW25,000 |
Pls. consult exchange |
| MSCI Taiwan |
SGX |
US$100 x index |
All 12 months |
8:45-13:45;Elec8:45-14:45; 16:00-19:00 |
.1 pt. = US$10 |
Pls. consult exchange |
| MSCI Singapore |
SGX |
S$200 x index |
All 12 months |
8:45-12:35;14:00-17:15 |
.1 pt. = S$20 |
Pls. consult exchange |
| MSCI Euro/Pan-Euro |
LIFFE |
€20 x index |
H, M, U, Z |
LIFFE CONNECT 8:00–17:00 |
.1 pt. = €2.00 |
None |
| Muni-Note Index–10-Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:04–16:00 (i) |
¹/32 = $31.25 |
None |
| NASDAQ 100 |
CME |
$100 x index |
H, M, U, Z |
8:30–15:15; Globex 15:30–16:30; 17:00- 8:15 (d) |
.50 = $50.00 (b) |
Pls. consult exchange |
| NASDAQ 100 E-Mini |
CME |
$20 x index |
H, M, U, Z |
Globex 15:30–16:30; 17:00-15:15 (d) |
.5 = $10.00 (b) |
Pls. consult exchange |
| NASDAQ Compos. E-Mini |
CME |
$20 x index |
H, M, U, Z |
Globex 15:30–16:30; 17:00-15:15 (d) |
.5 = $10.00 (b) |
+/- 5% from prior settlement |
| NEMAX 50 |
EUREX |
€1 x index |
H, M, U, Z |
8:50–20:00 |
1.0 = €1.00 |
None |
| NIKKEI 225-Dollar |
CME |
$5 x index |
H, M, U, Z |
8:00–15:15; Globex (y) |
.05 = $25.00 |
None |
| NIKKEI 225 |
OSE |
¥1,000 x index |
H, M, U, Z |
9:00–11:00; 12:30–15:10 |
¥10 = ¥10,000 |
Pls. consult exchange |
| NIKKEI 225 |
SGX |
¥500 x index |
All 12 months |
7:55–10:15;11:15–14:25;Elec7:45–10:15;11:15–14:30; 15:30–19:00 |
5 pts. = ¥2,500 |
Pls. consult exchange |
| NIKKEI 225-Yen |
CME |
¥500 x index |
F, H, M, U, Z |
Globex 5:00–15:15; 15:30–16:30 Mon.–Thurs. |
5 pts. = ¥2,500 |
Pls. consult exchange |
| NIKKEI 300 |
OSE |
¥10,000 x index |
H, M, U, Z |
9:00–11:00; 12:30–15:15 |
.1 pt. = ¥1,000 |
Pls. consult exchange |
| NYSE Compos. Index Reg. |
NYBOT |
$50 x index |
H, M, U, Z |
9:30–16:15 |
.05 = $25.00 |
Pls. consult exchange |
| Russell 1000 |
CME |
$100 x index |
H, M, U, Z |
Globex2 15:30–16:30; 17:00-15:15 (d) |
.1 = $10.00 |
Pls. consult exchange |
| Russell 1000 Mini |
NYBOT |
$50 x index |
H, M, U, Z |
9:30–16:15 |
.05 = $2.50 |
Pls. consult exchange |
| Russell 1000–reg. |
NYBOT |
$500 x index |
H, M, U, Z |
9:30–16:15 |
.05 = $25.00 |
Pls. consult exchange |
| Russell 2000 |
CME |
$500 x index |
H, M, U, Z |
8:30–15:15; Globex 15:30–16:30; 17:00-8:15 (d) |
.05 = $25.00 |
Pls. consult exchange |
| Russell 2000 E-Mini |
CME |
$100 x index |
H, M, U, Z |
Globex2 15:30–16:30; 17:00-15:15 (d) |
.1 = $10.00 |
Pls. consult exchange |
| Russell 2000 |
NYBOT |
$500 x index |
H, M, U, Z |
9:30–16:15 |
.05 = $25.00 |
Pls. consult exchange |
| Russell 3000 |
NYBOT |
$500 x index |
H, M, U, Z |
9:30–16:15 |
.05 = $25.00 |
Pls. consult exchange |
| S&P 500 Index |
CME |
$250 x index |
H, M, U, Z |
8:30–15:15; Globex 15:30–16:30; 17:00-8:15 (d) |
.10 = $25.00 (b) |
Pls. consult exchange |
| S&P 500 E-Mini |
CME |
$50 x index |
H, M, U, Z |
Globex 15:30–16:30; 17:00-15:15 (d) |
.25 = $12.50 (b) |
Pls. consult exchange |
| S&P Canada 60 |
ME |
C$200 x index |
H, M, U, Z |
9:30–16:15 |
.05 = C$10.00 |
Pls. consult exchange |
| S&P MidCap 400 |
CME |
$500 x index |
H, M, U, Z |
8:30–15:15; Globex 15:30-16:30; 17:00–8:15 (d) |
.05 = $25.00 (b) |
Pls. consult exchange |
| S&P MidCap 400 E-mini |
CME |
$100 x index |
H, M, U, Z |
Globex2 15:30–16:30; 17:00-15:15 (d) |
.1 = $10.00 |
Pls. consult exchange |
| Single Stock Futures |
MEFF |
100 shares |
H, M, U, Z |
9:00–17:35 |
.01€ = 1€ |
None |
| SMI |
EUREX |
CHF10 x index |
H, M, U, Z |
8:50–17:30 |
1.0 = CHF10.00 |
None |
| SPI 200TM Index |
SFE |
A$25 x index |
H, M, U, Z |
9:50–16:30; 17:10–8:00 (p) |
1.0 = A$25 |
None |
| TecDAX |
EUREX |
€10 x index |
H, M, U, Z |
8:50–20:00 |
1.0 = €10.00 |
None |
| TOPIX Index |
TSE |
¥10,000 x index |
H, M, U, Z |
9:00–11:00; 12:30–15:10 (s) |
.5 = ¥5,000.00 |
Pls. consult exchange |
| TRAKRS-Gold |
CME |
$1 x index |
Z 2006 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| TRAKRS-Long/Short Tech |
CME |
$1 x index |
N 2005 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| TRAKRSII-Long/Short Tec |
CME |
$1 x index |
G 2007 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| TRAKRS-Commodity |
CME |
$1 x DJ AIG |
M 2006 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| TRAKRS-Euro Currency |
CME |
$1 x EC TRAKRS |
Q 2006 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| TRAKRS-LMC |
CME |
$1 x LMC TRAKRS Index |
F 2006 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| TRAKRS-Select 50 |
CME |
$1 x LMC TRAKRS Index |
V 2005 |
Globex 8:30–15:00 |
.01 = $.01 |
None |
| U.S. Dollar Index |
NYBOT |
$1,000 x index |
H, M, U, Z |
3:00–8:05, 8:05–15:00; 19:00-22:00 |
.01 = $10.00 |
None |
| Interest Rates: |
|
|
|
|
|
|
| Austral. Govt. Bond–10Yr. |
SFE |
A$100,000 |
H, M, U, Z |
8:30–16:30; 17:10–7:30 (p) |
.005%/Annum ~ A$40.00 |
None |
| Austral. Govt. Bond–3Yr. |
SFE |
A$100,000 |
H, M, U, Z |
8:30–16:30; 17:10–7:30 (p) |
.01%/Annum ~ A$ 28.00 |
None |
| Bank Bill–90-day |
NZFOE |
NZ$1,000,000 |
H, M, U, Z |
8:30–16:30; 17:40–7:00 |
.01%/Annum |
None |
| Bank Bill–90-day |
SFE |
A$1,000,000 |
H, M, U, Z |
8:30–16:30; 17:10–7:30 (p) |
.01%/Annum ~ A$24.00 |
None |
| Can. Bankers Acceptance |
ME |
C$1,000,000 |
All 12 months |
8:00–15:00 |
.01 = C$25.00 (b) |
Pls. consult exchange |
| Can. Govt. Bond–2Yr. |
ME |
C$100,000 |
H, M, U, Z |
8:20–15:00 |
.01 = C$10.00 |
3.00 = C$3,000 |
| Can. Govt. Bond–10Yr. |
ME |
C$100,000 |
H, M, U, Z |
8:20–15:00 |
.01 = C$10.00 |
3.00 = C$3,000 |
| Euribor (3-mo.) |
EUREX |
€1,000,000 |
H, M, U, Z |
8:00–19:00 |
.005 = €12.50 |
None |
| Euribor (3-mo.) |
LIFFE |
€1,000,000 |
All 12 months |
LIFFE CONNECT 7:00–18:00 |
.005 = €12.50 |
None |
| Euro BOBL |
EUREX |
€100,000 |
H, M, U, Z |
8:00–19:00 |
.01 = €10.00 |
None |
| Euro Bund |
EUREX |
€100,000 |
H, M, U, Z |
8:00–19:00 |
.01 = €10.00 |
None |
| Eurodollar |
CME |
$1,000,000 |
All 12 months |
7:20–14:00; Globex 17:00–16:00 (d) |
.01 = $25.00 (b) |
None (Globex = 200pts.) |
| Eurodollar |
LIFFE |
$1,000,000 |
All 12 months |
LIFFE CONNECT 7:00–21:00 |
.005 =US$12.50 |
None |
| Eurodollar |
SGX |
US$1,000,000 |
All 12 months |
7:45–19:00; MOS 21:20–4:00 |
.005 =US$12.50 (b) |
None |
| Eurodollar-mini-sized |
CBT |
$500,000 |
H, M, U, Z |
electronic 20:00–16:00 (i) |
.005 =$6.25 |
None |
| Euro Schatz |
EUREX |
€100,000 |
H, M, U, Z |
8:00–19:00 |
.005 = €5.00 |
None |
| Euro Swapnotes-2 yr. |
LIFFE |
€100,000 |
H, M, U, Z |
LIFFE CONNECT 7:00–18:00 |
.005 = €5.00 |
None |
| Euro Swapnotes-5/10 yr. |
LIFFE |
€100,000 |
H, M, U, Z |
LIFFE CONNECT 7:00–18:00 |
.01 = €10.00 |
None |
| Euroswiss (3-mo.) |
LIFFE |
SF1,000,000 |
H, M, U, Z |
LIFFE CONNECT 7:30–18:00 |
.01 = SF25.00 |
None |
| EuroYen |
CME |
¥100,000,000 |
H, M, U, Z |
7:20–14:00; SGX: 21:20–4:00 |
.005 = ¥1,250.00 |
None |
| EuroYen (LIBOR) |
SGX |
¥100,000,000 |
H, M, U, Z |
7:43-19:05; Elec 7:40-19:05; MOS 21:20-4:00 |
.005 = ¥1,250.00 |
None |
| EuroYen (TIBOR) |
SGX |
¥100,000,000 |
H, M, U, Z |
7:43-19:05; Elec 7:40-19:05; MOS 21:20-4:00 |
.005 = ¥1,250.00 |
None |
| EuroYen (3-mo.) |
TIFFE |
¥100,000,000 |
H, M, U, Z |
9:00-11:30; 12:30-15:30; 15:30-18:00 |
.005 = ¥1,250.00 |
None |
| Interbank Cash-30 day |
SFE |
A$3,000,000 |
All 12 months |
8:30–16:30; 17:10–7:30 (p) |
.01% =A$24.66 |
None |
| HIBOR (3-mo.) |
HKEx |
HK$5,000,000 |
All 12 months |
8:30–12:00; 13:30–17:00 |
.01 = HK$125.00 |
None |
| Japanese Govt. Bond |
LIFFE |
¥100,000,000 |
H, M, U, Z |
LIFFE CONNECT 7:00–16:00 |
.01 = ¥10,000.00 |
Pls. consult exchange |
| Jap. Govt. Bonds-mini |
SGX |
¥10,000,000 |
H, M, U, Z |
7:45–14:15 |
¥.01 = ¥100 |
None |
| Jap. Govt. Bonds (5/10-yr.) |
TSE |
¥100,000,000 |
H, M, U, Z |
9:00–11:00; 12:30–15:10 (s) |
.01 pt. = ¥10,000 |
Pls. consult exchange |
| Korean T-Bond-3 Yr |
KOFEX |
KRW 100million |
H, M, U, Z |
9:00–15:00 |
.01 = KRW 10,000 |
None |
| LIBOR (1-mo.) |
CME |
$3,000,000 |
All 12 months |
7:20–14:00; Globex 17:00–16:00 (d) |
.005 = $12.50 (b) |
None (Globex 200 pts.) |
| Long Gilt |
LIFFE |
£100,000 |
H, M, U, Z |
LIFFE CONNECT 8:00–18:00 |
.01 = £10.00 |
None |
| Muni Notes 10 yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:04–16:00 (i) |
1/32 = $31.25 |
None |
| Short Sterling |
LIFFE |
£500,000 |
All 12 months |
LIFFE CONNECT 7:30–18:00 |
.01 = £12.50 |
None |
| Singapore Dollar |
SGX |
S$1,000,000 |
All 12 months |
8:45–17:00 |
.005 = S$12.50 (b) |
None |
| Swapnotes-¥ 5 yr./10 yr. |
TIFFE |
¥10,000,000 |
H, M, U, Z |
9:00–11:30; 12:30–15:30; 15:30–18:00 |
.01 = ¥1,000 |
None |
| Swaps 5 yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:05–16:00 (i) |
½ of ¹/32 = $15.625 |
None |
| Swaps 10 yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:03–16:00 (i) |
1/32 = $31.25 |
None |
| Swaps-2yr. |
CME |
$500,000 |
H, M, U, Z |
Globex 17:00–16:00 (d) |
.01 = $25.00 |
Pls. consult exchange |
| Swaps-5 yr. |
CME |
$200,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01 = $25.00 |
Pls. consult exchange |
| Swaps-10 yr. |
CME |
$100,000 |
H, M, U, Z |
7:20–14:00; Globex 17:00–16:00 (d) |
.01 = $25.00 |
Pls. consult exchange |
| Swaps 5 yr./10 yr. |
TIFFE |
¥10,000,000 |
H, M, U, Z |
9:00-11:30; 12:30-15:30; 15:30-18:00 |
¥.01 = ¥ 1,000 |
None |
| 30-day Fed. Funds |
CBT |
$5,000,000 |
All 12 months |
7:20–14:00; electronic 19:01–16:00 (i) |
.005 = $20.835 |
None |
| U.S. T-Bills 13-wk. |
CME |
$1,000,000 |
All 12 months |
7:20–14:00; Globex 17:00–16:00 (d) |
.005 = $12.50 |
None(Globex = 200 pts.) |
| U.S. T-Bonds-30 Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:00–16:00 (i) |
¹/32 = $31.25 |
None |
| U.S. T-Bonds-30 Yr. |
USEUREX |
$100,000 |
H, M, U, Z |
19:00–16:00 (i) |
¹/32 = $31.25 |
None |
| U.S. T-Bonds-mini |
CBT |
$50,000 |
H, M, U, Z |
electronic 19:00–16:00 (i) |
1/32 = $15.625 |
None |
| U.S. T-Notes-10 Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:00–16:00 (i) |
½ of ¹/32 = $15.625 |
None |
| U.S. T-Notes-10 Yr. |
USEUREX |
$100,000 |
H, M, U, Z |
19:00–16:00 (i) |
½ of ¹/32 = $15.625 |
None |
| U.S. T-Notes 10-Yr. mini |
CBT |
$50,000 |
H, M, U, Z |
electronic 19:00–16:00 (i) |
½ of ¹/32 = $7.8125 |
None |
| U.S. T-Notes-2 Yr. |
CBT |
$200,000 |
H, M, U, Z |
7:20–14:00; electronic 19:01–16:00 (i) |
¼ of ¹/32 = $15.625 |
None |
| U.S. T-Notes-2 Yr. |
USEUREX |
$200,000 |
H, M, U, Z |
19:00–16:00 (i) |
¼ of ¹/32 = $15.625 |
None |
| U.S. T-Notes-5 Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 19:00–16:00 (i) |
½ of ¹/32 = $15.625 |
None |
| U.S. T-Notes-5 Yr. |
USEUREX |
$100,000 |
H, M, U, Z |
19:00–16:00 (i) |
½ of ¹/32 = $15.625 |
None |
| Livestock: |
|
|
|
|
|
|
| Feeder Cattle |
CME |
50,000 lbs. |
F, H, J, K, Q, U, V, X |
9:05–13:00; Globex 9:05-13:00 |
2.5¢/cwt. = $12.50 |
3¢/lb. = $1500 |
| Live Cattle |
CME |
40,000 lbs. |
G, J, M, Q, V, Z |
9:05–13:00; Globex 9:05-13:00 |
2.5¢/cwt. = $10.00 |
3¢/lb. = $1200 |
| Hogs |
WTB |
8,000 kg |
All 12 months |
9:55–16:00 |
€.001/kg = €8.00 |
€.125/kg = €1,000.00 |
| Lean Hogs |
CME |
40,000 lbs. |
G, J, K, M, N, Q, V,Z |
9:10–13:00; Globex 9:10–13:00 |
2.5¢/cwt. = $10.00 |
2.0¢/lb. = $800 |
| Pork Bellies–Frozen |
CME |
40,000 lbs. |
G, H, K, N, Q |
9:10–13:00; Globex 9:10-13:00 |
2.5¢/cwt. = $10.00 |
3¢/lb. = $1,200 (a) |
| Metals: |
|
|
|
|
|
|
| Aluminum |
CMX |
44,000 lbs. |
All 12 months |
7:50–13:15; ACCESS (h) |
.05¢/lb. = $22.00 |
$.20/lb. = $8,800 (a) |
| Aluminum |
TOCOM |
10 tonnes |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥0.1/kg = ¥1,000 |
Pls. consult exchange |
| Aluminum |
LME |
25 tonnes |
All 12 months |
11:55-17:00 |
.50$/tonne= $12.50 |
Pls. consult exchange |
| Aluminum Alloy/NASAAC |
LME |
20 tonnes |
All 12 months |
11:45-16:45 |
.50$/tonne = $10.00 |
Pls. consult exchange |
| Copper—High Grade |
CMX |
25,000 lbs. |
All 12 months |
8:10–13:00; ACCESS (h) |
.05¢/lb. = $12.50 |
$.20/lb. =$5,000 (a,b) |
| Copper |
LME |
25 tonnes |
All 12 months |
12:00–17:00 |
.50$/tonne= $12.50 |
Pls. consult exchange |
| Gold |
CBT |
100 troy ozs. |
All 12 months |
electronic 19:16–16:00 (i) |
10¢/oz. = $10.00 |
None |
| Gold |
CMX |
100 troy ozs. |
All 12 months |
8:20–13:30; ACCESS (h) |
10¢/oz. = $10.00 |
$75/oz. = $7,500 (a,b) |
| Gold–mini-sized |
CBT |
33.2 fine troy ozs |
All 12 months |
electronic 19:16–16:00 (i) |
10¢/oz. = $3.32 |
None |
| Gold |
TOCOM |
1 kg. |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥1/g = ¥1,000 |
Pls. consult exchange |
| Lead |
LME |
25 tonnes |
All 12 months |
12:05–16:50 |
.50$/tonne= $12.50 |
Pls. consult exchange |
| Nickel |
LME |
6 tonnes |
All 12 months |
12:15–16:55 |
$5/tonne= $30.00 |
Pls. consult exchange |
| Palladium |
NYM |
100 troy ozs. |
All 12 months |
8:30–13:00; ACCESS (h) |
5¢/oz. = $5.00 |
None |
| Palladium |
TOCOM |
500 grams |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥1/g = ¥500.00 |
Pls. consult exchange |
| Platinum |
TOCOM |
500 grams |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥1/g = ¥500.00 |
Pls. consult exchange |
| Platinum |
NYM |
50 troy ozs. |
All 12 months |
8:20–13:05; ACCESS (h) |
10¢/oz. = $5.00 |
$50/oz. = $2,500 (a,b) |
| Platinum |
TOCOM |
500 grams |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥1/g = ¥500.00 |
Pls. consult exchange |
| Silver |
CBT |
5,000 troy ozs. |
All 12 months |
electronic 19:16–16:00 (i) |
$.001/troy oz. = $5.00 |
None |
| Silver |
CMX |
5,000 troy ozs. |
All 12 months |
8:25–13:25; ACCESS (h) |
.5¢/oz. = $25.00 (b) |
$1.50/oz = $7,500(a,b) |
| Silver |
TOCOM |
60 kg. |
All 12 months |
9:00–11:00; 12:30–15:30 |
¥1/10g = ¥6,000 |
Pls. consult exchange |
| Silver–mini-sized |
CBT |
1,000 troy oz. |
All 12 months |
electronic 19:16–16:00 (i) |
$.001/troy oz. = $1.00 |
None |
| Tin |
LME |
5 tonnes |
All 12 months |
11:50–16:50 |
$5/tonne= $25.00 |
Pls. consult exchange |
| Zinc |
LME |
25 tonnes |
All 12 months |
12:10–16:55 |
.50$/tonne= $12.50 |
Pls. consult exchange |
| Wood and Rubber: |
|
|
|
|
|
| Lumber 110 K |
CME |
110,000 bd. ft. |
F, H, K, N, U, X |
9:00–13:05 |
10¢/1000 bd ft= $11.00 |
$10/1,000bd.ft. = $1,100 (a) |
| Rubber (TSR20/FOB) |
SICOM |
20 met. tonnes |
All 12 months |
11:50–12:00; 16:45–17:00 (z) |
U.S. .25¢/kg = $50.00 |
5% (a) |
| Rubber |
TOCOM |
10,000 kg |
All 12 months |
9:45; 10:45; 13:45; 14:45; 15:30 |
¥0.1/kg = ¥1,000 |
Pls. consult exchange |
Months traded are F = Jan., G = Feb., H = Mar., J = Apr., K = May, M = Jun., N = Jul., Q = Aug., U = Sep., V = Oct., X = Nov., Z = Dec.
|