Futures Contract Specifications

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A futures specification is a document that describes in detail a specific contract and fixes the conditions for its trading. The table below shows the specification of all traded futures.

The official specification states:

  1. Name of the futures contract;
  2. The symbol denoting it on the stock exchange;
  3. The exchange on which the contract is traded;
  4. Contract size;
  5. Delivery month;
  6. Minimum tick and its price.

To find out open interest and volumes of contracts traded, visit the website –ย  CME group.

STOCK INDEX

Name of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
SFE SPI 200 AP Sydney Futures Exchange (SFE) $25 x Index Value H,M,U,Z 1 / A$25.00
Continuous Commodity Index CCI ICE Futures U.S. $500 x Index Value F,G,J,M,Q,X .01 / $5.00
Big Dow DJIA $25 DD CBOT/Globex $25 x Index Value H,M,U,Z 1 / $25.00
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 CNX Nifty 50 Index EMF CME/Globex $10 x Index Value H,M,U,Z .5 / $5.00
S&P CNX Nifty Index EN Singapore Exchange (SGX) $2 x Index Value H,M,U,Z .5 / $1.00
E-mini S&P 500 Index ES CME/Globex $50 x Index Value H,M,U,Z 0.25 / $12.50
MDAX Futures F2MX Eurex โ‚ฌ5 x Index Value H,M,U,Z 1 / โ‚ฌ5.00
CAC-40 Index FCE LIFFE โ‚ฌ 36,000 H,M,U,Z 0.5 / โ‚ฌ5
DAX Index FDAX Eurex โ‚ฌ25 x Index Value H,M,U,Z 0.5 / โ‚ฌ12.50
Dow Jones Euro STOXX 50 FESX Eurex โ‚ฌ10 x Index Value H,M,U,Z 1 / โ‚ฌ10.00
DJ STOXX 50 FSTX Eurex โ‚ฌ10 x Index Value H,M,U,Z 1 / โ‚ฌ10.00
E-micro S&P CNX Nifty 50 Index MNF CME/Globex $2 x Index Value H,M,U,Z .5 / $1.00
NIKKEI 225 Index NK Singapore Exchange (SGX) ยฅ500 X Index Value All ยฅ5 / ยฅ500
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
USD Nikkei 225 Index NU Singapore Exchange (SGX) $5 x Index Value H,M,U,Z 5 / $25.00
Mini-Russell 1000 RF ICE Futures U.S. $100 x Index Value H,M,U,Z 0.05 / $5.00
S&P 500 Index SP CME/Globex $250 x Index Value H,M,U,Z 0.10 / $25.00
Russell 2000 Index Mini ($100) TF ICE Futures U.S. $100 x Index Value H,M,U,Z 0.1 / $10.00
MSCI Taiwan Stock Index TW Singapore Exchange (SGX) US$100 x SGX MSCI Taiwan Index H,M,U,Z 0.1 / $10.00
CME Housing Washington DC WDC CME/Globex $250 X Index Size All Months 0.20 / $50.00
FTSE 250 Index Y LIFFE โ‚ฌ10 x Index Value H,M,U,Z 0.5 / โ‚ฌ5
Dow Jones $5 Mini YM CBOT/Globex $5 x Index Value H,M,U,Z 1 / $5.00
FTSE 100 Index Z LIFFE ยฃ10 x Index Value H,M,U,Z 0.5 / ยฃ5
Dow Jones Industrial Average ZDJ CBOT/Globex $10 x Index Value H,M,U,Z 1 / $10.00
NASDAQ 100 Index ZND CME/Globex $100 x Index Value H,M,U,Z 0.25 / $25.00

CURRENCIES / FOREX

Name of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
Australian Dollar 6A CME/Globex 100K AUD H,M,U,Z 0.0001 / $10.00
British Pound 6B CME/Globex 62.5K ยฃ H,M,U,Z 0.0001 / $6.25
Canadian Dollar 6C CME/Globex 100K $ H,M,U,Z 0.0001 / $10.00
EuroFX 6E CME/Globex 125K โ‚ฌ H,M,U,Z 0.0001 / $12.50
Japanese Yen 6J CME/Globex 12.5 mil ยฅ H,M,U,Z 0.00001 / $12.50
Brazilian Real 6L CME/Globex 100K R$ All 0.0001 / $10.00
Mexican Peso 6M CME/Globex 500K MXN All 0.000025 / $12.50
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
South African Rand 6Z CME/Globex 500K ZAR All 0.000025 / $12.50
Dollar Index DX ICE Futures U.S. $1000 X Index Value H,M,U,Z 0.005 / $5.00
E-mini EuroFX E7 CME/Globex 62.5K โ‚ฌ H,M,U,Z 0.0001 / $6.25
E-mini Japanese Yen J7 CME/Globex 6.25 mil ยฅ H,M,U,Z 0.001 / $6.25
E-micro AUD/USD M6A CME/Globex 10K AUD H,M,U,Z 0.0001 / $1.00 AUD
E-micro GBP/USD M6B CME/Globex 6,250 ยฃ H,M,U,Z 0.0001 / $0.625 ยฃ
E-micro USD/CAD M6C CME/Globex 10,000 CAD H,M,U,Z 0.0001/1.00 CAD
E-micro EUR/USD M6E CME/Globex 12,500 โ‚ฌ H,M,U,Z 0.0001 / $1.25 โ‚ฌ
E-micro USD/JPY M6J CME/Globex 10,000 ยฅ H,M,U,Z .01/100 ยฅ
E-micro USD/CHF M6S CME/Globex 10,000 CHF H,M,U,Z .0001/1.00 CHF
Polish Zloty PLN CME/Globex 500,000 Polish zloty H,M,U,Z 0.002 / $10.00
Chinese Renminbi-US Dollar RMB CME/Globex 1mil ยฅ All 0.0001 / $10.00
Swedish Krona SEK CME/Globex 2,000,000 Swedish Kronor H,M,U,Z 0.00001 / $20.00
Euro/Turkish Lira TRE CME/Globex 125K โ‚ฌ H,M,U,Z 0.01 / 6.25 โ‚ฌ
US Dollar/Turkish Lira TRY CME/Globex 200K $ H,M,U,Z 0.01 / $10.00

ENERGIES

Name of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
Brent Crude Oil BRN ICE Europe 42K gal All 0.01 / $10.00
Crude Oil CL NYMEX/Globex (NYMEXG) 42K gal All 0.01 / $10.00
Gas Oil GAS ICE Europe 42K gal H,M,U,Z 0.0001 / $4.20
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 0.0001 / $2.10
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 0.001 / $21.00
NY Harbor RBOB Gasoline RT NYMEX/Globex (NYMEXG) 42K gal All 0.0001 / $4.20
WTI Light Sweet Crude Oil WBS ICE Europe 42K gal All 0.01 / $10.00

METALS

Name of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
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 0.05 / $12.50
E-micro Gold MGC COMEX/Globex (COMEXG) 10 oz G,J,M,Q,V,Z 0.10/$1.00
Palladium PA NYMEX/Globex (NYMEXG) 100 oz H,M,U,Z 0.05 / $5.00
Platinum PL NYMEX/Globex (NYMEXG) 50 oz F,J,N,V 0.1 / $5.00
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
Mini Gold YG NYSE LIFFE US 33.2 oz All 0.1 / $3.32
Mini Silver YI NYSE LIFFE US 1,000 oz All 0.001 / $1.00
100 oz Gold ZG NYSE LIFFE US 100 oz G,J,M,Q,V,X,Z 0.10 / $10.00
5000 oz Silver ZI NYSE LIFFE US 5,000 oz F,H,K,N,U,V,X,Z 0.001 / $5.00

FINANCIALS

Name of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
Euro Bund 10-Year FGBL Eurex 100K โ‚ฌ H,M,U,Z 0.01 / โ‚ฌ 10.0
Euro Bobl 5-Year FGBM Eurex 100K โ‚ฌ H,M,U,Z 0.005 / โ‚ฌ 5.0
Euro Schatz 2-Year FGBS Eurex 100K โ‚ฌ H,M,U,Z 0.005 / โ‚ฌ5.00
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
90-Day Bank Accept IR Sydney Futures Exchange (SFE) A$100,000 H,M,U,Z 0.01 / $24.00
SGX Mini 10-Year JGB JB Singapore Exchange (SGX) ยฅ10,000,000 H,M,U,Z ยฅ0.01/ ยฅ100
Short Sterling 3-Month L LIFFE ยฃ500,000 H,M,U,Z 0.005 / ยฃ6.25
Long Gilt R LIFFE ยฃ100K H,M,U,Z 0.01 / ยฃ10
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
10-Year Aus Treasury Bond XT Sydney Futures Exchange (SFE) A$100,000 H,M,U,Z 0.005 / $40.00
3-Year Aus Interest Rate Swap YT Sydney Futures Exchange (SFE) A$100,000 H,M,U,Z 0.01 / $28.00
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

GRAINS

Name of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
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 of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
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
Milk Class III DA CME/Globex 200K lbs All 0.01 / $20.00
Coffee KC ICE Futures U.S. 37.5k lbs H,K,N,U,Z 0.0005 / $18.75
Lumber LBS CME/Globex 110K board feet F,H,K,N,U,X 0.10 / $11.00
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 of the contract Symbol Exchange Contract size Delivery month Tick / $ Tick price
Feeder Cattle GF CME/Globex 50K lbs F,H,J,Q,U,V,X 0.00025 / $12.50
Pork Bellies GPB CME/Globex 40K lbs G,H,K,N,Q 0.00025 / $10.00
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

BT

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