Micro E-mini S&P 500 | Micro E-mini Nasdaq-100 | Micro E-mini Russell 2000 | Micro E-mini Dow | |
CONTRACT SIZE | $5 x S&P 500 Index | $2 x Nasdaq-100 Index | $5 x Russell 2000 Index | $0.50 x DJIA Index |
TRADING HOURS AND VENUE | CME Globex: Sun-Fri: 5:00 p.m. to 4:00 p.m. Mon-Fri: Daily trading halt from 3:15 p.m. to 3:30 p.m. | |||
MINIMUM TICK/ PRICE FLUCTUATION | 0.25 Index points | 0.25 Index points | 0.10 Index points | 1.00 Index points |
DOLLAR VALUE OF ONE POINT | $5 per contract | $2 per contract | $5 per contract | $0.50 per contract |
PRODUCT CODE | CME Globex: MESCME ClearPort: MES | CME Globex: MNQCME ClearPort: MNQ | CME Globex: M2KCME ClearPort: M2K | CME Globex: MYMCME ClearPort: MYM |
CONTRACT MONTHS | Five months in the March Quarterly Cycle (March, June, September, December, March) | Four months in the March Quarterly Cycle (March, June, September, December) | ||
DELIVERY | Cash settlement to Final Settlement Price | |||
TERMINATION OF TRADING | 8:30 a.m. CT on 3rd Friday of contract delivery month Trading in expiring futures terminates at 8:30 a.m. on Last Day of Trading |
Indices | ||||||||||
Contract | Symbol | Point value | Size | Tick Value | Months | Exchange | ||||
E-Mini S&P 500 | ES | $50 | $50 X S&P’s 500 stock index | 0.25 ($12.50 per contract) | HMUZ | GBLX | ||||
E-Mini Nasdaq 100 | NQ | $20 | $20 x Nasdaq 100 Index | 0.25 Index Points ($5 /contract) | HMUZ | GBLX | ||||
DJIA Mini-Sized | YM | $5 | $5 times Dow Jones | 1 pt. ($5.00 per contract) | HMUZ | CBOTM | ||||
Russell 2000 Mini | RTY (TF) | $50 | $50x Index | 0.1 ($5.00 per contract) | HMUZ | ICEFI | ||||
E-Mini S&P Midcap | EW | $100 | $100 x S&P’s MidCap 400 Index | 0.10 ($10.00 per contract) | HMUZ | GBLX | ||||
S&P 500 Index | SP | $250 | $250 * Index | 0.10 ($25.00 per contract) | HMUZ | CME | ||||
Nasdaq 100 | ND | $100 | $100 x Nasdaq 100 Index | .25 Index Points ($25 /contract) | HMUZ | CME | ||||
DJIA | DJ | $10 | $10 times Dow Jones | 1 pt. ($10.00 per contract) | HMUZ | CBOT | ||||
DJIA (E) | ZD | $10 | $10 times Dow Jones | 1 pt. ($10.00 per contract) | HMUZ | CBOT | ||||
E-Mini S&P Smallcap | PC | $100 | $100 x S&P’s SmallCap 600 Index | 0.05 ($10.00 per contract) | HMUZ | GBLX | ||||
CRB CCI Index | CI | $500 | $500 x Index | 0.05 ($25.00 per contract) | FGJMQX | ICEFI | ||||
CBOE S&P 500 VIX | VI | $1,000 | $1000 * Index VIX | 0.05 ($50.00 per contract) | FGHJKMNQUVXZ | CFE | ||||
Currencies | ||||||||||
Contract | Symbol | Point value | Size | Tick Value | Months | Exchange | ||||
U.S. Dollar Index | DX | $1,000 | $1,000 x Index | 0.01 of a U.S. DOLLAR INDEX point ($10.00 per contract) | HMUZ | ICEFI | ||||
British Pound | B6 | $62,500 | BP62,500 | 0.0001 (1 points) ($6.25 per contract) | HMUZ | CME | ||||
Canadian Dollar | D6 | $100,000 | CD100,000 | 0.0001 (1 point) ($10.00 per contract) | HMUZ | CME | ||||
Japanese Yen | J6 | $125,000 | JY12,500,000 | 0.000001 (1 point) ($12.50 per contract) | HMUZ | CME | ||||
Swiss Franc | S6 | $125,000 | SF125,000 | 0.0001 (1 point) ($12.50 per contract) | HMUZ | CME | ||||
Euro FX | E6 | $125,000 | Euro125,000 | 0.0001 (1 point) ($12.50 per contract) | HMUZ | CME | ||||
Australian Dollar | A6 | $100,000 | AD100,000 | 0.0001 (1 point) ($10.00 per contract) | HMUZ | CME | ||||
Mexican Peso | M6 | $500,000 | MP500,000 | 0.00001 (1 points) ($5.00 per contract) | FGHJKMNQUVXZ | CME | ||||
New Zealand Dollar | N6 | $100,000 | NZ100,000 | 0.0001 (1 point) ($10.00 per contract) | HMUZ | CME | ||||
South African Rand | T6 | $500,000 | BA500,000 | 0.000025 (2 1/2 points) ($12.50 per contract) | FGHJKMNQUVXZ | CME | ||||
Brazilian Real | L6 | $50,000 | BR100,000 | 0.0001 (1 point) ($10.00 per contract) | FGHJKMNQUVXZ | CME | ||||
British Pound (P) | BP | $62,500 | BP62,500 | 0.0001 (1 points) ($6.25 per contract) | HMUZ | CME | ||||
Canadian Dollar (P) | CD | $100,000 | CD100,000 | 0.0001 (1 point) ($10.00 per contract) | HMUZ | CME | ||||
Japanese Yen (P) | JY | $125,000 | JY12,500,000 | 0.000001 (1 point) ($12.50 per contract) | HMUZ | CME | ||||
Swiss Franc (P) | SF | $125,000 | SF125,000 | 0.0001 (1 point) ($12.50 per contract) | HMUZ | CME | ||||
Euro FX (P) | EC | $125,000 | Euro125,000 | 0.0001 (1 point) ($12.50 per contract) | HMUZ | CME | ||||
Australian Dollar (P) | AD | $100,000 | AD100,000 | 0.0001 (1 point) ($10.00 per contract) | HMUZ | CME | ||||
Mexican Peso (P) | MQ | $500,000 | MP500,000 | 0.00001 (1 points) ($5.00 per contract) | FGHJKMNQUVXZ | CME | ||||
New Zealand Doll (P) | NE | $100,000 | NZ100,000 | 0.0001 (1 point) ($10.00 per contract) | HMUZ | CME | ||||
South African Rand(P) | RA | $500,000 | BA500,000 | 0.000025 (2 1/2 points) ($12.50 per contract) | FGHJKMNQUVXZ | CME | ||||
Brazilian | BR | $50,000 | BR100,000 | 0.0001 (1 point) ($10.00 per contract) | FGHJKMNQUVXZ | CME | ||||
Energies | ||||||||||
Contract | Symbol | Point value | Size | Tick Value | Months | Exchange | ||||
Crude Oil WTI | CL | $1,000 | 1,000 U.S. barrels (42,000 gallons) | $0.01 (1 cent) per barrel ($10.00 per contract) | FGHJKMNQUVXZ | NYMEX | ||||
Heating Oil | HO | $42,000 | 42,000 gallons | $0.0001 (0.01 cent) per gallon ($4.20 per contract) | FGHJKMNQUVXZ | NYMEX | ||||
Gasoline RBOB | RB | $42,000 | 42,000 gallons | $0.0001 (0.01 cent) per gallon ($4.20 per contract) | FGHJKMNQUVXZ | NYMEX | ||||
Natural Gas | NG | $10,000 | 10,000 MMBtu (million British thermal units) | $0.001 per MMBtu ($10.00 per contract) | FGHJKMNQUVXZ | NYMEX | ||||
Crude Oil Brent | CB | $1,000 | 42,000 US Gallons | 1 cent per barrel ($10) | FGHJKMNQUVXZ | ICE | ||||
Ethanol Futures | ZK | $29,000 | 29,000 U.S. gallons | 1/10th cent per gal. ($29.00 per contract) | FGHJKMNQUVXZ | CBOT | ||||
Financials | ||||||||||
Contract | Symbol | Size | Point value | Tick Value | Months | Exchange | ||||
T-Bond | ZB | $100,000 | $1,000 | 32nds of a point ($31.25 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
Ultra T-Bond | UD | $100,000 | $1,000 | 32nds of a point ($31.25 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
10-Year T-Note | ZN | $100,000 | $1,000 | One half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
5-Year T-Note | ZF | $100,000 | $1,000 | One quarter of 1/32 of a point ($7.8125 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
2-Year T-Note | ZT | $200,000 | $2,000 | One quarter of 1/32 of a point ($7.8125 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
10-Year Swaps | SR | $100,000 | $1,000 | One half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
5-Year Swaps | SA | $100,000 | $1,000 | One half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
30-Day Fed Funds | ZQ | $5,000,000 | $4,167 | Increments of 0.00005 percent of $5 million on a 30-day basis in the spot month only ($20.84) and 0.0001 percent of $5 million on a 30-day basis in all other contract months ($41.67) | FGHJKMNQUVXZ | CBOT | ||||
Eurodollar | GE | $1,000,000 | $2,500 | 0.005 ($12.50 per contract) | FGHJKMNQUVXZ | CME | ||||
T-Bond (P) | US | $100,000 | $1,000 | 32nds of a point ($31.25 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
Ultra T-Bond (P) | UL | $100,000 | $1,000 | 32nds of a point ($31.25 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
10-Year T-Note (P) | TY | $100,000 | $1,000 | One half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
5-Year T-Note (P) | FV | $100,000 | $1,000 | One quarter of 1/32 of a point ($7.8125 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
2-Year T-Note (P) | TU | $200,000 | $2,000 | One quarter of 1/32 of a point ($7.8125 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
10-Year Swaps (P) | NI | $100,000 | $1,000 | One half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
5-Year Swaps (P) | NJ | $100,000 | $1,000 | One half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points | HMUZ | CBOT | ||||
30-Day Fed Funds (P) | FF | $5,000,000 | $4,167 | Increments of 0.00005 percent of $5 million on a 30-day basis in the spot month only ($20.835) and 0.0001 percent of $5 million on a 30-day basis in all other contract months ($41.67) | FGHJKMNQUVXZ | CBOT | ||||
Eurodollar (P) | ED | $1,000,000 | $2,500 | 0.0025 ($6.25 per contract) | FGHJKMNQUVXZ | CME | ||||
Grain | ||||||||||
Contract | Symbol | Size | Point value | Tick Value | Months | Exchange | ||||
Wheat | ZW | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | CBOT | ||||
Corn | ZC | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | CBOT | ||||
Soybeans | ZS | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | FHKNQUX | CBOT | ||||
Soybean Meal | ZM | 100 tons (2,000 lbs per ton) | $100 | 10 cents per ton ($10 per contract) | FHKNQUVZ | CBOT | ||||
Soybean Oil | ZL | 60,000 lbs | $600 | 0.0001 cent per lb. ($6 per contract) | FHKNQUVZ | CBOT | ||||
Oats | ZO | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | CBOT | ||||
Rough Rice | ZR | 2,000 cwt | $2,000 | 1/2 cent per cwt. ($10 per contract) | FHKNUX | CBOT | ||||
Kcbt Red Wheat | KE | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | KCBT | ||||
Spring Wheat | MW | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | MGEX | ||||
Canola | RS | 1 contract 20 tonnes (5 contracts 1 board lot) | $20 | $0.10 per tonne ($10.00/board lot or $2.00 per contract) | FHKNX | WCE | ||||
Wheat (P) | W | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | CBOT | ||||
Corn (P) | C | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | CBOT | ||||
Soybeans (P) | S | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | FHKNQUX | CBOT | ||||
Soybean Meal (P) | SM | 100 tons (2,000 lbs per ton) | $100 | 10 cents per ton ($10 per contract) | FHKNQUVZ | CBOT | ||||
Soybean Oil (P) | BO | 60,000 lbs | $600 | 0.0001 cent per lb. ($6 per contract) | FHKNQUVZ | CBOT | ||||
Oats (P) | O | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | CBOT | ||||
Rough Rice (P) | RR | 2,000 cwt | $2,000 | 1/2 cent per cwt. ($10 per contract) | FHKNUX | CBOT | ||||
Kcbt Red Wheat (P) | KW | 5,000 bu | $50 | 1/4 cent per bu. ($12.50 per contract) | HKNUZ | KCBT | ||||
Meats | ||||||||||
Contract | Symbol | Size | Point value | Tick Value | Months | Exchange | ||||
Live Cattle | LE | 40,000 lbs | $400 | 2.5 cents per cwt. (100 lbs)($10.00 per contract) | GJMQVZ | CME | ||||
Feeder Cattle | GF | 50,000 lbs | $500 | 2.5 cents per cwt. (100 lbs)($12.50 per contract) | FHJKQUVX | CME | ||||
Lean Hogs | HE | 40,000 lbs | $400 | 2.5 cents per cwt ($10.00 per contract) | GJKMNQVZ | CME | ||||
Pork Bellies | PD | 40,000 lbs | $400 | 2.5 cents per cwt. (100 lb)($10.00 per contract) | GHKNQ | CME | ||||
Class III Milk | DL | 200,000 lbs | $2,000 | 1 point = $0.01 per hundred weight ($20.00 per contract) | FGHJKMNQUVXZ | CME | ||||
Live Cattle (P) | LC | 40,000 lbs | $400 | 2.5 cents per cwt. (100 lbs)($10.00 per contract) | GJMQVZ | CME | ||||
Feeder Cattle (P) | FC | 50,000 lbs | $500 | 2.5 cents per cwt. (100 lbs)($12.50 per contract) | FHJKQUVX | CME | ||||
Lean Hogs (P) | LH | 40,000 lbs | $400 | 2.5 cents per cwt ($10.00 per contract) | GJKMNQVZ | CME | ||||
Pork Bellies (P) | PB | 40,000 lbs | $400 | 2.5 cents per cwt. (100 lb)($10.00 per contract) | GHKNQ | CME | ||||
Class III Milk (P) | DA | 200,000 lbs | $2,000 | 1 point = $0.01 per hundred weight ($20.00 per contract) | FGHJKMNQUVXZ | CME | ||||
Metals | ||||||||||
Contract | Symbol | Size | Point value | Tick Value | Months | Exchange | ||||
Gold | GC | 100 Troy ounces | $100 | $0.10 (10 cent) per troy ounce. ($10.00 per contract) | GJMQVZ | COMEX | ||||
Silver | SI | 5,000 troy ounces | $5,000 | $0.005 (1 cent) per troy ounce. ($25.00 per contract) | HKNUZ | COMEX | ||||
High Grade Copper | HG | 25,000 lbs | $25,000 | 0.0005 cent per lb. ($12.50 per contract) | HKNUZ | COMEX | ||||
Platinum | PL | 50 troy ounces | $50 | $0.10 (10 cent) per troy ounce. ($5.00 per contract) | FJNV | NYMEX | ||||
Palladium | PA | 100 troy ounces | $100 | $0.05 (5 cent) per troy ounce. ($5 per contract) | HMUZ | NYMEX | ||||
Gold Mini-Sized | YG | 33.2 fine troy oz | $33.20 | 10 cent/fine troy oz. ($3.32 per contract) | FGHJKMNQUVXZ | NYSE/LIFFE | ||||
Silver Mini-Sized | YI | 1,000 troy ounces | $1,000 | $0.001/troy oz. ($1.00 per contract) | FGHJKMNQUVXZ | NYSE/LIFFE | ||||
Softs | ||||||||||
Contract | Symbol | Size | Point value | Tick Value | Months | Exchange | ||||
Cotton #2 | CT | 50,000 lbs (approximately 100 bales) | $500 | 0.01 cent per lb ($5.00 per contract) | HKNVZ | ICEUS | ||||
Orange Juice | OJ | 15,000 lbs | $150 | 0.05 cent per lb. ($7.50 per contract) | FHKNUX | ICEUS | ||||
Coffee | KC | 37,500 lbs (approximately 250 bags) | $375 | 0.05 cents per lb. ($18.75 per contract) | HKNUZ | ICEUS | ||||
Sugar #11 | SB | 112,000 lbs (50 long tonnes) | $1,120 | 0.01 cent per lb. ($11.20 per contract) | FHKNV | ICEUS | ||||
Cocoa | CC | 10 metric tons (22,046 lbs) | $10 | $1.00 per metric ton ($10.00 per contract) | HKNUZ | ICEUS | ||||
Sugar #16 | SD | 112,000 lbs (50 long tonnes) | $1,120 | 0.01 cent per lb. ($11.20 per contract) | FHKNUX | ICEUS | ||||
Lumber | LS | 110,000 bd ft | $110 | 10 cents per thou bd ft. $11.00 per contract | FHKNUX | CME | ||||
More Micro Futures | ||||||||||
Contract | Symbol | Size | Point value | Tick Value | Months | Exchange | ||||
E-micro AUD/USD | M6A | 0.01 / $1.00 | ||||||||
E-micro CAD/USD | MCD | 0.01 / $1.00 | ||||||||
E-micro CHF/USD | MSF | •0.1 / $1.25 | ||||||||
E-micro EUR/USD | M6E | •0.01 / $1.25 | ||||||||
E-micro GBP/USD | M6B | •0.01 / $0.625 | ||||||||
E-micro JPY/USD | MJY | •0.001 / $1.25 | ||||||||
E-micro USD/CAD | M6C | 0.01/1.00 CAD | ||||||||
E-micro USD/CHF | M6S | 1/1.00 CHF | ||||||||
E-micro USD/JPY | M6J | 1/100 ¥ | ||||||||
Mini Corn | XC | 0.000025 / $1.25 | ||||||||
Mini Wheat | XW | 0.000025 / $1.25 | ||||||||
E-Micro Gold – 10 oz | MGC | 0.1 / $1.00 | ||||||||
Mini Silver – 1,000 oz. | YI | 0.001 / $1.00 |
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