Contract Specifics - Trading-Lab

Leth · #1 01-01-2008, 03:42 PM

Contract Specs

Commodity Exchange Trading Hours - Contract Size - Delivery Methods - Minimum Fluctuation - Point Value

Currencies

Australian Dollar IMM 8:20-15:00 100K AD H,M,U,Z .0001 ($10) 1 pt=$10
British Pound IMM 8:20-15:00 62.5K BP H,M,U,Z .0002 ($12.50) 1 pt=$6.25
Canadian Dollar IMM 8:20-15:00 100K CD H,M,U,Z .0001 ($10) 1 pt=$10
Deutsche Mark IMM 8:20-15:00 125K DM H,M,U,Z .0001 ($12.50) 1 pt=$12.50
Euro- Currency IMM 8:20-15:00 125K Euros H,M,U,Z .0001 ($12.50) 1 pt=$12.50
Japanese Yen IMM 8:20-15:00 12.5mil YEN H,M,U,Z .000001 ($12.50) 1 pt=$12.50
Mexican Peso IMM 8:20-15:00 500K MP H,M,U,Z .00001 ($5) 1 pt=$5
Swiss Franc IMM 8:20-15:00 125K SF H,M,U,Z .0001 ($12.50) 1 pt=$12.50

Dairy

Butter (Gr.AA) CME 10:30-14:10 40000 lbs. All 0.00024($10.00) 1 pt=$4
Class IV Milk CME 10:20-14:10 200,000 lbs. All 0.01 ($20.00) 1 pt=$20
Milk CME 10:40-14:10 2000 lbs. All 0.01 ($20.00) 1 pt=$20

Exotics

Cocoa NYBT 8:30-13:30 10mtns. $/mtn. H,K,N,U,Z $1/ton 1pt=$10
Coffee NYBT 9:15-13:35 37.5k lbs. $/lb. H,K,N,U,Z .0005 ($18.25) 1pt=$3.75
Cotton NYBT 10:30-14:40 50K lbs. c/lb. H,K,N,V,Z .001 ($5) 1pt=$5
Lumber CME 9:00-13:05 110k bdft.$/bdft. F,H,K,N,U,X .10/1K ($11) 1pt= $.10
Orange Juice NYBT 10:15-14:15 15K lbs. c/lb. F,H,K,N,U, .0005 ($7.50) 1pt=$1.5
Sugar #11 NYBT 9:30-13:20 112K lbs. c/lb. H,K,N,V .0001 ($11.20) 1pt= 11.20

Financials

3Mo Eurodollars CME 8:20-15:00 $1mil. E$ H,M,U,Z .005 ($12.50) 1 pt=$25
3Mo Euroyen CME 8:20-15:00 ¥100mil. yen H,M,U,Z .01 (¥2,500) 1 pt=¥2,500
Libor 1Mo CME 8:20-15:00 $3 mil. All .005 ($12.50) 1 pt=$25
F-Funds 30 Day CBOT 8:20-15:00 $5 mil. All .005 ($20.835) 1 pt=$41.67
US T-Bonds CBOT 8:20-15:00 $100K bond H,M,U,Z 1/32 ($31.25) 1/32=$31.25
T-Notes 10 yrs CBOT 8:20-15:00 $100K note H,M,U,Z 1/64 ($15.625) 1/64=$15.625
T-Notes 5 yrs CBOT 8:20-15:00 $100K note H,M,U,Z 1/64 ($15.625) 1/64=$15.625
T-Notes 2 yrs CBOT 8:20-15:00 $200K note H,M,U,Z 1/128 ($15.625) 1/128=$15.625
90 Day T-Bills CME 8:20-15:00 $1mil. bill H,M,U,Z .01 ($25) 1 pt=$25

Fuels

Crude Oil NYMX 9:45-15:10 1K bbl. $/bbl. All .01/bbl. ($10) 1 pt=$10
Heating Oil NYMX 9:50-15:10 42K gal. $/gal All .0001 ($4.20) 1 pt=$4.20
Natural Gas NYMX 10:00-15:10 10K mm/btu All .10 ($10) 1 pt=$10
Unleaded Gas NYMX 9:50-15:10 42K gal. $/gal. All .0001 ($4.20) 1 pt=$4.20

Grains

Corn CBOT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50
Oats CBOT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50
Rough Rice* CBOT 10:15-14:30 2K klbs. $/klb F,H,K,N,U, .005klb ($12.50) 1 cent=$20
Soybean CBOT 10:30-14:15 5K bu. c/bu. F,H,K,N,Q, U,X 1/4C ($12.50) 1 cent=$50
Soybean Meal CBOT 10:30-14:15 100tns $/tn F,H,K,N,Q, U,V,Z .10/tn $10 1 pt=$1
Soybean Oil CBOT 10:30-14:15 60K lbs. c/lb F,H,K,N,Q, U,V,Z 1/100 cent 1 pt=$6
Wheat CBOT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50
Wheat KCBT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50

Indices

CRB Index NYBT 9:10-16:15 $500X Index val. F,G,U,X .05 pt ($25) 1pt=$5
Dow Jones Ind CBOT 9:00-16:15 $10 X Index val. H,M,U,Z .01 pt ($10) 1pt=$10
E-Mini S & P CME 8:30-15:15 $50X Index val. H,M,U,Z .05 pt ($2.50) 1pt=$0.5
E-Mini Nsdq 100 CME 8:30-15:15 $20X Index val. H,M,U,Z .50 pt ($10.00) 1pt=$0.2
Muni Bond Ind CBOT 8:20-15:00 $1000X Ind val. H,M,U,Z 1/32 ($31.25) 1/32=
NASDAQ 100 CME 9:30-16:15 $100X Index val. H,M,U,Z .05 pt ($5) 1pt=$5
NIKKEI 225 CME 9:00-16:15 $5X AVE. H,M,U,Z 5 pts ($25) 1pt=$5
NYSE Stock NYBT 9:30-16:15 $500X Index val. H,M,U,Z .05 pt ($25) 1pt=$5
S & P 500 CME 9:30-16:15 $250X Index val. H,M,U,Z .10 pt ($25) 1pt=$2.50
US Dollar Index NYBT 8:20-15:00 $100X Ind val. H,M,U,Z .01 pt($10) 1pt=$10

Livestock

Feeder Cattle CME 10:05-14:00 50K lbs. c/lb. F,H,J,Q,U,V,X 2.5 points ($12.50) 1 pt=$5
Lean Hogs CME 10:10-14:00 40K lbs. c/lb. G,J,M,N,Q,V,Z 2.5 points ($10) 1 pt=$4
Live Cattle CME 10:05-14:00 40K lbs. c/lb. G,J,M,Q,V,Z 2.5 points ($10) 1 pt=$4
Pork Bellies CME 10:10-14:00 40K lbs. c/lb. G,H,K,N,Q 2.5 points ($10) 1 pt=$4

Metals

Copper COMX 8:10-14:00 25K lbs. c/lb. F,H,K,N,U,Z 5 pts= $12.50 1 cent =$250
Gold COMX 8:20-14:30 100 oz. $/oz. G,J,M,Q,V, 10 pts=$10 $1=$100
Palladium NYMX 8:10-14:20 100 oz. $/oz. H,M,U,Z 5 pts=$5 1 pt=$1
Platinum NYMX 8:20-14:30 50 oz. $/oz. F,J,N,V 10 pts=$5 1 pt=$0.50
Silver COMX 8:25-14:25 5K oz. c/oz. F,H,K,N,U,Z 50 pts=$25 1 cent=$50

Mini Contracts

Corn CBOT 10:30-14:45 1K bu. c/bu. H,K,N,U,Z 1/4c/bu ($2.50) 1 cent=$1
Oats CBOT 10:30-14:45 1K bu. c/bu. H,K,N,U,Z 1/4c/bu ($2.50) 1 cent=$10
Soybeans CBOT 10:00-14:15 1K bu. c/bu. F,H,K,N,Q, 1/4c/bu ($2.50 1 cent=$10
Soybean Meal CBOT 10:00-14:15 50 tons F,H,K,N,Q,U, .10/ton ($2) 1 pt=$0.50
Wheat CBOT 10:40-14:15 1K bu. c/bu. H,K,N,U,Z 1/4c/bu ($2.50) 1 cent=$10
Feeder Cattle CME 10:05-13:00 10,000 lbs F,H,J,K,Q,U, 0.001 ($10.00) 1 pt=$10
Lean Hogs CME 10:10-13:00 10,000 lbs G,J,M,N,Q, 0.001 ($10.00) 1 pt=$10
Live Cattle CBOT 9:45-14:15 20K lbs. c/lb. G,J,M,Q,V,Z .00025 ($5) 1 pt=$2
Revised Hogs CBOT 9:45-14:15 20K lbs. c/lb. G,J,M,N,Q, .00025 ($5) 1 pt=$2
Eurodollars CBOT 8:20-15:00 $500K E$ H,M,U,Z .005 ($6.25) 1 pt=$12.50
Canadian $ CBOT 8:20-15:00 50K CD H,M,U,Z .0001 ($5) 1 pt=$5
Gold 1 K CBOT 8:20-14:30 32.15 oz. $/oz. G,J,M,Q,V,Z .10/oz. ($3.215) $1=$32.15
Silver 1000 oz. CBOT 8:25-14:25 1K oz. c/oz. G,J,M,Q,V,Z .005/oz. ($5) 1 cent=$10
Platinum CBOT 8:20-14:30 25 oz. $/oz. F,J,N,V .10/oz. ($2.50) 1 pt=$0.25

Market Symbols

INDEXES SYMBOLS

E-mini Nasdaq EN
NYSE Composite YX
S&P 500 SP
E-mini S&P ES
Value Line VL
Mini Value Line MV
CRB Index NK
Goldman Index GS
Mild Cap MD
Nasdaq 100 NQ
Russel 2000 RT
Dow Jones DJ
Internet Index IS
Dow Jones $5 Multiplier YM
Dow Jones $2 Multiplier YJ

GRAINS/OILS SYMBOLS

Corn C
Mid-Am Corn XC
Oats O
Mid-Am-Oats XO
Soybeans S
Mid-Am Soybeans XS
Soymeal SM
Mid-Am-Soymeal XE
Soybean Oil BO
Mid-Am-Oil XR
Wheat W
Wheat (mini) XM
Kanas City Wheat KW
Rough Rice NR
Flaxseed WF

METALS SYMBOL

Copper HG
Gold GC
Gold/Kilo Kl
Mid-Am New York Gold XK
Platinum PL
Palladium PA
Silver/5000 OX SI
Silver/1000 (CBT) AG
Mid-Am New York Silver XY
New York Gold YG
New York Silver Yl

MEATS SYMBOLS

Feeder Cattle FC
Live Cattle LC
Mid-Am Cattle XL
Boneless Beef BB
Lean Hog LH
Mid-Am Hogs XH
Pork Bellies PB
Fresh Bellies FB

FOOD/FIBERS/LUMBERS SYMBOL

Cocoa CO
Coffee "C" KC
Cotton #2 CT
Orange Juice OJ
Sugar #11 SB
Lumber LB FB
Fluid Milk DA

CURRENCIES SYMBOLS

Swiss Franc SF
Japanese Yen JY
British Pound BP
Canadian Dollar CD
French Franc FR
Mexican Peso ME
Brazilian Real BR
US Dollar Index DX
Euro EC

ENERGIES SYMBOL

Crude Oil CL
Unleaded Gas HU
Heating Gas HO
Natural Gas NG

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#1 01-01-2008, 03:42 PM
Leth Super Moderator Join Date: Oct 2007 Posts: 621	Contract Specifics Contract Specs Commodity Exchange Trading Hours - Contract Size - Delivery Methods - Minimum Fluctuation - Point Value Currencies Australian Dollar IMM 8:20-15:00 100K AD H,M,U,Z .0001 ($10) 1 pt=$10 British Pound IMM 8:20-15:00 62.5K BP H,M,U,Z .0002 ($12.50) 1 pt=$6.25 Canadian Dollar IMM 8:20-15:00 100K CD H,M,U,Z .0001 ($10) 1 pt=$10 Deutsche Mark IMM 8:20-15:00 125K DM H,M,U,Z .0001 ($12.50) 1 pt=$12.50 Euro- Currency IMM 8:20-15:00 125K Euros H,M,U,Z .0001 ($12.50) 1 pt=$12.50 Japanese Yen IMM 8:20-15:00 12.5mil YEN H,M,U,Z .000001 ($12.50) 1 pt=$12.50 Mexican Peso IMM 8:20-15:00 500K MP H,M,U,Z .00001 ($5) 1 pt=$5 Swiss Franc IMM 8:20-15:00 125K SF H,M,U,Z .0001 ($12.50) 1 pt=$12.50 Dairy Butter (Gr.AA) CME 10:30-14:10 40000 lbs. All 0.00024($10.00) 1 pt=$4 Class IV Milk CME 10:20-14:10 200,000 lbs. All 0.01 ($20.00) 1 pt=$20 Milk CME 10:40-14:10 2000 lbs. All 0.01 ($20.00) 1 pt=$20 Exotics Cocoa NYBT 8:30-13:30 10mtns. $/mtn. H,K,N,U,Z $1/ton 1pt=$10 Coffee NYBT 9:15-13:35 37.5k lbs. $/lb. H,K,N,U,Z .0005 ($18.25) 1pt=$3.75 Cotton NYBT 10:30-14:40 50K lbs. c/lb. H,K,N,V,Z .001 ($5) 1pt=$5 Lumber CME 9:00-13:05 110k bdft.$/bdft. F,H,K,N,U,X .10/1K ($11) 1pt= $.10 Orange Juice NYBT 10:15-14:15 15K lbs. c/lb. F,H,K,N,U, .0005 ($7.50) 1pt=$1.5 Sugar #11 NYBT 9:30-13:20 112K lbs. c/lb. H,K,N,V .0001 ($11.20) 1pt= 11.20 Financials 3Mo Eurodollars CME 8:20-15:00 $1mil. E$ H,M,U,Z .005 ($12.50) 1 pt=$25 3Mo Euroyen CME 8:20-15:00 ¥100mil. yen H,M,U,Z .01 (¥2,500) 1 pt=¥2,500 Libor 1Mo CME 8:20-15:00 $3 mil. All .005 ($12.50) 1 pt=$25 F-Funds 30 Day CBOT 8:20-15:00 $5 mil. All .005 ($20.835) 1 pt=$41.67 US T-Bonds CBOT 8:20-15:00 $100K bond H,M,U,Z 1/32 ($31.25) 1/32=$31.25 T-Notes 10 yrs CBOT 8:20-15:00 $100K note H,M,U,Z 1/64 ($15.625) 1/64=$15.625 T-Notes 5 yrs CBOT 8:20-15:00 $100K note H,M,U,Z 1/64 ($15.625) 1/64=$15.625 T-Notes 2 yrs CBOT 8:20-15:00 $200K note H,M,U,Z 1/128 ($15.625) 1/128=$15.625 90 Day T-Bills CME 8:20-15:00 $1mil. bill H,M,U,Z .01 ($25) 1 pt=$25 Fuels Crude Oil NYMX 9:45-15:10 1K bbl. $/bbl. All .01/bbl. ($10) 1 pt=$10 Heating Oil NYMX 9:50-15:10 42K gal. $/gal All .0001 ($4.20) 1 pt=$4.20 Natural Gas NYMX 10:00-15:10 10K mm/btu All .10 ($10) 1 pt=$10 Unleaded Gas NYMX 9:50-15:10 42K gal. $/gal. All .0001 ($4.20) 1 pt=$4.20 Grains Corn CBOT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50 Oats CBOT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50 Rough Rice* CBOT 10:15-14:30 2K klbs. $/klb F,H,K,N,U, .005klb ($12.50) 1 cent=$20 Soybean CBOT 10:30-14:15 5K bu. c/bu. F,H,K,N,Q, U,X 1/4C ($12.50) 1 cent=$50 Soybean Meal CBOT 10:30-14:15 100tns $/tn F,H,K,N,Q, U,V,Z .10/tn $10 1 pt=$1 Soybean Oil CBOT 10:30-14:15 60K lbs. c/lb F,H,K,N,Q, U,V,Z 1/100 cent 1 pt=$6 Wheat CBOT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50 Wheat KCBT 10:30-14:15 5K bu. c/bu. H,K,N,U,Z 1/4C ($12.50) 1 cent=$50 Indices CRB Index NYBT 9:10-16:15 $500X Index val. F,G,U,X .05 pt ($25) 1pt=$5 Dow Jones Ind CBOT 9:00-16:15 $10 X Index val. H,M,U,Z .01 pt ($10) 1pt=$10 E-Mini S & P CME 8:30-15:15 $50X Index val. H,M,U,Z .05 pt ($2.50) 1pt=$0.5 E-Mini Nsdq 100 CME 8:30-15:15 $20X Index val. H,M,U,Z .50 pt ($10.00) 1pt=$0.2 Muni Bond Ind CBOT 8:20-15:00 $1000X Ind val. H,M,U,Z 1/32 ($31.25) 1/32= NASDAQ 100 CME 9:30-16:15 $100X Index val. H,M,U,Z .05 pt ($5) 1pt=$5 NIKKEI 225 CME 9:00-16:15 $5X AVE. H,M,U,Z 5 pts ($25) 1pt=$5 NYSE Stock NYBT 9:30-16:15 $500X Index val. H,M,U,Z .05 pt ($25) 1pt=$5 S & P 500 CME 9:30-16:15 $250X Index val. H,M,U,Z .10 pt ($25) 1pt=$2.50 US Dollar Index NYBT 8:20-15:00 $100X Ind val. H,M,U,Z .01 pt($10) 1pt=$10 Livestock Feeder Cattle CME 10:05-14:00 50K lbs. c/lb. F,H,J,Q,U,V,X 2.5 points ($12.50) 1 pt=$5 Lean Hogs CME 10:10-14:00 40K lbs. c/lb. G,J,M,N,Q,V,Z 2.5 points ($10) 1 pt=$4 Live Cattle CME 10:05-14:00 40K lbs. c/lb. G,J,M,Q,V,Z 2.5 points ($10) 1 pt=$4 Pork Bellies CME 10:10-14:00 40K lbs. c/lb. G,H,K,N,Q 2.5 points ($10) 1 pt=$4 Metals Copper COMX 8:10-14:00 25K lbs. c/lb. F,H,K,N,U,Z 5 pts= $12.50 1 cent =$250 Gold COMX 8:20-14:30 100 oz. $/oz. G,J,M,Q,V, 10 pts=$10 $1=$100 Palladium NYMX 8:10-14:20 100 oz. $/oz. H,M,U,Z 5 pts=$5 1 pt=$1 Platinum NYMX 8:20-14:30 50 oz. $/oz. F,J,N,V 10 pts=$5 1 pt=$0.50 Silver COMX 8:25-14:25 5K oz. c/oz. F,H,K,N,U,Z 50 pts=$25 1 cent=$50 Mini Contracts Corn CBOT 10:30-14:45 1K bu. c/bu. H,K,N,U,Z 1/4c/bu ($2.50) 1 cent=$1 Oats CBOT 10:30-14:45 1K bu. c/bu. H,K,N,U,Z 1/4c/bu ($2.50) 1 cent=$10 Soybeans CBOT 10:00-14:15 1K bu. c/bu. F,H,K,N,Q, 1/4c/bu ($2.50 1 cent=$10 Soybean Meal CBOT 10:00-14:15 50 tons F,H,K,N,Q,U, .10/ton ($2) 1 pt=$0.50 Wheat CBOT 10:40-14:15 1K bu. c/bu. H,K,N,U,Z 1/4c/bu ($2.50) 1 cent=$10 Feeder Cattle CME 10:05-13:00 10,000 lbs F,H,J,K,Q,U, 0.001 ($10.00) 1 pt=$10 Lean Hogs CME 10:10-13:00 10,000 lbs G,J,M,N,Q, 0.001 ($10.00) 1 pt=$10 Live Cattle CBOT 9:45-14:15 20K lbs. c/lb. G,J,M,Q,V,Z .00025 ($5) 1 pt=$2 Revised Hogs CBOT 9:45-14:15 20K lbs. c/lb. G,J,M,N,Q, .00025 ($5) 1 pt=$2 Eurodollars CBOT 8:20-15:00 $500K E$ H,M,U,Z .005 ($6.25) 1 pt=$12.50 Canadian $ CBOT 8:20-15:00 50K CD H,M,U,Z .0001 ($5) 1 pt=$5 Gold 1 K CBOT 8:20-14:30 32.15 oz. $/oz. G,J,M,Q,V,Z .10/oz. ($3.215) $1=$32.15 Silver 1000 oz. CBOT 8:25-14:25 1K oz. c/oz. G,J,M,Q,V,Z .005/oz. ($5) 1 cent=$10 Platinum CBOT 8:20-14:30 25 oz. $/oz. F,J,N,V .10/oz. ($2.50) 1 pt=$0.25 Market Symbols INDEXES SYMBOLS E-mini Nasdaq EN NYSE Composite YX S&P 500 SP E-mini S&P ES Value Line VL Mini Value Line MV CRB Index NK Goldman Index GS Mild Cap MD Nasdaq 100 NQ Russel 2000 RT Dow Jones DJ Internet Index IS Dow Jones $5 Multiplier YM Dow Jones $2 Multiplier YJ GRAINS/OILS SYMBOLS Corn C Mid-Am Corn XC Oats O Mid-Am-Oats XO Soybeans S Mid-Am Soybeans XS Soymeal SM Mid-Am-Soymeal XE Soybean Oil BO Mid-Am-Oil XR Wheat W Wheat (mini) XM Kanas City Wheat KW Rough Rice NR Flaxseed WF METALS SYMBOL Copper HG Gold GC Gold/Kilo Kl Mid-Am New York Gold XK Platinum PL Palladium PA Silver/5000 OX SI Silver/1000 (CBT) AG Mid-Am New York Silver XY New York Gold YG New York Silver Yl MEATS SYMBOLS Feeder Cattle FC Live Cattle LC Mid-Am Cattle XL Boneless Beef BB Lean Hog LH Mid-Am Hogs XH Pork Bellies PB Fresh Bellies FB FOOD/FIBERS/LUMBERS SYMBOL Cocoa CO Coffee "C" KC Cotton #2 CT Orange Juice OJ Sugar #11 SB Lumber LB FB Fluid Milk DA CURRENCIES SYMBOLS Swiss Franc SF Japanese Yen JY British Pound BP Canadian Dollar CD French Franc FR Mexican Peso ME Brazilian Real BR US Dollar Index DX Euro EC ENERGIES SYMBOL Crude Oil CL Unleaded Gas HU Heating Gas HO Natural Gas NG __________________ Nothing is more difficult than the art of maneuvering for advantageous positions. - Sun-Tzu Trade with the trend, Ride winners, Cut losers, Keep bets small, Use Stops - Old School Last edited by Leth : 01-01-2008 at 03:46 PM.