


|
Contract Specifications
Monthly Symbols
| Jan |
Feb |
Mar |
Apr |
May |
Jun |
| F |
G |
H |
J |
K |
M |
| Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| N |
Q |
U |
V |
X |
Z |
|
|
- Currencies
- Energies
- Financials
- Grains
- Indices
- Meats
- Metals
- Softs
- Spreads
| Market Group - Currencies |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Aussie Dollar |
6A |
CME |
100K AD |
H,M,U,Z |
0.0001 / $10.00 |
| Aussie Dollar (Pit) |
AD |
CME |
100K AD |
H,M,U,Z |
0.0001 / $10.00 |
| Brazilian Real |
6L |
CME |
100K BR |
All |
0.0001 / $10.00 |
| Brazilian Real (Pit) |
BR |
CME |
100K BR |
All |
0.0001 / $10.00 |
| British Pound |
6B |
CME |
62.5K BP |
H,M,U,Z |
0.0001 / $6.25 |
| British Pound (Pit) |
BP |
CME |
62.5K BP |
H,M,U,Z |
0.0001 / $6.25 |
| British Pound/Japanese Yen Cross Rate |
PJY |
CME |
125K Pounds |
H, M, U, Z |
.01 / 1250 JPY |
| Canadian Dollar |
6C |
CME |
100K CD |
H,M,U,Z |
0.0001 / $10.00 |
| Canadian Dollar (Pit) |
CD |
CME |
100K CD |
H,M,U,Z |
0.0001 / $10.00 |
| Chinese Renminbi |
RMB |
CME |
1mil Renminbi |
All |
0.0001 / $10.00 |
| E-Mini Euro FX |
E7 |
CME |
62.5K € |
H,M,U,Z |
0.01 / $6.25 |
| E-Mini J-YEN |
J7 |
CME |
6.25 mil ¥ |
H,M,U,Z |
0.001 / $6.25 |
| Euro FX Currencies |
6E |
CME |
125K € |
H,M,U,Z |
0.01 / $12.50 |
| Euro FX Currencies (Pit) |
EC |
CME |
125K € |
H,M,U,Z |
0.01 / $12.50 |
| Euro FX/BP Cross |
RP |
CME |
125K € |
H,M,U,Z |
0.000025 / 3.125 BP |
| Euro FX/JY Cross |
RY |
CME |
125K € |
H,M,U,Z |
0.005 / 625 ¥ |
| Euro FX/SF Cross |
RF |
CME |
125K € |
H,M,U,Z |
0.00005 / 6.25 SF |
| Japanese Yen |
6J |
CME |
12.5 mil ¥ |
H,M,U,Z |
0.001 / $12.50 |
| Japanese Yen (Pit) |
JY |
CME |
12.5 mil ¥ |
H,M,U,Z |
0.001 / $12.50 |
| Mexican Peso |
6M |
CME |
500K MP |
All |
0.000025 / $12.50 |
| Mexican Peso (Pit) |
MP |
CME |
500K MP |
All |
0.000025 / $12.50 |
| New Zealand Dollar |
6N |
CME |
100K NZ |
H,M,U,Z |
0.0001 / $10.00 |
| New Zealand Dollar (Pit) |
NE |
CME |
100K NZ |
H,M,U,Z |
0.0001 / $10.00 |
| Russian Ruble |
6R |
CME |
2.5 mil RU |
H,M,U,Z |
0.00001 / $25.00 |
| Russian Ruble (Pit) |
RU |
CME |
2.5 mil RU |
H,M,U,Z |
0.00001 / $25.00 |
| South African Rand |
6Z |
CME |
500K SAR |
All |
0.000025 / $12.50 |
| South African Rand (Pit) |
RA |
CME |
500K SAR |
All |
0.000025 / $12.50 |
| Swiss Franc |
6S |
CME |
125K SF |
H,M,U,Z |
0.0001 / $12.50 |
| Swiss Franc (Pit) |
SF |
CME |
125K SF |
H,M,U,Z |
0.0001 / $12.50 |
| US Dollar Index |
DX-M |
ICE |
$1000 X Index Value |
H,M,U,Z |
0.005 / $5.00 |
| Market Group - Energies |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Crude Oil |
GCL |
CME |
1K bbl |
All |
0.01 / $10.00 |
| Crude Oil (Penultimate) |
WS |
CME |
1K bbl |
All |
0.01 / $10.00 |
| Crude Oil TAS |
CLT |
CME |
1K bbl |
All |
0.01 / $10.00 |
| Gulf Coast Gasoline |
GLR |
CME |
42K gal |
All |
0.0001 / $4.20 |
| Gulf Coast Ultra Low Sulfur Diesel |
GLU |
CME |
42K gal |
All |
0.0001 / $4.20 |
| Heating Oil |
GHO |
CME |
42K gal |
All |
0.0001 / $4.20 |
| Heating Oil Penult. |
BH |
CME |
42K gal |
All |
0.0001 / $4.20 |
| Heating Oil TAS |
HOT |
CME |
42K gal |
All |
0.0001 / $4.20 |
| HH Natural Gas TAS |
NGT |
CME |
10000 mmBtu |
All |
0.001 / $10.00 |
| ICE (RBOB) Gasoline Futures |
RBOB-M |
ICE |
42K gal |
All |
0.0001 / $4.20 |
| ICE (RBOB) Gasoline Futures |
RBOB-Q |
ICE |
42K gal |
H,M,U,Z |
0.0001 / $4.20 |
| ICE Brent Crude Futures Monthly |
NSEA-M |
ICE |
1000 bbl/month |
All |
0.01 / $10.00 |
| ICE Brent Crude Futures Quarterly |
NSEA-Q |
ICE |
1000 bbl/month |
H,M,U,Z |
0.01 / $10.00 |
| ICE Brent Crude Futures Yearly |
NSEA-Y |
ICE |
1000 bbl/month |
Z |
0.01 / $10.00 |
| ICE Gasoil Futures |
ARA-M |
ICE |
100 tons/month |
All |
0.25 / $25.00 |
| ICE Gasoil Futures |
ARA-Q |
ICE |
100 tons/month |
H,M,U,Z |
0.25 / $25.00 |
| ICE Heating Oil Futures Monthly |
NYH-M |
ICE |
1000 bbl/month |
All |
0.0001 / $4.20 |
| ICE Heating Oil Futures Quarterly |
NYH-Q |
ICE |
1000 bbl/month |
H,M,U,Z |
0.0001 / $4.20 |
| ICE WTI Crude Monthly Futures |
WTI-M |
ICE |
1000 bbl/month |
All |
0.01 / $10.00 |
| ICE WTI Crude Quarterly Futures |
WTI-Q |
ICE |
1000 bbl/month |
H,M,U,Z |
0.01 / $10.00 |
| ICE WTI Crude Yearly Futures |
WTI-Y |
ICE |
1000 bbl/month |
Z |
0.01 / $10.00 |
| miNY Crude Oil |
QM |
CME |
500 barrels |
All |
0.025 / $12.50 |
| miNY Heating Oil |
QH |
CME |
21K gal |
All |
0.001 / $21.00 |
| miNY Natural Gas |
QG |
CME |
2500 mm/Btu |
All |
0.005 / $12.50 |
| miNY RBOB Gasoline |
QU |
CME |
21K gal |
All |
0.001 / $21.00 |
| Natural Gas |
GNG |
CME |
10000 mmBtu |
All |
0.001 / $10.00 |
| Natural Gas (Last-Day) |
HH |
CME |
10000 mmBtu |
All |
0.001 / $10.00 |
| Natural Gas (Penultimate) |
HP |
CME |
10000 mmBtu |
All |
0.001 / $10.00 |
| New York Harbor Ultra Low Sulfur Diesel |
GLH |
CME |
42K gal |
All |
0.0001 / $4.20 |
| RBOB Gasoline |
GRB |
CME |
42K gal |
All |
0.0001 / $4.20 |
| RBOB Gasoline (Penultimate) |
RT |
CME |
42K gal |
All |
0.0001 / $4.20 |
| RBOB Gasoline TAS |
RBT |
CME |
42K gal |
All |
0.0001 / $4.20 |
| Market Group - Financials |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| 10 Yr US T-Note |
ZN |
eCBOT |
$100K note |
H,M,U,Z |
1/64 / $15.625 |
| 10 Yr US T-Note (Pit) |
TY |
CBOT |
$100K note |
H,M,U,Z |
1/64 / $15.625 |
| 2 Yr T-Note |
ZT |
eCBOT |
$200K note |
H,M,U,Z |
1/128 / $15.625 |
| 2 Yr T-Note (Pit) |
TU |
CBOT |
$200K note |
H,M,U,Z |
1/128 / $15.625 |
| 3 Month Eurodollar |
ED.GB |
LIFFE |
€20,000 |
ALL |
0.01 / $200 |
| 3 Month EuroSwiss |
EURCHF |
LIFFE |
SFr 1,000,000 |
H,M,U,Z |
0.01 / SFr25 |
| 3 Month Euroyen Tibor |
EY3TB |
LIFFE |
¥100 million |
H,M,U,Z |
0.005 / ¥1,250 |
| 30 Yr US T-Bonds |
ZB |
eCBOT |
$100K bond |
H,M,U,Z |
1/32 / $31.25 |
| 30 Yr US T-Bonds (Pit) |
US |
CBOT |
$100K bond |
H,M,U,Z |
1/32 / $31.25 |
| 5 Yr T-Note |
ZF |
eCBOT |
$100K note |
H,M,U,Z |
1/64 / $15.625 |
| 5 Yr T-Note (Pit) |
FV |
CBOT |
$100K note |
H,M,U,Z |
1/64 / $15.625 |
| Euribor |
ER |
LIFFE |
100K € |
H,M,U,Z |
0.005 / €12.50 |
| Euro Dollar |
GE |
CME |
$1 mil |
H,M,U,Z |
0.01 / $25.00 |
| Euro Dollar (Pit) |
ED |
CME |
$1 mil |
H,M,U,Z |
0.01 / $25.00 |
| EuroBobl |
FGBM |
EUREX |
100K € |
H,M,U,Z |
0.005 / € 5.0 |
| EuroBund |
FGBL |
EUREX |
100K € |
H,M,U,Z |
0.01 / € 10.0 |
| Eurozone HICP |
HC |
CME |
10,000€ X Index Value |
ALL |
0.01 / 100€ |
| Fed Fund 30 Day |
ZQ |
eCBOT |
$5 mil |
All |
0.005 / $20.835 |
| Fed Fund 30 Day (Pit) |
FF |
CBOT |
$5 mil |
All |
0.005 / $20.835 |
| Libor Futures |
GLB |
CME |
$3 mil |
All |
0.005 / $12.50 |
| Libor Futures (Pit) |
EM |
CME |
$3 mil |
All |
0.005 / $12.50 |
| Schatz |
FGBS |
EUREX |
100K € |
H,M,U,Z |
0.005 / €5.00 |
| Short Sterling |
STERL |
LIFFE |
£500,000 |
H,M,U,Z |
0.005 / £6.25 |
| Three-Month Euribor |
FEU3 |
LIFFE |
1M € |
H,M,U,Z |
0.005 / €12.50 |
| Market Group - Grains |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Corn |
ZC |
eCBOT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Corn (Pit) |
C |
CBOT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Ethanol |
ZE |
eCBOT |
29k gal |
All |
1/10 / $29.00 |
| Hard Red Spring Wheat |
MWE |
MGE |
5,000 bu |
H, K, N, U, Z |
1/4 / $12.50 |
| Hard Red Winter Wheat |
KE |
KCBT |
5,000 bu |
H, K, N, U, Z |
1/4 / $12.50 |
| Hard Red Winter Wheat (Pit) |
KW |
KCBT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Mini Corn |
XC |
eCBOT |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
| Mini Corn (Pit) |
YC |
CBOT |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
| Mini Soybeans |
XB |
eCBOT |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
| Mini Soybeans (Pit) |
YK |
CBOT |
1,000 bu |
F,H,K,N,Q,U,X |
1/8 / $1.25 |
| Mini Wheat |
XW |
eCBOT |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
| Mini Wheat (Pit) |
YW |
CBOT |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
| Oats |
ZO |
eCBOT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Oats (Pit) |
O |
CBOT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Rough Rice |
ZR |
eCBOT |
2,000 cwt |
F,H,K,N,U,X |
0.005 / $10.00 |
| Rough Rice (Pit) |
RR |
CBOT |
2,000 cwt |
F,H,K,N,U,X |
0.005 / $10.00 |
| Soybean Oil |
ZL |
eCBOT |
60K lbs |
F,H,K,N,Q,U,V,Z |
1/100 / $6.00 |
| Soybean Oil (Pit) |
BO |
CBOT |
60K lbs |
F,H,K,N,Q,U,V,Z |
1/100 / $6.00 |
| Soybeans |
ZS |
eCBOT |
5,000 bu |
F,H,K,N,Q,U,X |
1/4 / $12.50 |
| Soybeans (Pit) |
S |
CBOT |
5,000 bu |
F,H,K,N,Q,U,X |
1/4 / $12.50 |
| Soymeal |
ZM |
eCBOT |
100 tons |
F,H,K,N,Q,U,V,Z |
0.10 / $10.00 |
| Soymeal (Pit) |
SM |
CBOT |
100 tons |
F,H,K,N,Q,U,V,Z |
0.10 / $10.00 |
| Wheat |
WHT |
LIFFE |
100 tonnes |
F,H,K,N,X |
5 / £5 |
| Wheat |
ZW |
eCBOT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Wheat (Pit) |
W |
CBOT |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
| Market Group - Indices |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Big DJIA ($25 multiplier) |
DD |
eCBOT |
$25 x Index value |
H,M,U,Z |
1 / $25.00 |
| CAC 40 |
FCE |
Euronext |
€36,000 |
H,M,U,Z |
0.5 / €5 |
| CRB Reuters Index (Pit) |
CR |
NYBOT |
$500 x Index value |
F,G,J,M,Q,X |
0.05 / $25.00 |
| DAX |
FDAX |
EUREX |
€25 X Index Value |
H,M,U,Z |
0.5 / €12.50 |
| DJ Euro STOXX 50 |
FESX |
EUREX |
€10 X Index Value |
H,M,U,Z |
1 / €10.00 |
| DJ Real Estate Index |
RE |
eCBOT |
$100 x index value |
H,M,U,Z |
0.10 / $10.00 |
| DJ STOXX 50 |
FSTX |
EUREX |
€10 X Index Value |
H,M,U,Z |
1 / €10.00 |
| DJIA |
ZDJ |
eCBOT |
$10 x Index value |
H,M,U,Z |
1 / $10.00 |
| DJIA (Pit) |
DJ |
CBOT |
$10 x Index value |
H,M,U,Z |
1 / $10.00 |
| E-Mini NASDAQ |
NQ |
CME |
$20 x Index value |
H,M,U,Z |
0.25 / $5.00 |
| E-Mini Russell 2000® |
ER2 |
CME |
$100 x Index value |
H,M,U,Z |
0.10 / $10.00 |
| E-Mini S&P |
ES |
CME |
$50 x Index value |
H,M,U,Z |
0.25 / $12.50 |
| E-mini S&P MIDCAP 400 |
EMD |
CME |
$100 X Index Value |
H,M,U,Z |
0.1 / $10.00 |
| FTSE 100 |
FTSE |
LIFFE |
£10 per index point |
H,M,U,Z |
0.5 / £5 |
| FTSE EuroTop 100 |
E100 |
LIFFE |
€20 per index point |
H,M,U,Z |
0.5 / €10 |
| FTSE250 |
FTSE250 |
LIFFE |
€10 per index point |
H,M,U,Z |
0.5 / €5 |
| FTSEuroFirst 100 |
EF100 |
LIFFE |
€10 per index point |
H,M,U,Z |
0.5 / €5 |
| FTSEuroFirst 80 |
EF80 |
LIFFE |
€10 per index point |
H,M,U,Z |
0.5 / €5 |
| MDAX futures |
F2MX |
EUREX |
€5 X Index Value |
H,M,U,Z |
1 / €5.00 |
| Mini DJIA 5 |
YM |
eCBOT |
$5 X Index Value |
H,M,U,Z |
1 / $5.00 |
| Mini Russell 1000 |
RSM-M |
ICE |
$100 x Index Value |
H,M,U,Z |
0.05 / $5.00 |
| Mini S&P Smallcap 600 |
SMC |
CME |
$100 x Index Value |
H,M,U,Z |
0.10 / $10.00 |
| Mini S&P/MIB |
ESMIB |
IDEM |
€1 X Index |
H,M,U,Z |
5 / €5.00 |
| MSCI Euro Index Futures |
MSCI |
LIFFE |
€20 per index point |
H,M,U,Z |
0.1 / €2 |
| MSCI PAN-Euro |
MSCIP |
LIFFE |
€20 per index point |
H,M,U,Z |
0.1 / €2 |
| NASDAQ |
ZND |
CME |
$100 x Index value |
H,M,U,Z |
0.25 / $25.00 |
| NASDAQ (Pit) |
ND |
CME |
$100 x Index value |
H,M,U,Z |
0.25 / $25.00 |
| Nikkei 225 |
NKD |
CME |
$5 x Index Value |
H,M,U,Z |
5 / $25.00 |
| Nikkei 225 CME (Pit) |
NK |
CME |
$5 x Index Value |
H,M,U,Z |
5 / $25.00 |
| Nikkei 225 CME (Yen) |
NIY |
CME |
500¥ X Index Value |
H,M,U,Z |
1¥ / 500 ¥ |
| Russell 1000 |
RS-M |
ICE |
$500 x Index Value |
H,M,U,Z |
0.05 / $25.00 |
| Russell 2000® |
ZRL |
CME |
$500 X Index value |
H,M,U,Z |
0.05 / $25.00 |
| Russell 2000® (Pit) |
RL |
CME |
$500 X Index value |
H,M,U,Z |
0.05 / $25.00 |
| S&P 500 |
ZSP |
CME |
$250 x Index value |
H,M,U,Z |
0.10 / $25.00 |
| S&P 500 (Pit) |
SP |
CME |
$250 x Index value |
H,M,U,Z |
0.10 / $25.00 |
| S&P Midcap 400 |
ZMD |
CME |
$500 x Index value |
H,M,U,Z |
0.05 / $25.00 |
| S&P Midcap 400 (Pit) |
MD |
CME |
$500 x Index value |
H,M,U,Z |
0.05 / $25.00 |
| S&P/MIB |
SPMIB |
IDEM |
€5 X Index |
H,M,U,Z |
5 / €25.00 |
| Market Group - Meats |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Feeder Cattle |
GF |
CME |
50K lbs |
F,H,J,Q,U,V,X |
0.00025 / $12.50 |
| Feeder Cattle (Pit) |
FC |
CME |
50K lbs |
F,H,J,Q,U,V,X |
0.00025 / $12.50 |
| Lean Hogs |
HE |
CME |
40K lbs |
G,J,K,M,N,Q,V,Z |
0.00025 / $10.00 |
| Lean Hogs (Pit) |
LH |
CME |
40K lbs |
G,J,K,M,N,Q,V,Z |
0.00025 / $10.00 |
| Live Cattle |
LE |
CME |
40K lbs |
G,J,M,Q,V,Z |
0.00025 / $10.00 |
| Live Cattle (Pit) |
LC |
CME |
40K lbs |
G,J,M,Q,V,Z |
0.00025 / $10.00 |
| Pork Bellies |
GPB |
CME |
40K lbs |
G,H,K,N,Q |
0.00025 / $10.00 |
| Pork Bellies (Pit) |
PB |
CME |
40K lbs |
G,H,K,N,Q |
0.00025 / $10.00 |
| Market Group - Metals |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Aluminum |
GAL |
CME |
44K ibs |
All |
0.05 / $22.00 |
| Asian Gold |
QS |
CME |
1,000 g |
All |
0.005 / $5.00 |
| Asian Palladium |
QT |
CME |
500 g |
All |
0.01 / $5.00 |
| Asian Platinum |
QR |
CME |
500 g |
All |
0.01 / $5.00 |
| COMEX miNY Copper |
QC |
CME |
12,500 lbs |
All |
0.002 / $25.00 |
| COMEX miNY Gold |
QO |
CME |
50 oz |
F,G,J,M,Q,V,Z |
0.25 / $12.50 |
| COMEX miNY Silver |
QI |
CME |
2,500 oz |
F,G,H,K,N,U,Z |
0.0125 / $31.25 |
| Copper |
GHG |
CME |
25K lbs |
All |
0.05 / $12.50 |
| Gold |
GGC |
CME |
100 oz |
G,J,M,Q,V,Z |
0.1 / $10.00 |
| Gold |
ZG |
eCBOT |
100 oz |
G,J,M,Q,V,X,Z |
0.10 / $10.00 |
| London Copper Grade A |
LK |
CME |
5 tons |
All |
0.25 / $1.25 |
| London Primary Aluminium |
LA |
CME |
10 tons |
All |
0.50 / $5.00 |
| London SHG Zinc |
LZ |
CME |
10 tons |
All |
0.50 / $5.00 |
| Mini Gold |
ZYG |
eCBOT |
33.2 oz |
All |
0.1 / $3.32 |
| Mini Silver |
YI |
eCBOT |
1,000 oz |
All |
0.001 / $1.00 |
| Palladium |
GPA |
CME |
100 oz |
H,M,U,Z |
0.05 / $5.00 |
| Platinum |
GPL |
CME |
50 oz |
F,J,N,V |
0.1 / $5.00 |
| Silver |
GSI |
CME |
5,000 oz |
F,H,K,N,U,Z |
0.005 / $25.00 |
| Silver |
ZI |
eCBOT |
5,000 oz |
F,H,K,N,U,V,X,Z |
.001 / $5.00 |
| Uranium |
UX |
NYMEX |
250 lbs |
All |
0.05 / $12.50 |
| Market Group - Softs |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| Canola Oil |
RS2-M |
ICE |
20 tonnes |
F,H,K,N,Z |
0.10 / $2.00 |
| Cocoa |
CC-M |
ICE |
10 tons |
H,K,N,U,Z |
1 / $10.00 |
| Cocoa |
COA |
LIFFE |
10 tonnes |
H,K,N,U,Z |
1 / £10 |
| Coffee |
KC-M |
ICE |
37.5k lbs |
H,K,N,U,Z |
0.0005 / $18.75 |
| Cotton |
CT-M |
ICE |
50k lbs |
H,K,N,V,Z |
0.0001 / $5.00 |
| Cotton |
TT |
CME |
50k lbs |
H,K,N,V,Z |
0.0001 / $5.00 |
| Lumber (Pit) |
LB |
CME |
110K board feet |
F,H,K,N,U,X |
0.10 / $11.00 |
| Milk Class III |
DA |
CME |
200K lbs |
All |
0.01 / $20.00 |
| Orange Juice |
OJ-M |
ICE |
15k lbs |
H,K,N,U,X |
0.0005 / $7.50 |
| Raw Sugar |
RSU |
LIFFE |
112k lbs |
H,K,N,V |
0.01 / $11.20 |
| Robusta Coffee |
COF |
LIFFE |
5 tonnes |
F,H,K,N,U,X |
1 / $5.00 |
| Robusta Coffee |
KR-M |
ICE |
37.5K lbs |
H,K,N,U,Z |
.05 / $18.75 |
| Sugar No. 11 |
SB-M |
ICE |
112k lbs |
H,K,N,V |
0.0001 / $11.20 |
| Western Barley |
AB-M |
ICE |
20 tonnes |
H,K,N,V,Z |
0.10 / $2.00 |
| White Sugar |
WSG |
LIFFE |
50 tonnes |
H,K,Q,V,Z |
0.1 / $5.00 |
| Spread Group - Calendar |
| Name |
Symbol |
Exchange |
Size |
Months |
Tick |
| 10 Year US Treasury Note Cal Spd |
ZN# |
eCBOT |
$100K note |
H,M,U,Z |
1/64 ($15.625) |
| 100 oz. Gold Cal Spd |
ZG# |
eCBOT |
100 oz. |
G,J,M,Q,V,X,Z |
.10/troy ($10.00) |
| 2 Year US Treasury Note Cal Spd |
ZT# |
eCBOT |
$200K note |
H,M,U,Z |
1/128 ($15.625) |
| 3 Month EURIBOR Cal Spd |
FEU3# |
LIFFE |
100K € |
H,M,U,Z |
.005 (€12.50) |
| 30 Day Fed Fund Cal Spd |
ZQ# |
eCBOT |
$5 mil |
All |
.005 ($20.835) |
| 30 Year US Treasury Bond Cal Spd |
ZB# |
eCBOT |
$100K bond |
H,M,U,Z |
1/32 ($31.25) |
| 5 Year US Treasury Note Cal Spd |
ZF# |
eCBOT |
$100K note |
H,M,U,Z |
1/64 ($15.625) |
| 5000 oz. Silver Cal Spd |
ZI# |
eCBOT |
5000 OZ. |
F,H,K,N,U,V,X,Z |
.001/troy ($5.00) |
| Aluminum Cal Spd |
GAL# |
CME |
44,000 LBS |
All |
0.05 |
| Asian Gold Cal Spd |
QS# |
CME |
1,000 grams |
All |
.005/gram |
| Asian Palladium Cal Spd |
|