Спецификации контрактов

Grains
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
ZW Wheat CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST HKNUZ 5,000 bushels 1/4 cent per bushel ($12.50 per contract) $1,320/1,200 $50
ZC Corn CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST HKNUZ 5,000 bushels 1/4 cent per bushel ($12.50 per contract) $990/900 $50
ZS Soybeans CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST FHKNQUX 5,000 bushels 1/4 cent per bushel ($12.50 per contract) $1,650/1,500 $50
ZM Soybean Meal CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST FHKNQUVZ 100 tons (2,000 pounds per ton) 10 cents per ton ($10.00 per contract) $1,320/1,200 $100
ZL Soybean Oil CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST FHKNQUVZ 60,000 pounds 0.01 points ($6.00 per contract) $880/800 $600
ZO Oats CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST HKNUZ 5,000 bushels 1/4 cent per bushel ($12.50 per contract) $770/700 $50
ZR Rough Rice CBOT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST FHKNUX 2,000 cwt 1/2 cent per cwt ($10.00 per contract) $1,485/1,350 $2,000
KE Hard Red Wheat KCBT 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:20p.m. (Sun-Fri) CST HKNUZ 5,000 bushels 1/4 cent per bushel ($12.50 per contract) $1,430/1,300 $50
MW Spring Wheat MGEX 7:00p.m. - 7:45a.m. and 8:30a.m. - 1:30p.m. (Sun-Fri) CST HKNUZ 5,000 bushels 1/4 cent per bushel ($12.50 per contract) $1,560/1,200 $50
RS Canola WCE 7:00p.m. - 1:20p.m. (Sun-Fri) CST FHKNX 1 contract 20 tonnes (5 contracts 1 board lot) CAD $0.10 per tonne (CAD $2.00 per contract) $484/440 $20
Softs
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
CC Cocoa ICEUS 3:45a.m. - 12:30p.m. CST HKNUZ 10 metric tonnes (22,046 pounds) $1.00 per metric tonne ($10.00 per contract) $1,650/1,500 $10
KC Coffee ICEUS 3:15a.m. - 12:30p.m. CST HKNUZ 37,500 pounds (approximately 250 bags) 0.05 cents per pound ($18.75 per contract) $2,640/2,400 $375
CT Cotton #2 ICEUS 8:00p.m. - 1:20p.m. CST HKNVZ 50,000 pounds (approximately 100 bales) 0.01 cents per pound ($5.00 per contract) $1,265/1,150 $500
SB Sugar #11 ICEUS 2:30a.m. - 12:00p.m. CST FHKNV 112,000 pounds (50 long tonnes) 0.01 cents per pound ($11.20 per contract) $1,478.40/1,344 $1,120
OJ Orange Juice ICEUS 7:00a.m. - 1:00p.m. CST FHKNUX 15,000 pounds 0.05 cents per pound ($7.50 per contract) $1,650/1,500 $150
LB Lumber CME 9:00a.m. - 4:00p.m. Mon-Thur, 5:00p.m. - 1:55p.m. Fri CST FHKNUX 110,000 board foot 10 cents per thousand board feet ($11.00 per contract) $1,540/1,400 $110
KT CME Coffee NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) CST HKNUZ 37,500 pounds (approximately 250 bags) 0.05 cents per pound ($18.75 per contract) $4,125/3,750 $375
KA CME Sugar #11 NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) CST FHKNV 112,000 pounds (50 long tonnes) 0.01 cents per pound ($11.20 per contract) $1,320/1,200 $1,120
CJ CME Cocoa NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) CST HKNUZ 10 metric tonne (22,046 pounds) $1.00 per metric tonne ($10.00 per contract) $1,320/1,200 $10
KG CME Cotton #2 NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) CST HKNVZ 50,000 pounds (approximately 100 bales) 0.01 cent per pound ($5.00 per contract) $1,540/1,400 $500
Meats
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
GF Feeder Cattle CME 8:30a.m. - 1:05p.m. CST FHJKQUVX 50,000 pounds 0.025 cents per pound ($12.50 per contract) $3,712.50/3,375 $500
LE Live Cattle CME 8:30a.m. - 1:05p.m. CST GJMQVZ 40,000 pounds 0.025 cents per pound ($10.00 per contract) $1,980/1,800 $400
HE Lean Hogs CME 8:30a.m. - 1:05p.m. CST GJKMNQVZ 40,000 pounds 0.025 cents per pound ($10.00 per contract) $1,320/1,200 $400
DL Class III Milk CME 5:00p.m. - 4:00p.m. Sun-Thur, 5:00p.m. - 1:55p.m. Fri CST FGHJKMNQUVXZ 200,000 pounds 0.01 per hundredweight ($20.00 per contract) $1,430/1,300 $2,000
Metals
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
GC Gold COMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 7:20a.m. - 12:30p.m.) CST GJMQVZ 100 fine troy ounces 0.10 (10 cents) per troy ounce ($10.00 per contract) $4,950/4,500 $100
SI Silver COMEX 7:25a.m. to 12:25p.m. (Globex 5:00p.m. - 4:00p.m. (Sun-Fri)) CST HKNUZ 5,000 troy ounces $0.005 per troy ounce ($25.00 per contract) (Settlement $0.001) $5,720/5,200 $5,000
HG High Grade Copper COMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 7:10a.m. - 12:00p.m.) CST HKNUZ 25,000 pounds $0.0005 per pound ($12.50 per contract) $3,135/2,850 $25,000
PL Platinum NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 7:20a.m. - 12:05p.m.) CST FJNV 50 troy ounces 0.10 (10 cents) per troy ounce ($5.00 per contract) $2,310/2,100 $50
PA Palladium NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 7:30a.m. - 12:00p.m.) CST HMUZ 100 troy ounces 0.05 (5 cents) per troy ounce ($5.00 per contract) $4,620/4,200 $100
Energies
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
CL Crude Oil WTI NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 8:00a.m. - 1:30p.m.) CST FGHJKMNQUVXZ 1,000 U.S. barrels (42,000 gallons) 1 cent per barrel ($10.00 per contract) $3,850/3,500 $1,000
QA Crude Oil Brent (F) NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ 1,000 barrels (42,000 gallons) 1 cent per barrel ($10.00 per contract) $3,850/3,500 $1,000
HO ULSD NY Harbor NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 8:00a.m. - 1:30p.m.) CST FGHJKMNQUVXZ 42,000 gallons $0.0001 (0.01 cent) per gallon ($4.20 per contract) $4,620/4,200 $42,000
NG Natural Gas NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 8:00a.m. - 1:30p.m.) CST FGHJKMNQUVXZ 10,000 MMBtu (million British thermal units) 0.1 cent per MMBtu ($10.00 per contract) $1,980/1,800 $10,000
RB Gasoline RBOB NYMEX 5:00p.m. - 4:00p.m. (Sun-Fri) (RTH 8:00a.m. - 1:30p.m.) CST FGHJKMNQUVXZ 42,000 gallons/td> $0.0001 (0.01 cent) per gallon ($4.20 per contract) $4950/,4500 $42,000
ZK Ethanol Futures CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ 29,000 U.S. gallons 1/10 cent per gallon ($29.00 per contract) $2,711.50/2,465 $29,000
Currencies
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
DX U.S. Dollar Index ICEUS 7:00p.m. - 4:00p.m. (5:00p.m. start on Sunday) CST HMUZ $1,000 times Index 0.005 points ($5.00 per contract) $2,200/2,000 $1,000
B6 British Pound CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ GBP 62,500 0.0001 points ($6.25 per contract) $2,255/2,050 $62,500
D6 Canadian Dollar CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ CAD 100,000 0.0001 points ($10.00 per contract) $1,705/1,550 $100,000
J6 Japanese Yen CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ JPY 12,500,000 0.0000005 points ($6.25 per contract) $2,970/2,700 $125,000
S6 Swiss Franc CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ SF125,000 0.0001 points ($12.50 per contract) $4,400/4,000 $125,000
E6 Euro FX CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ EUR 125,000 0.00005 points ($6.25 per contract) $3,905/3,550 $125,000
A6 Australian Dollar CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ AUD 100,000 0.0001 points ($10.00 per contract) $1,980/1,800 $100,000
M6 Mexican Peso CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ MXN 500,000 0.000010 points ($5.00 per contract) $2,035/1,850 $500,000
N6 New Zealand Dollar CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ NZD 100,000 0.0001 points ($10.00 per contract) $2,565/1,900 $100,000
T6 South African Rand CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ ZAR 500,000 0.000025 points ($12.50 per contract) $1,980/1,800 $500,000
L6 Brazilian Real CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ BRL 100,000 0.0001 points ($10.00 per contract) $3,300/3,000 $100,000
R6 Russian Ruble CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ RUB 500,000 0.000005 points ($5.00 per contract) $7,480/6,800 $500,000
Indicies
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
ES E-Mini S&P 500 GBLX 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $50 times Index 0.25 points ($12.50 per contract) $5,225/4,750 $50
NQ E-Mini Nasdaq 100 GBLX 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $20 times Index 0.25 points ($5.00 per contact) $5,280/4,800 $20
YM DJIA mini-sized CBOTM 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $5 times Index 1 point ($5.00 per contract) $4,290/3,900 $5
RJ Russell 2000 Mini ICEUS 7:00p.m. - 3:15p.m. (5:00p.m. start on Sunday) CST HMUZ $100 times Index 0.1 points ($10.00 per contract) $5,940/5,400 $100
EW E-Mini S&P Midcap GBLX 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $100 times Index 0.10 points ($10.00 per contract) $7,370/6,700 $100
VI CBOE S&P 500 VIX CFE 5:00p.m. - 3:15p.m. (Sun) and 3:30p.m. - 3:15p.m. (Mon-Thurs) CST FGHJKMNQUVXZ $1000 times Index 0.05 points ($50.00 per contract) $6,215/5,650 $1,000
GD S&P GSCI CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ $250 times Index 0.05 points ($12.50 per contract) $7,700/6,999 $250
Financial
Symbol Contract Exchange Trading Hours Months Contract Size Tick Value Margin / Maintenance Point Value
GE Eurodollar CME 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ $1,000,000 0.005 points ($12.50 per contract) $467.50/425 $2,500
ZB T-Bond CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $100,000 32nds of a point ($31.25 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points $4,400/4,000 $1,000
UD Ultra T-Bond CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $100,000 32nds of a point ($31.25 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points $5,280/4,800 $1,000
ZN 10-Year T-Note CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $100,000 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 $1,485/1,350 $1,000
ZF 5-Year T-Note CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $100,000 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 $990/900 $1,000
ZT 2-Year T-Note CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST HMUZ $200,000 One quarter 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 $715/650 $2,000
ZQ 30-Day Fed Funds CBOT 5:00p.m. - 4:00p.m. (Sun-Fri) CST FGHJKMNQUVXZ $5,000,000 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) $341/310 $4,167

 

ExchangesMonths
CBOT: Chicago Board of Trade F = Jan G = Feb H = Mar J = Apr
CME: Chicago Mercantile Exchange K = May M = Jun N = Jul Q = Aug
COMEX: Commodity Exchange, Inc. U = Sep V = Okt X = Nov Z = Dec
GLOBEX: CME Electronic

Информация собрана из источников, считающихся надежными, но мы не можем нести ответственность за любые неточности или полноту этой информации.

ECBOT: CBOT ELECTRONIC
IMM: INTERNATIONAL MONETARY MARKET (DIV. OF CME)
IOM: INDEX AND OPTIONS MARKET (DIV. OF CME)
KCBT: KANSAS CITY BOARD OF TRADE
NYME: NEW YORK MERCANTILE EXCHANGE
WPG: WINNIPEG COMMODITY EXCHANGE