Спецификации контрактов
Grains | ||||||||
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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 |
Exchanges | Months | |||
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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. |
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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 |