Спецификации контрактов



Фьючерсный
контракт
Биржа Время торгов
(Chicago)(1)
Время торгов
(МСК)
Размер
контракта
Месяцы Символ Мин. изменение
цены (тика)
Размер
контракта
Financial
Eurodollar (3 Month) CME 7:20–2:00 16:20–23:00 1 mil E H,M,U,Z ED .005 ($12.50) 1 pt.= $25.00
Euroyen (3 Month) CME 7:20–2:00 16:20–23:00 100 mil Y H,M,U,Z ED .005 (1,250 Y) 1 pt.= 1,250.00 Y
Federal Funds (30 Day) CBOT 7:20–2:00 16:20–23:00 $5 mil All Months FF,RFF .005 ($20.835) 1 pt.= $41.67
Libor (1 Month) CME 7:20–2:00 16:20–23:00 $3 mil All Months EM,REM .005 ($12.50) 1 pt.= $25.00
T-Bills (90 Day) CME 7:20–2:00 16:20–23:00 1 mil Bills H,M,U,Z TB,RTB .01 ($25.00) 1 pt.= $25.00
T-Notes (2 Years) CBOT 7:20–2:00 16:20–23:00 $200,000 note H,M,U,Z TU,RTU 1/128 ($15.625) 1/128= $15.625
T-Notes (5 Years) CBOT 7:20–2:00 16:20–23:00 $100,000 note H,M,U,Z FV,RFV 1/64 ($15.625) 1/64= $15.625
T-Notes (10 Years) CBOT 7:20–2:00 16:20–23:00 $100,000 note H,M,U,Z TY,TYD 1/64 ($15.625) 1/64= $15.625
US T-Bonds CBOT 7:20–2:00 16:20–23:00 $100,000 note H,M,U,Z US,USD 1/32 ($31.25) 1/32= $31.25
Currencies
Australian Dollar IMM 7:20–2:00 16:20–23:00 100,000 AD H,M,U,Z AD,RAD .0001 ($10.00) 1 pt= $10.00
Brazilian Real IMM 7:20–2:00 16:20–23:00 100,000 BR H,M,U,Z BR .00005 ($5.00) 1 pt.= $10.00
British Pound IMM 7:20–2:00 16:20–23:00 62,500 BP H,M,U,Z BP,RBP .0002 ($12.50) 1 pts.= $6.25
Canadian Dollar IMM 7:20–2:00 16:20–23:00 100,000 CD H,M,U,Z CD,RCD .0001 ($10.00) 1 pt. = $10.00
Czeck Koruna IMM 7:20–2:00 16:20–23:00 4 mil CK H,M,U,Z CZ,CZK .000002 ($8.00) 1 pt.= $4.00
Eurodollar IMM 7:20–2:00 16:20–23:00 $125,000 H,M,U,Z EC,REC .0001 ($12.50) 1 pt.= $12.50
Eurodollar (E-Mini) IMM 5:00 PM — 4:00 PM 02:00–01:00 $62,500 H,M,U,Z E7 .0001 ($6.25) 1 pt.= $6.25
Hungarian Forint IMM 7:20–2:00 16:20–23:00 30 mil HF H,M,U,Z FR,HUF .0000002 ($6.00) 1 pt.= $3.00
Japanese Yen IMM 7:20–2:00 16:20–23:00 12.5 mil Yen H,M,U,Z JY,RJY .000001 ($12.50) 1 pt.= $12.50
Japanese Yen (E-Mini) IMM 5:00 PM — 4:00 PM 02:00–01:00 6.25 mil Yen H,M,U,Z J7 .000001 ($6.25) 1 pt.= $6.25
Mexican Peso IMM 7:20–2:00 16:20–23:00 500,000 MP H,M,U,Z Mp,RME .000001 1 pt.= $5.00
New Zealand Dollar IMM 7:20–2:00 16:20–23:00 100,000 NZD H,M,U,Z NE .0001 ($10.00) 1 pt.= ($10.00)
Norwegian Krone IMM 5:00PM-4:00PM 02:00–01:00 2 mil NKr H,M,U,Z UN,NOK .00001 ($20.00) 1 pt.= $20.00
Polish Zloty IMM 7:20–2:00 16:20–23:00 500,000 PZ H,M,U,Z PZ,PLN .00002 ($10.00) 1 pt.= $5.00
Russian Ruble IMM 7:20–2:00 16:20–23:00 2.5 mil RR H,M,U,Z RU .00001 ($25.00) 1 pt.= $25.00
South African Rand IMM 7:20–2:00 16:20–23:00 500,000 SAR H,M,U,Z RA .000025 ($12.50) 1 pt.= $5.00
Swedish Krona IMM 5:00PM-4:00PM 02:00–01:00 2 mil SKr H,M,U,Z SE,SEK .00001 ($20.00) 1 pt.= $20.00
Swiss Franc IMM 7:20–2:00 16:20–23:00 125,000 SF H,M,U,Z E1,SF .0001 ($12.50) 1 pt.= $12.50
Indicies
CRB Index NYBT 9:00–1:30 18:00–22:30 $200 x Index Value H,M,U,X CR .05 pt. ($25.00) 1 pt.= $10.00
Dow Jones Ind CBOT 7:20–3:15 16:20–00:15 $10 x Index Value H,M,U,Z NDJ,DJ .01 pt. ($10.00) 1 pt.= $10.00
Mini Dow Jones Ind e-CBOT 3:15–00:00 12:15–9:00 $5 x Index Value H,M,U,Z YM .01 pt. ($5.00) 1 pt.= $5.00
Muni Bond Index CBOT 7:20–2:00 16:20–23:00 $1,000 x Index Value H,M,U,Z MB 1/32 ($31.25) 1/32= $31.25
NASDAQ 100 CME 8:30–3:15 17:30–00:15 $100 x Index Value H,M,U,Z ND,RNQ .05 pt. ($5.00) 1 pt.= $5.00
NASDAQ 100 (E-Mini) CMEE 5:00PM-3:15PM 02:00–00:15 $20 x Index Value H,M,U,Z NQ .5 pt. ($10.00) 1 pt.= $.20
Nikkei 225 CME 8:00–3:15 17:30–00:15 $5 x Ave H,M,U,Z NK 5 pts. ($25.00) 1 pt.= $5.00
NYSE Stock Index NYBT 8:30–3:15 17:30–00:15 $50 x Index H,M,U,Z YU .05 pt. ($25.00) 1 pt.= $5.00
Russell 2000 (E-Mini) IOM 8:30–3:15 17:30–00:15 $100 x Index Value H,M,U,Z ER .1 ($10.00) 1 pts.= $1.00
S&P 500 CME 8:30–3:15 17:30–00:15 $250 x Index H,M,U,Z SP,RSP .1 pt. ($25.00) 1 pt.= $2.50
S&P 500 (E-Mini) CME 5:00–3:15PM 5:00–3:15PM $50 x Index H,M,U,Z ES .05 pt. ($2.50) 1 pt.= $.50
US Dollar Index NYBT 6:00PM-9:00PM 03:00–06:00 $1000 x Index H,M,U,Z DX .01 pt. ($10.00) 1 pt.= $10.00
Dairy
Butter CME 9:30–1:10 18:30–22:10 40,000 lbs H,K,N,U,V,Z DB .00025 ($10.00) 1 pt.= $4.00
Milk (Class III) CME 9:30–1:10 18:30–22:10 200,000 lbs All DA .01 ($20.00) 1 pt.= $4.00
Milk (Class IV) CME 9:20–1:10 18:20–22:10 200,000 lbs 18 consecutive
months
DK .01 ($20.00) 1 pt.= $20.00
Non-fat Dry Milk CME 9:40–1:20 18:40–22:20 44,000 lbs All Months NF .00025 ($11.00) 1 pt.= $4.40
Grains
Corn CBOT 9:30–1:15 18:30–22:15 5,000 bu H,K,N,U,Z NC,C 1/4° C ($12.50) 1 ct= $50.00
Corn (E-Mini) CBOT 9:30–1:45 18:30–22:45 1,000 bu H,K,N,U,Z XC 1/4° C ($2.50) 1 ct= $10.00
Wheat CBOT 9:30–1:15 18:30–22:15 5,000 bu H,K,N,U,Z MW 1/4° C ($12.50) 1/4 pt.= $50.00
Wheat (E-Mini) CBOT 9:30–1:45 18:30–22:45 1,000 bu H,K,N,U,Z MW 1/4° C ($12.50) 1 ct= $10.00
Wheat KCBT 9:30–1:15 18:30–22:15 5,000 bu H,K,N,U,Z XW 1/4° C ($2.50) 1 ct= $10.00
Wheat (Hard) MGE 9:30–1:15 18:30–22:15 5,000 bu H,K,N,U,Z HW 1/4° C/bu ($12.50) 1 pt.= $12.50
Wheat (Hard Red Spring) MGE 9:30–1:15 18:30–22:15 5,000 bu All Months MW 1/4° C ($12.50) 1 pt.= $50.00
Oats CBOT 9:30–1:15 18:30–22:15 5,000 bu H,K,N,U,Z NO,O 1/4° C ($12.50) 1 ct= $50.00
Rough Rice CBOT 9:30–1:15 18:30–22:15 2,000 klbs F,H,K,N,U NNR,NR .005 klb ($12.50) 1 ct= $20.00
Soybean CBOT 9:30–1:15 18:30–22:15 5,000 bu F,H,K,N,Q,U,X NS,S 1/4° C ($12.50) 1 ct= $50.00
Soybean (E-Mini) CBOT 9:30–1:45 18:30–22:45 1,000 bu F,H,K,N,Q,U,Z XS 1/4° C ($2.50) 1 ct= $10.00
Soybean Meal CBOT 9:30–1:15 18:30–22:15 100 tons F,H,K,N,Q,U,V,Z NSM,SM .10/ton ($10.00) 1 pt.= $1.00
Soybean Oil CBOT 9:30–1:15 18:30–22:15 60,000 lbs F,H,K,N,Q,U,V,Z NBO,BO 1/100 cent 1 pt.= $6.00
Livestock
Feeder Cattle CME 9:05–1:00 18:05–22:00 50,000 lbs F,H,J,K,Q,U,V,X FC 2.5 pts. ($12.50) 1 pt.= $5.00
Feeder Cattle (E-Mini) CME 9:05–1:00 18:05–22:00 10,000 lbs F,H,J,Q,U,V,X FM .001 ($10.00) 1 pt.= $10.00
Live Cattle CME 9:05–1:00 18:05–22:00 40,000 lbs G,J,M,Q,V,Z LC 2.5 ($10.00) 1 pt.= $4.00
Lean Hogs CME