FUTURES

EXCH

SIZE

MONTHS TRADED

LOCAL TRADING HOURS

MIN. FLUCTUATION

DAILY LIMIT

Currencies:

           

Australian Dollar

CME

A$100,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01’/AD = $10.00 (b)

None

Aust. Dollar/Canadian $ NYBOT A$200,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 01’/CD = $20.00  
Aust. Dollar/NZ Dollar NYBOT A$200,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0001 = NZ$20 None
Aust. Dollar/Jap. Yen NYBOT A$200,000 H, M, U, Z 3:00–9:05; 9:05–15:00; 19:00-22:00 .01 = ₯2,000 None
Aust. Dollar/US$ NYBOT A$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .0001 = $20.00 None
Brazilian Real CME BR100,000 All 12 months 7:20–14:00; Globex 17:00–16:00 (d) .005’=$5.00 None

British Pound

CME

£62,500

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01’/£ = $6.25

None

British Pound/Jap. Yen NYBOT £125,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .01 = ₯1,250 None
British Pound/Swiss Franc NYBOT £125,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .01 = CHF12.50 None
British Pound/US$ NYBOT £125,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .0001 = $12.50 None

Canadian Dollar

CME

C$100,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01’/CD = $10.00 (b)

None

Canadian $/Japanese Yen NYBOT C$200,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .01 = ₯2,000.00 None

Euro FX

CME

€125,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01’/€ = $12.50 (b)

None

Euro FX E-Mini

CME

€62,500

H, M, U, Z

Globex2 17:00–16:00 (d)

.01’/€ = $6.25 (b)

None

Euro FX/Japanese Yen

CME

€125,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01€/₯ = ₯1,250.00 (b)

None

Euro/ Australian Dollar NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0001 = AD10 None
Euro/ BP Futures CME €125,000 H, M, U, Z 7:20–14:00; Globex 17:00–16:00 (d) .00005 = BP 6.25 (b) None
Euro/Czech Koruna NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .001 = 100.00 Koruna None
Euro/Hungarian Forint NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .01 = 1,000.00 Forints None

Euro/Japanese Yen

NYBOT

€100,000

H, M, U, Z

3:00–9:05; 9:05-15:00; 19:00-22:00

.01 = ₯1,000.00

None

Euro/Swedish Krona NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0005 = 50 Krona None
Euro/Swiss Franc NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0001 = CHF10 None
Euro/British Pound NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0001 = £10 None
Euro/Norwegian Krone NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0005 = N.krone50 None
Euro/Canadian Dollar NYBOT €100,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .0001 = Can.$10 None
Euro/US$ NYBOT €100,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 0001 = $10.00 None

Japanese Yen

CME

₯12,500,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.0001’/₯ = $12.50 (b)

None

Large Euro/US$ NYBOT €200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 0001 = $20.00 None

Mexican Peso

CME

M.P.500,000

All 12 months

7:20–14:00; Globex 17:00–16:00 (d)

.0025’/MP = $12.50 (b)

None

New Zealand Dollar

CME

NZ$100,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01’/NZ$ = $10.00 (b)

None

New Zealand Dollar/US$ NYBOT NZ$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .0001 = US$20 None
Russian Ruble CME RR 2,500,000 H, M, U, Z 7:20–14:00; Globex 17:00–16:00 (d) .00001 = $25.00 (b) None

South African Rand

CME

SAR500,000

All 12 months

7:20–14:00; Globex 17:00–16:00 (d)

.0025’/SAR = $12.50 (b)

None

Swiss Franc

CME

CHF125,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01’/SF = $12.50 (b)

None

Swiss Franc/Jap. Yen NYBOT CHF200,000 H, M, U, Z 3:00–9:05; 9:05-15:00; 19:00-22:00 .01 = ₯2,000 None
U.S.$/Czech Koruna NYBOT US$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .001 =200 Koruna None
U.S.$/Hungarian Forint NYBOT US$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .01 = Forint2000 None
U.S.$/Jap. Yen NYBOT US$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .01 = ₯2,000 None
U.S.$/SouthAfr. Rand NYBOT US$100,000 All 12 months 3:00–8:05; 8:05-15:00; 19:00-22:00 .0005 = SAR50 None
U.S.$/Swedish Krona NYBOT US$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 .0001 =20 Krona None
U.S.$/Swiss Franc NYBOT US$200,000 H, M, U, Z 3:00–8:05; 8:05-15:00; 19:00-22:00 0001 = CHF20 None
U.S.Dollar KOFEX US$50,000 All 12 months 9:00-16:00 .1 = KRW5,000 None

Energy:

           

Crude Oil–Brent

IPE

1,000 barrels

All 12 months

14:00–19:30; Elect. 2:00–22:00

US1’/barrel = $10.00

None

Crude Oil–Brent NYM 1,000 barrels All 12 months 10:00–14:30, ACCESS (e) ; 10:00–19:30 Dublin 1’/barrel = $10.00 None

Crude Oil–Light Sweet

NYM

1,000 barrels

All 12 months

10:00–14:30; ACCESS (e)

1’/barrel = $10.00

Pls. consult exchange

Crude Oil-e-miNY

NYM

500 barrels

All 12 months

10:00–14:30; 15:15–17:30; 18:00–9:30(m)

2.5’/barrel = $12.50

Pls. consult exchange

Crude Oil TOCOM 100 kl. All 12 months 9:00–11:00; 12:30–15:30 ₯10/kl.= ₯1,000.00 Pls. consult exchange

Gas Oil

IPE

100 met. tons

All 12 months

9:15–17:27; Elect. 2:00–22:00

US25’/ton = $25.00

None

Gas Oil TOCOM 100 kl. All 12 months 9:00–11:00; 12:30–15:30 ₯10/kl.= ₯1,000.00 Pls. consult exchange

Gasoline

TOCOM

100 kl.

All 12 months

9:00–11:00; 12:30–15:30

₯10/kl.= ₯1,000.00

Pls. consult exchange

Gas NY–unleaded

NYM

42,000 gallons

All 12 months

10:05–14:30; ACCESS (e)

.01’/gal. = $4.20

Pls. consult exchange

Heating Oil

NYM

42,000 gallons

All 12 months

10:05–14:30; ACCESS (e)

.01’/gal. = $4.20

Pls. consult exchange

Kerosene TOCOM 100 kl. All 12 months 9:00–11:00; 12:30–15:30 ₯10/kl.= ₯1,000.00 Pls. consult exchange

Natural Gas

IPE

1,000thrms/ctrdy

All 12 months

8:00–17:00 (daily contr. 8:00–16:00)

.01p/therm

None

Natural Gas-e-miNY

NYM

5,000 mmBtu

All 12 months

10:00–14:30; 15:15–17:30;18:00–9:30 (m)

$.005 mmBtu = $25.00

None

Nat. Gas–Henry Hub

NYM

10,000 mmBtu

All 12 months

10:00–14:30; ACCESS (e)

.1’/mmBtu = $10.00

Pls. consult exchange

Propane

NYM

42,000 gallons

All 12 months

9:20–13:10; ACCESS (g)

.01’/gallon = $4.20

Pls. consult exchange

Food and Fiber:

           

Cocoa

NYBOT

10 metric tons

H, K, N, U, Z

8:00–11:50

$1/ton = $10.00

None

Cocoa

LIFFE

10 tonnes

H, K, N, U, Z

LIFFE CONNECT 9:30–16:50

£1/tonne = £10.00

None

Coffee “C”

NYBOT

37,500 lbs.

H, K, N, U, Z

9:15–12:30

.05’/lb. = $18.75

None

Coffee–Robusta

LIFFE

5 tonnes

F, H, K, N, U, X

LIFFE CONNECT 9:40–16:55

$1/tonne = $5.00

None

Cotton #2

NYBOT

50,000 lbs.

H, K, N, V, Z

10:30–14:15

.01’/lb. = $5.00 (j)

3’/lb.=$1,500 (b)

Milk-Class III

CME

200,000 lbs.

All 12 months

9:40–13:10

$.01/cwt. = $20.00

0.75’/lb.=$1,500

Orange Juice–1 and A

NYBOT

15,000 lbs.

F, H, K, N, U, X

10:00–13:30

.05’/lb. = $7.50

5’/lb. = $750

Orange Juice–B NYBOT 15,000 lbs F, H, K, N, U, X 12:30–14:45 .05’/lb. = $7.50 10’/lb. = $1500

Sugar #11

NYBOT

112,000 lbs.

H, K, N, V

9:00–12:00

.01’/lb. = $11.20

None

Sugar #14

NYBOT

112,000 lbs.

F, H, K, N, U, X

8:40–11:58 (k)

.01’/lb. = $11.20

None

Sugar–White

LIFFE

50 tonnes

H, K, Q, V, Z

LIFFE CONNECT 9:45–17:30

$.10/tonne = $5.00

None

Grains and Oilseeds:

         

Barley–Western

WCE

20 tonnes

H, K, N, V, Z

9:30–13:15

C$.10/ton = C$2.00

C$7.50/ton = C$150

Canola

WCE

20 tonnes

F, H, K, N, U, X

9:30–13:15

C$.10/ton = C$2.00

C$30/tonne = C$600

Corn

CBT

5,000 bu.

H, K, N, U, Z

9:30–13:15; electronic 19:30–6:00 (i)

Ό’/bu. = $12.50

20’/bu. = $1,000 (a)

Corn-mini-sized

CBT

1,000 bu.

H, K, N, U, Z

9:30–13:45

Ή/8’/bu. = $1.25

20’/bu. = $200

Corn ENP 50 metric tons F, H, M, Q, X 10:45–18:30 CTE €0.25/m. ton = €12.50 €4.00/metric ton

Oats

CBT

5,000 bu.

H, K, N, U, Z

9:30–13:15; electronic 19:33–6:00 (i)

Ό’/bu. = $12.50

20’/bu. = $1,000 (a)

Rapeseed ENP 50 metric tons G, K, Q, X 10:45–18:30 CTE €0.5/m. ton = €12.50 €10.00/metric ton

Rice–Rough

CBT

2,000 cwt.

F, H, K, N, U, X

9:15–13:30; electronic 19:33–6:00 (i)

.5’/cwt. = $10.00

50’/cwt. = $1,000(a)

Soybeans

CBT

5,000 bu.

F, H, K, N, Q, U, X

9:30–13:15; electronic 19:31–6:00 (i)

Ό’/bu. = $12.50

50’/bu. = $2,500 (a)

Soybeans mini-sized

CBT

1,000 bu.

F, H, K, N, Q, U, X

9:30–13:45

Ή/8’/bu. = $1.25

50’/bu. = $500

Soybean Meal

CBT

100 tons

F, H, K, N, Q, U, V, Z

9:30–13:15; electronic 19:31–6:00 (i)

10’/ton = $10.00

$20/ton = $2,000 (a)

Soybean Oil

CBT

60,000 lbs.

F, H, K, N, Q, U, V, Z

9:30–13:15; electronic 19:31–6:00 (i)

.01’/lb. = $6.00

2’/lb. = $1,200 (a)

Wheat

CBT

5,000 bu.

H, K, N, U, Z

9:30–13:15; electronic 19:32–6:00 (i)

Ό’/bu. = $12.50

30’/bu. = $1,500 (a)

Wheat

KCBT

5,000 bu.

H, K, N, U, Z

9:30–13:15

Ό’/bu. = $12.50

30’/bu. = $1,500

Wheat LIFFE 100 tons F, H, K, N, U, X LIFFE CONNECT 10:00–16:45 .5£/ton = £5.00 None
Wheat-milling ENP 50 metric tons F, H, K, N, U, X 10:45–18:30 CET €0.25/m. ton = €12.50 €6.00/metric ton

Wheat-mini-sized

CBT

1,000 bu.

H, K, N, U, Z

9:30–13:45

Ή/8’/bu. = $1.25

30’/bu. = $300

Wheat–Feed

WCE

20 tonnes

H, K, N, V, Z

9:30–13:15

C$.10/ton = C$2.00

C$7.50/ton = C$150

Indexes:

           

CAC–40 Index

ENP

€10 x index

All 12 months

8:00–17:30; Globex 17:30–20:00

.5 =  €5.00

+/- 200 index points

CRB Reuters Index

NYBOT

$500 x index

F, G, J, M, Q, X

10:00–14:30

.05 = $25.00

None

DAX

EUREX

€25 x index

H, M, U, Z

8:50–20:00

.5 =  €12.50

None

DJIATM

CBT

$10 x DJIATM

H, M, U, Z

7:20–15:15; electronic 19:15–7:00 (i)

1 pt. = $10.00

Pls. consult exchange

DJ AIG Commodity Index

CBT $100 x index F, G, J, M, Q, V, Z 8:15–13:30 .1 pt. = $10.00 None
DJ Euro STOXX 50 EUREX €10 x index H, M, U, Z 8:50–20:00 .1 pt. = €10.00 None
DJ STOXX 50 EUREX €10 x index H, M, U, Z 8:50–20:00 .1 pt. = €10.00 None
Dow Jones Italy Titans 30 EUREX €10 x index H, M, U, Z 8:50–17:40 .1 pt. = €10.00 None

Dow mini-sized $5

CBT

$5.00 x DJIA ind.

H, M, U, Z

electronic 7:15-16:00

1pt. = $5.00

Pls. consult exchange

Dow TMI CBT $500 x index H, M, U, Z electronic 7:15-16:00 .05 = $25.00 Pls. consult exchange

GSCI

CME

$250 x index

All 12 months

8:45–13:40;Globex 17:00–13:40;14:00–16:00 (d)

.10 = $25.00

Pls. consult exchange

Hang Seng Index

HKEx

HK$50 x index

All 12 months

9:45–12:30; 14:30–16:15

1 pt. = HK$50.00

None

Hang Seng mini

HKEx

HK$10 x index

All 12 months

9:45–12:30; 14:30–16:15

1pt. = HK$10.00

None

Hard Winter Wheat Index MGE 5,000 bu. All 12 months 8:30-13:30; 14:00-16:00 Ό’/bu. = $12.50 30’/bu. = $1,500

IBEX-35

MEFF

€10 x index

All 12 months

9:00–17:35

1 pt. = €10.00

None

IBEX-35 Mini

MEFF

€1 x index

All 12 months

9:00–17:35

5 pt. = €5.00

None

KOSPI 200 KOFEX KRW500,000 x index H, M, U, Z 9:00–15:15 .05 =KRW25,000 Pls. consult exchange
MSCI Taiwan SGX US$100 x index All 12 months 8:45-13:45;Elec8:45-14:45; 16:00-19:00 .1 pt. = US$10 Pls. consult exchange
MSCI Singapore SGX S$200 x index All 12 months 8:45-12:35;14:00-17:15 .1 pt. = S$20 Pls. consult exchange
MSCI Euro/Pan-Euro LIFFE €20 x index H, M, U, Z LIFFE CONNECT 8:00–17:00 .1 pt. = €2.00 None

Muni-Note Index–10-Yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:04–16:00 (i)

Ή/32 = $31.25

None

NASDAQ 100

CME

$100 x index

H, M, U, Z

8:30–15:15; Globex 15:30–16:30; 17:00- 8:15 (d)