Contract Specifications

Currencies
Contract	Symbol	Exchange	Size	Months	Tick
Aussie Dollar	6A	CME	100K AUD	H,M,U,Z	0.0001 / $10.00
Aussie Dollar (Pit)	AD	CME	100K AUD	H,M,U,Z	0.0001 / $10.00
Brazilian Real	6L	CME	100K R$	All	0.0001 / $10.00
Brazilian Real (Pit)	BR	CME	100K R$	All	0.0001 / $10.00
British Pound	6B	CME	62.5K	H,M,U,Z	0.0001 / $6.25
British Pound (Pit)	BP	CME	62.5K	H,M,U,Z	0.0001 / $6.25
British Pound/Japanese Yen Cross Rate	PJY	CME	125K	H, M, U, Z	.01 / 1250
Canadian Dollar	6C	CME	100K $	H,M,U,Z	0.0001 / $10.00
Canadian Dollar (Pit)	CD	CME	100K $	H,M,U,Z	0.0001 / $10.00
Chinese Renminbi	RMB	CME	1mil	All	0.0001 / $10.00
E-Mini Euro FX	E7	CME	62.5K	H,M,U,Z	0.01 / $6.25
E-mini Japanese 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
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 CHF
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
Korean Won	KRW	CME	125,000,000 Korean Won	All Months	0.0000001 / $12.50
Mexican Peso	6M	CME	500K MXN	All	0.000025 / $12.50
Mexican Peso (Pit)	MP	CME	500K MXN	All	0.000025 / $12.50
Micro Australian Dollar	M6A	CME	10K AUD	H,M,U,Z	0.0001 / $1.00 AUD
Micro British Pound	M6B	CME	6,250	H,M,U,Z	0.0001 / $0.625
Micro Canadian Dollar	M6C	CME	10,000 CAD	H,M,U,Z	0.0001/1.00 CAD
Micro Euro FX	M6E	CME	12500	H,M,U,Z	0.0001 / $1.25
Micro Japeneese Yen	M6J	CME	10,000	H,M,U,Z	.01/100
Micro Swiss Franc	M6S	CME	10,000 CHF	H,M,U,Z	.0001/1.00 CHF
New Zealand Dollar	6N	CME	100K NZD	H,M,U,Z	0.0001 / $10.00
New Zealand Dollar (Pit)	NE	CME	100K NZD	H,M,U,Z	0.0001 / $10.00
Russian Ruble	6R	CME	2.5 mil RUB	H,M,U,Z	0.00001 / $25.00
Russian Ruble (Pit)	RU	CME	2.5 mil RUB	H,M,U,Z	0.00001 / $25.00
South African Rand	6Z	CME	500K ZAR	All	0.000025 / $12.50
South African Rand (Pit)	RA	CME	500K ZAR	All	0.000025 / $12.50
Swedish Krona	SEK	CME	2,000,000 Swedish Kronor	H,M,U,Z	0.00001 / $20.00
Swiss Franc	6S	CME	125K CHF	H,M,U,Z	0.0001 / $12.50
Swiss Franc (Pit)	SF	CME	125K CHF	H,M,U,Z	0.0001 / $12.50
Turkish Lira - Euro	TRE	CME	125K	H,M,U,Z	0.01 / 6.25
Turkish Lira - USD	TRY	CME	200K $	H,M,U,Z	0.01 / $10.00
US Dollar Index	DX-M	ICE	$1000 X Index Value	H,M,U,Z	0.005 / $5.00

Energies
Contract	Symbol	Exchange	Size	Months	Tick
Crude Oil	GCL	NYMEX	42K gal	All	0.01 / $10.00
Crude Oil (Penultimate)	WS	NYMEX	42K gal	All	0.01 / $10.00
Crude Oil TAS	CLT	NYMEX	42K gal	All	0.01 / $10.00
Gulf Coast Gasoline	GLR	NYMEX	42K gal	All	0.0001 / $4.20
Gulf Coast Ultra Low Sulfur Diesel	GLU	NYMEX	42K gal	All	0.0001 / $4.20
Heating Oil	GHO	NYMEX	42K gal	All	0.0001 / $4.20
Heating Oil Penult.	BH	NYMEX	42K gal	All	0.0001 / $4.20
Heating Oil TAS	HOT	NYMEX	42K gal	All	0.0001 / $4.20
HH Natural Gas TAS	NGT	NYMEX	10,000 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	42K gal	All	0.01 / $10.00
ICE Brent Crude Futures Quarterly	NSEA-Q	ICE	42K gal	H,M,U,Z	0.01 / $10.00
ICE Brent Crude Futures Yearly	NSEA-Y	ICE	42K gal	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	42K gal	All	0.0001 / $4.20
ICE Heating Oil Futures Quarterly	NYH-Q	ICE	42K gal	H,M,U,Z	0.0001 / $4.20
ICE WTI Crude Monthly Futures	WTI-M	ICE	42K gal	All	0.01 / $10.00
ICE WTI Crude Quarterly Futures	WTI-Q	ICE	42K gal	H,M,U,Z	0.01 / $10.00
ICE WTI Crude Yearly Futures	WTI-Y	ICE	42K gal	Z	0.01 / $10.00
miNY Crude Oil	QM	NYMEX	21K gal	All	0.025 / $12.50
miNY Heating Oil	QH	NYMEX	21K gal	All	0.001 / $21.00
miNY Natural Gas	QG	NYMEX	2,500 mmBtu	All	0.005 / $12.50
miNY RBOB Gasoline	QU	NYMEX	21K gal	All	0.001 / $21.00
Natural Gas	GNG	NYMEX	10,000 mmBtu	All	0.001 / $10.00
Natural Gas (Last-Day)	HH	NYMEX	10,000 mmBtu	All	0.001 / $10.00
Natural Gas (Penultimate)	HP	NYMEX	10,000 mmBtu	All	0.001 / $10.00
New York Harbor Ultra Low Sulfur Diesel	GLH	NYMEX	42K gal	All	0.0001 / $4.20
RBOB Gasoline	GRB	NYMEX	42K gal	All	0.0001 / $4.20
RBOB Gasoline (Penultimate)	RT	NYMEX	42K gal	All	0.0001 / $4.20
RBOB Gasoline TAS	RBT	NYMEX	42K gal	All	0.0001 / $4.20

Financials
Contract	Symbol	Exchange	Size	Months	Tick
10 Yr US T-Note	ZN	CME	$100K note	H,M,U,Z	1/64 / $15.625
10 Yr US T-Note (Pit)	TY	CME	$100K note	H,M,U,Z	1/64 / $15.625
2 Yr T-Note	ZT	CME	$200K note	H,M,U,Z	1/128 / $15.625
2 Yr T-Note (Pit)	TU	CME	$200K note	H,M,U,Z	1/128 / $15.625
3 Month Eurodollar	ED.GB	LIFFE	20000	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		H,M,U,Z	0.005 /
3 Yr-TNote	Z3N	CME	$300K note	H,M,U,Z	1/128 / $15.625
30 Yr US T-Bonds	ZB	CME	$100K bond	H,M,U,Z	1/32 / $31.25
30 Yr US T-Bonds (Pit)	US	CME	$100K bond	H,M,U,Z	1/32 / $31.25
5 Yr T-Note	ZF	CME	$100K note	H,M,U,Z	1/32 / $7.8125
5 Yr T-Note (Pit)	FV	CME	$100K note	H,M,U,Z	1/64 / $15.625
CBOT 10 YR Interest Rate Swap	SR	CME	$100K	H,M,U,Z	$15.625 / 1/32
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 /
EuroBund	FGBL	EUREX	100K	H,M,U,Z	0.01 /
Eurozone HICP	HC	CME	10,000	ALL	0.01 / 100
Fed Fund 30 Day	ZQ	CME	$5 mil	All	0.005 / $20.835
Fed Fund 30 Day (Pit)	FF	CME	$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
Long Gilt	GLTL	LIFFE		H,M,U,Z	0.01 /
Schatz	FGBS	EUREX	100K	H,M,U,Z	0.005 /
Short Sterling	STERL	LIFFE		H,M,U,Z	0.005 /
Three-Month Euribor	FEU3	LIFFE	1 mil	H,M,U,Z	0.005 /

Grains
Contract	Symbol	Exchange	Size	Months	Tick
Corn	ZC	CME	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Corn (Pit)	C	CME	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Ethanol	ZE	CME	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	CME	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Mini Corn (Pit)	YC	CME	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Mini Soybeans	XB	CME	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Mini Soybeans (Pit)	YK	CME	1,000 bu	F,H,K,N,Q,U,X	1/8 / $1.25
Mini Wheat	XW	CME	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Mini Wheat (Pit)	YW	CME	1,000 bu	H,K,N,U,Z	1/8 / $1.25
Oats	ZO	CME	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Oats (Pit)	O	CME	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Rough Rice	ZR	CME	2,000 cwt	F,H,K,N,U,X	0.005 / $10.00
Rough Rice (Pit)	RR	CME	2,000 cwt	F,H,K,N,U,X	0.005 / $10.00
Soybean Oil	ZL	CME	60K lbs	F,H,K,N,Q,U,V,Z	1/100 / $6.00
Soybean Oil (Pit)	BO	CME	60K lbs	F,H,K,N,Q,U,V,Z	1/100 / $6.00
Soybeans	ZS	CME	5,000 bu	F,H,K,N,Q,U,X	1/4 / $12.50
Soybeans (Pit)	S	CME	5,000 bu	F,H,K,N,Q,U,X	1/4 / $12.50
Soymeal	ZM	CME	100 tons	F,H,K,N,Q,U,V,Z	0.10 / $10.00
Soymeal (Pit)	SM	CME	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 /
Wheat	ZW	CME	5,000 bu	H,K,N,U,Z	1/4 / $12.50
Wheat (Pit)	W	CME	5,000 bu	H,K,N,U,Z	1/4 / $12.50

Indices
Contract	Symbol	Exchange	Size	Months	Tick
Big DJIA ($25 multiplier)	DD	CME	$25 x Index Value	H,M,U,Z	1 / $25.00
CAC 40	FCE	LIFFE	36000	H,M,U,Z	0.5 /
Continuous Commodity Index	CCI-M	ICE	$500 x Index Value	F,G,J,M,Q,X	.01 / $5.00
DAX	FDAX	EUREX		H,M,U,Z	0.5 /
DJ Euro STOXX 50	FESX	EUREX		H,M,U,Z	1 /
DJ Real Estate Index	RE	CME	$100 x Index Value	H,M,U,Z	0.10 / $10.00
DJ STOXX 50	FSTX	EUREX		H,M,U,Z	1 /
DJ UBS Commodity Index	AI	CME	$100 X Index	H,M,U,Z	0.10 / $ 10.00
DJIA	ZDJ	CME	$10 x Index Value	H,M,U,Z	1 / $10.00
DJIA (Pit)	DJ	CME	$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 S&P	ES	CME	$50 x Index Value	H,M,U,Z	0.25 / $12.50
E-mini S&P Asia 50	SP5	CME	$25 X Index	H,M,U,Z	0.50 / $12.50
E-mini S&P MIDCAP 400	EMD	CME	$100 x Index Value	H,M,U,Z	0.1 / $10.00
Euro-Denominated E-mini S&P 500	EME	CME	50 x Index Value	H,M,U,Z	0.25 / 12.50 Euros
FTSE 100	FTSE	LIFFE		H,M,U,Z	0.5 /
FTSE EuroTop 100	E100	LIFFE		H,M,U,Z	0.5 /
FTSE250	FTSE250	LIFFE		H,M,U,Z	0.5 /
FTSEuroFirst 100	EF100	LIFFE		H,M,U,Z	0.5 /
FTSEuroFirst 80	EF80	LIFFE		H,M,U,Z	0.5 /
MDAX futures	F2MX	EUREX		H,M,U,Z	1 /
Mini DJIA 5	YM	CME	$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 Russell 2000	RLM-M	ICE	$100 x Index Value	H,M,U,Z	0.1 / $10.00
Mini S&P Smallcap 600	SMC	CME	$100 x Index Value	H,M,U,Z	0.10 / $10.00
MSCI Euro Index Futures	MSCI	LIFFE		H,M,U,Z	0.1 /
MSCI PAN-Euro	MSCIP	LIFFE		H,M,U,Z	0.1 /
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	H,M,U,Z	1
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
Washington DC Housing	WDC	CME	$250 X Index Size	All Months	0.20 / $50.00

Meats
Contract	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 Hog	HE	CME	40K lbs	G,J,K,M,N,Q,V,Z	0.00025 / $10.00
Lean Hog (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

Metals
Contract	Symbol	Exchange	Size	Months	Tick
Aluminum	GAL	NYMEX	44K lbs	All	0.05 / $22.00
Asian Gold	QS	NYMEX	1,000 g	All	0.005 / $5.00
Asian Palladium	QT	NYMEX	500 g	All	0.01 / $5.00
Asian Platinum	QR	NYMEX	500 g	All	0.01 / $5.00
COMEX Gold	GGC	NYMEX	100 oz	G,J,M,Q,V,Z	0.1 / $10.00
COMEX miNY Copper	QC	NYMEX	12,500 lbs	All	0.002 / $25.00
COMEX miNY Gold	QO	NYMEX	50 oz	F,G,J,M,Q,V,Z	0.25 / $12.50
COMEX miNY Silver	QI	NYMEX	2,500 oz	F,G,H,K,N,U,Z	0.0125 / $31.25
COMEX Silver	GSI	NYMEX	5,000 oz	F,H,K,N,U,Z	0.005 / $25.00
Copper	GHG	NYMEX	25K lbs	All	0.05 / $12.50
E-mini Gold	XGN	NYMEX	33 oz	G,J,M,Q,V,Z	0.10 / $3.30
E-mini Silver	XSN	NYMEX	1,000 oz	F,H,K,M,N,U,Z	.005 / $5.00
Gold	ZG	NLI	100 oz	G,J,M,Q,V,X,Z	0.10 / $10.00
Mini Gold	ZYG	NLI	33.2 oz	All	0.1 / $3.32
Mini Silver	YI	NLI	1,000 oz	All	0.001 / $1.00
Palladium	GPA	NYMEX	100 oz	H,M,U,Z	0.05 / $5.00
Platinum	GPL	NYMEX	50 oz	F,J,N,V	0.1 / $5.00
Silver	ZI	NLI	5,000 oz	F,H,K,N,U,V,X,Z	0.001 / $5.00
Uranium	UX	NYMEX	250 lbs	All	0.05 / $12.50

Softs
Contract	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 /
Cocoa TAS	CC-M-S	CME	10 tons	H,K,N,U,Z	1 / $10.00
Coffee	KC-M	ICE	37.5k lbs	H,K,N,U,Z	0.0005 / $18.75
Coffee TAS	KC-M-S	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	NYMEX	50k lbs	H,K,N,V,Z	0.0001 / $5.00
Cotton TAS	CT-M-S	ICE	50k lbs	H,K,N,V,Z	0.0001 / $5.00
Deliverable Nonfat Dry Milk	GNP	CME	44k lbs	All	0.0225 / $11.00
Dry Whey	DY	CME	44k lbs	All	0.00025 / $11.00
Lumber	LBS	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
Orange Juice TAS	OJ-M-S	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	COF10	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