|
|
 |
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ACTIVE FUTURES CONTRACT SPECIFICATIONS
|
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$20
|
None
|
|
Polish
Zloty/US$
|
CME
|
PZ
500,000
|
H,
M, U, Z
|
7:20-14:00; Globex 17:00-16:00 (d)
|
.00002
= $10.00
|
None
|
|
Polish
Zloty/Euro
|
CME
|
PZ
500,000
|
H,
M, U, Z
|
7:20-14:00; Globex 17:00-16:00 (d)
|
.00002
= €10.00
|
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
|
9:00-15:00
|
.1
= KRW5,000
|
None
|
|
U.S.Dollar
|
BM&F
|
US$50,000
|
All
12 months
|
10:00-16:00; GTS 9:00-16:00;
break 13:00-14:30;
after-hours 16:45-18:00
|
R$.001/US$1,000=R$.05
|
7.5%
|
|
U.S.Dollar-mini
|
BM&F
|
US$5,000
|
All
12 months
|
9:00-18:00
|
R$.001/US$1,000=R$.05
|
7.5%
|
|
Emissions:
|
|
|
|
|
|
|
|
ECX
Carbon Financial Instr.
|
IPE
|
1,000
emission allowances
|
H,
M, U, Z
|
8:00-17:00
|
€.05
= €50.00
|
None
|
|
Energy:
|
|
|
|
|
|
|
|
Anhydrous
alcohol
|
BM&F
|
30 kl.
|
All 12 months
|
14:00-14:45; GTS 9:00-14:45; after-hours 15:30-18:00
|
R$.20/kl. =
R$6.00
|
Pls. contact
exchange
|
|
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
|
15:15-17:30; 18:00-14:30 (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 (r)
|
TOCOM
|
100
kl.
|
All
12 months
|
9:00-11:00; 12:30-15:30
|
¥10/kl.=
¥1,000.00
|
Pls.
consult exchange
|
|
Gasoline
|
TOCOM
|
50 kl. (v)
|
All 12 months
|
9:00-11:00; 12:30-15:30
|
¥10/kl.=
¥500.00 (v)
|
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
|
|
Gas-RBOB
(o)
|
NYM
|
42,000
gallons
|
All
12 months
|
10:05-14:30; ACCESS (e), (o)
|
.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
|
50
kl. (v)
|
All
12 months
|
9:00-11:00; 12:30-15:30
|
¥10/kl.=
¥500.00 (v)
|
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
|
| | |
