| |
| |
| Commodity |
Trading Hr. |
Point |
Tick |
Contract |
Initial |
Maint |
Spread |
| Contract |
Central Time |
Value |
Fluctuation |
Size |
Margin |
Margin |
Margin |
| |
|
|
|
|
|
|
|
| Currencies |
| Swiss Franc |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
125,000 SF |
2228 |
1650 |
400 |
| Mid-Am Deutschemark |
7:20-2:15 |
1 Pt.=$6.25 |
1 Pt.=$6.25 |
62,500 DM |
912 |
750 |
200 |
| Japanese Yen |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
12,500,000 JY |
1755 |
1300 |
600 |
| Emini Japanese Yen |
2:30-2:00 |
1 Pt.=$6.25 |
1 Pt.=$6.25 |
6,250,000 JY |
1,080 |
800 |
300 |
| British Pound |
7:20-2:00 |
1 Pt.=$6.25 |
2 Pts.=$12.50 |
62,500 BP |
1,485 |
1,100 |
300 |
| Canadian Dollar |
7:20-2:00 |
1 Pt.=$10.00 |
1 Pt.=$10.00 |
100,000 CD |
1485 |
1100 |
200 |
| French Franc |
7:20-2:00 |
1 Pt.=$5.00 |
2 Pts.=$10.00 |
500,000 FF |
1,283 |
950 |
250 |
| Australian Dollar |
7:20-2:00 |
1 Pt.=$10.00 |
1 Pt.=$10.00 |
100,000 AD |
1688 |
1250 |
250 |
| Euro Currency |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
125,000 ECU |
3240 |
2400 |
400 |
| Emini Euro Currency |
2:30-2:00 |
1 Pt.=$6.25 |
1 Pt.=$6.25 |
62,500 ECU |
1,285 |
950 |
200 |
| Mexican Peso(new) |
7:20-2:00 |
1 Pt.=$5.00 |
2.5 Pt.=$12.50 |
500,000 MP |
6500 |
5200 |
625 |
| Brazilian Real |
7:20-2:00 |
1 Pt.= $10.00 |
1 Pt. = $10.00 |
100,000 BR |
4,200 |
3,000 |
1,260 |
| Russian Ruble |
7:20 2:00 |
1 Pt.=$5.00 |
2.5 Pt.=$12.50 |
500,000 Rubles |
15,000 |
10,000 |
4,000 |
| US Dollar Index |
7:05-2:00 |
1 Pt.=$10.00 |
1 Pt. = $10.00 |
1,000 x USDX |
1596 |
1200 |
399 |
| Swiss Franc/J. Yen |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
- |
2,295 |
1,700 |
- |
| Swiss Franc/D. Mark |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
- |
642 |
475 |
- |
| Swiss Franc/B. Pound |
7:20-2:00 |
- |
- |
- |
1,350 |
1,000 |
- |
| D. Mark/J. Yen |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
- |
2,430 |
1,800 |
- |
| D. Mark/B. Pound |
7:20-2:00 |
- |
- |
- |
1,215 |
900 |
- |
| J. Yen/B. Pound |
7:20-2:00 |
- |
- |
- |
2,565 |
1,900 |
- |
| J. Yen/Euro Currency |
7:20-2:00 |
1 Pt.=$12.50 |
1 Pt.=$12.50 |
- |
2,700 |
2,000 |
- |
| Interest Rates |
| Eurodollar* |
7:20-2:00 |
1 Pt.=$25.00 |
1/2 Pt.=$12.50 |
$1,000,000 |
810 |
600 |
- |
| Treasury Bills |
7:20-2:00 |
1 Pt.=$25.00 |
1/2 Pt.=$12.50 |
$1,000,000 |
439 |
325 |
150 |
| Mid-Am T-Bill |
7:20-3:15 |
1 Pt. =$12.50 |
1/2 Pt.= $6.25 |
$500,000 |
149 |
110 |
100 |
| Treasury Bonds |
7:20-2:00 |
1 Pt.=$1,000.00 |
1/32 = $31.25 |
$100,000 |
2430 |
1800 |
300 |
| Ace Mini-Treasury Bonds |
7:20-3:15 |
1 Pt.=$500.00 |
1/32 = $15.62 |
$50,000 |
1,350 |
1,000 |
150 |
| 10 Yr T. Notes |
7:20-2:00 |
1 Pt.=$1,000.00 |
1/32 = $31.25 |
$100,000 |
1553 |
1150 |
150 |
| Ace Mini-Ten Year |
7:20-3:15 |
1 Pt.= $500.00 |
1/32 = $15.62 |
$50,000 |
810 |
600 |
270 |
| Ace Mini Eurodollar |
8:00-4:00 |
1 Pt. =$12.50 |
1/2 Pt.= $6.25 |
$500,000 |
425 |
300 |
100 |
| Fed.30-day Funds |
7:20-2:00 |
1 Pt.=$4,167.00 |
.01=$41.67 |
5,000,000 |
405 |
300 |
100 |
| Municipal Bond |
7:20-2:00 |
1 Pt.=$1,000.00 |
1/32 = $31.25 |
$100,000 |
1,890 |
1,400 |
135 |
| Five Year |
7:20-2:00 |
1 Pt.=$2,000.00 |
1/2 of 1/32=$15.62 |
$100,000 |
1148 |
850 |
338 |
| Two Year |
7:20-2:00 |
1 Pt.=$2,000.00 |
1/4 of 1/32=$15.62 |
$200,000 |
810 |
600 |
270 |
| Midcurve |
7:20-2:00 |
1 Pt.=$25.00 |
1/2 Pt.=$12.50 |
$1,000,000 |
675 |
375 |
270 |
| Notes/Bonds |
7:20-2:00 |
1 Pt.=$1,000.00 |
1/32 = $31.25 |
$100,000 |
1,539 |
1,140 |
- |
| Munis/Bonds |
7:20-2:00 |
1 Pt.=$1,000.00 |
1/32 = $31.25 |
$100,000 |
743 |
550 |
- |
| Ted Spread (T-Bills/Euros) |
7:20-2:00 |
1 Pt.=$25.00 |
1/2 Pt.=$12.50 |
$1,000,000 |
709 |
525 |
- |
| EuroYen (front month) |
7:20-2:00 |
1 Pt.=2,500JY |
1 Pt.=2,500JY |
100 Million Yen |
22,500 JY |
17,500 JY |
- |
| Grains/Oilseeds |
| Corn |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
5,000 BU |
540 |
400 |
135 |
| Mid-Am Corn |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
1,000 BU |
149 |
110 |
27 |
| Oats |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
5,000 BU |
540 |
400 |
270 |
| Mid-Am Oats |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
1,000 BU |
135 |
100 |
27 |
| Soybeans |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
5,000 BU |
2025 |
1500 |
602 |
| Mid-Am Soybeans |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
1,000 BU |
270 |
200 |
45 |
| Soymeal |
9:30-1:15 |
1 Doll. = $100.00 |
10 Cents = $10.00 |
100 Tons |
1350 |
1000 |
1,080 |
| Mid-Am Soymeal |
9:30-1:45 |
1 Doll. = $50.00 |
10 Cents = $5.00 |
50 Tons |
338 |
250 |
175 |
| Soybean Oil |
9:30-1:15 |
1 Pt. = $6.00 |
1 Pt. = $6.00 |
60,000 Lbs. |
743 |
550 |
135 |
| Mid-Am Oil |
9:30-1:45 |
1 Pt. = $3.00 |
1 Pt. = $3.00 |
30,000 Lbs. |
203 |
150 |
67 |
| Wheat |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
5,000 BU |
1,148 |
850 |
371 |
| Wheat (mini) |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
1,000 BU |
160 |
120 |
74 |
| Kansas City Wheat |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
5,000 BU |
938 |
750 |
125 |
| Minneapolis Wheat |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
5,000 BU |
975 |
750 |
338 |
| Rough Rice |
9:15-1:30 |
1 Cent = $20.00 |
1/2 Cent = $10.00 |
100 Tons |
743 |
550 |
270 |
| Canola |
9:30-1:15 |
1 Cent = $2 CD |
10 Cents = $2 CD |
20 Metric Tons |
350 CD |
250 CD |
50 CD |
| Flaxseed |
9:30-1:15 |
1 Cent = $0.2 CD |
10 Cents = $2 CD |
20 Metric Tons |
105 CD |
105 CD |
50 CD |
| KC Wheat/CBOT Wheat |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
10,000 BU |
979 |
725 |
- |
| Corn (Old/New crop spread) |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
10,000 BU |
370 |
300 |
- |
| Oats (Old/New crop spread) |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
10,000 BU |
405 |
300 |
- |
| Soybeans (Old/New crop) |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
10,000 BU |
2025 |
1500 |
- |
| Wheat (Old/New spread) |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
10,000 BU |
710 |
525 |
- |
| Indexes |
| NYSE Composite |
8:30-3:15 |
1 Pt.=$50 |
5 Pts. = $25.00 |
500 x NYFE |
20,000 |
20,000 |
600 |
| S&P 500 |
8:30-3:15 |
1 Pt.=$25 |
10 Pts. = $25.00 |
250 x S&P 500 |
20000 |
16000 |
200 |
| E-mini S&P |
3:30-3:15 |
1 Pt.=$50 |
25 Pts.=$12.50 |
50 x S&P 500 |
4000 |
3200 |
50 |
| Mini Value Line |
8:30-3:15 |
1 Pt.=$10 |
5 Pts. = $5.00 |
100 x VL |
5,250 |
4,000 |
125 |
| KCBOT INDEX |
8:30-3:15 |
1 Pt.=$10 |
5 Pts.=$5.00 |
100 x Index |
3,750 |
3,000 |
150 |
| CRB Index |
8:40-1:45 c |
1 Pt.=$50 |
5 Pts. = $25.00 |
500 x CRB |
1,700 |
1,700 |
125 |
| Nikkei Stock Index |
8:00-3:15 |
1 Pt.=$50 |
5 Pts. = $25.00 |
500 x Index |
6,750 |
5,000 |
170 |
| Goldman Index |
8:30-2:15 |
1 Pt.=$25 |
10 Pts. = $12.50 |
250 x Index |
3,750 |
2,500 |
563 |
| Mini Mid Cap |
8:30-3:15 |
1 Pt.=$50 |
5 Pts. = $25.00 |
500 x Index |
3500 |
2800 |
844 |
| Nasdaq 100* |
8:30-3:15 |
1 Pt.=$10 |
5 Pts. = $5.00 |
100 x NQ 100 |
18750 |
15000 |
255 |
| E-mini Nasdaq 100 |
3:30-3:45 |
1 Pt.=$20 |
50 Pts.=$10.00 |
20 x Nasdaq 100 |
3750 |
3000 |
51 |
| Mini Russell 2000 |
8:30-3:15 |
|
|
|
3500 |
2800 |
844 |
| Dow Jones |
7:20-3:15 |
1 Pt. = $10.00 |
1 Pt. = $10.00 |
10 x DJIA |
5,400 |
4,000 |
500 |
| Pacific Tech Index |
8:30-3:15 |
1 Pt. = $10.00 |
1 Pt.= $10.00 |
100 x Index |
7,500 |
7,500 |
- |
| A/C/E Mini 5$ Dow |
8:15-4:00 |
1 Pt. = $5.00 |
1 Pt.= $5.00 |
5x DJIA |
2,700 |
2,000 |
200 |
| A/C/E Mini 2$ Dow |
8:15-4:00 |
1 Pt. = $2.00 |
1 Pt.= $2.00 |
2x DJIA |
1,080 |
800 |
100 |
| Livestock |
| Feeder Cattle |
9:05-1:00 |
1 Pt. = $5.00 |
2.5 Pts. = $12.50 |
50,000 Lbs. |
2025 |
1500 |
473 |
| Live Cattle |
9:05-1:00 |
1 Pt. = $4.00 |
2.5 Pts. = $10.00 |
40,000 Lbs. |
1620 |
600 |
405 |
| Mid-Am Cattle |
9:05-1:15 |
1 Pt. = $2.00 |
2.5 Pts. = $5.00 |
20,000 Lbs. |
405 |
300 |
135 |
| Lean Hogs |
9:10-1:00 |
1 Pt. = $4.00 |
2.5 Pts. = $10.00 |
40,000 Lbs. |
1080 |
800 |
608 |
| Mid-Am Hogs |
9:10-1:15 |
1 Pt. = $2.00 |
2.5 Pts. = $5.00 |
20,000 Lbs. |
475 |
350 |
304 |
| Frozen Bellies |
9:10-1:00 |
1 Pt. = $4.00 |
2.5 Pts. = $10.00 |
40,000 Lbs. |
1,620 |
1,200 |
513 |
| E-MINI FEEDERS |
9:05-1:00 |
1 Pt. = $10.00 |
1 Pt. = $10.00 |
10,000 Lbs. |
108 |
80 |
75 |
| E-MINI HOGS |
9:10-1:05 |
1 Pt. = $2.50 |
5 Pts. = $12.50 |
25,000 Lbs. |
230 |
170 |
100 |
| Bellies/Hogs |
9:10-1:00 |
1 Pt. = $4.00 |
2.5 Pts. = $10.00 |
40,000 Lbs. |
1620 |
1200 |
- |
| Cattle/Hogs |
9:10-1:00 |
1 Pt. = $4.00 |
2.5 Pts. = $10.00 |
40,000 Lbs. |
1,215 |
900 |
- |
| Feeders/Live Cattle |
9:10-1:00 |
- |
- |
- |
507 |
375 |
- |
| Foods/Fibers/Lumber |
| Cocoa |
7:00-10:50 |
1 Pt. = $10.00 |
1 Pt. = $10.00 |
10 M Tons |
1190 |
850 |
210 |
| Coffee "C" |
8:15-12:32 c |
1 Pt. = $3.75 |
5 Pts. = $18.75 |
37,500 Lbs. |
1820 |
1300 |
2,500 |
| Cotton #2 |
11:15-2:00 |
1 Pt. = $5.00 |
1 Pt. = $5.00 |
50,000 Lbs. |
2240 |
1600 |
298 |
| Orange Juice |
11:15-2:00 |
1 Pt. = $1.50 |
5 Pts. = $7.50 |
15,000 Lbs. |
700 |
500 |
250 |
| Sugar #11 |
8:30-12:20 |
1 Pt. = $11.20 |
1 Pt. = $11.20 |
112,000 Lbs. |
560 |
400 |
140 |
| Lumber |
9:00-1:05 |
1 Pt. = $11.00 |
10 Pts. = $110.00 |
110,000 Bd. Ft.** |
1,950 |
1,300 |
650 |
| New Milk (CME) |
8:00-1:10 |
1 Pt. = $20.00 |
1 Pt. = $20.00 |
200,000 Lbs. |
945 |
700 |
300 |
| Strand Board |
9:00-1:05 |
1 Pt. = $10.00 |
10 Pts. = $100.00 |
100,000 Sq. Feet |
3,000 |
2,000 |
1,463 |
| Cotton #2 (Old/New crop) |
9:30-1:40 |
1 Pt. = $10.00 |
1 Pt. = $10.00 |
100,000 Lbs |
796 |
590 |
- |
| Metals |
| Copper |
7:10-12:00 |
1 Pt. = $2.50 |
5 Pts. = $12.50 |
25,000 Lbs. |
1,350 |
1,000 |
202 |
| Gold |
7:20-12:30 |
1 Doll. = $100.00 |
10 Cents. = $10.00 |
100 Troy Oz. |
1620 |
1600 |
608 |
| Ace New York Gold |
8:15-1:45 |
1 Doll. = $33.20 |
10 Cents = $3.32 |
33.2 Troy Oz. |
473 |
350 |
135 |
| Platinum |
7:20-12:05 |
1 Doll. = $50.00 |
10 Cents. = $5.00 |
50 Troy Oz. |
2160 |
1600 |
500 |
| Palladium |
7:30-12:00 |
1 Doll. = $100.00 |
5 Cents. = $5.00 |
100 Troy Oz. |
3375 |
2500 |
404 |
| Silver/5000 OZ |
7:25-12:25 |
1 Cent = $50.00 |
1/2 Ct. = $25.00 |
5,000 Troy Oz. |
2363 |
1000 |
470 |
| Silver/1000 OZ (CBOT) |
7:25-1:25 |
1 Cent = $10.00 |
1/2 Ct. = $5.00 |
1,000 Troy Oz. |
500 |
250 |
338 |
| Ace New York Silver |
8:15-1:45 |
1 Cent = $10.00 |
1/10 Cent = $1.00 |
1,000 Troy Oz. |
270 |
250 |
338 |
| Energies |
| Crude Oil |
8:45-2:10 |
1 Cent = $10.00 |
1 Cent = $10.00 |
1,000 Barrels |
3375 |
2500 |
1,000 |
| Unleaded Gas |
8:50-2:10 |
1 Pt. = $4.20 |
1 Pt. = $4.20 |
42,000 Gal. |
3,375 |
2,500 |
1,000 |
| Heating Oil |
8:50-2:10 |
1 Pt. = $4.20 |
1 Pt. = $4.20 |
42,000 Gal. |
3375 |
2500 |
1,000 |
| Natural Gas |
9:00-1:30 |
1 Pt. = $10.00 |
1 Pt. = $10.00 |
10,000 MM Btu |
7425 |
5600 |
3,375 |
| Heating Oil/Unleaded Gas |
9:00-2:10 |
- |
- |
- |
2,700 |
2,000 |
- |
| Crude Oil/Heating Oil |
9:00-2:10 |
- |
- |
- |
2,362 |
1,750 |
- |
| Crude Oil/Unleaded Gas |
9:00-2:10 |
- |
- |
- |
2,362 |
1,750 |
- |
| Foreigns |
| LIFFE FTSE 100 |
2:35A-11:30A |
1 Pt. = 2.5 BP |
5 Pts. - 12.5 BP |
25 BP X FTSE Index |
3,500 BP |
3,500 BP |
- |
| LIFFE Gilt |
2:00A-10:15A |
1 Pt. =10 BP |
1 Pt.= 10 BP |
100,000 BP |
1900 BP |
1900 BP |
- |
| LIFFE Euro-BTP (Italian Bond) |
1:55A-11:58A |
1 Pt. = 10 ECU |
1 Pt = 10 ECU |
100,000 ECU |
1,500 ECU |
1,500 ECU |
- |
| Bund |
1:30A-11:56A |
1 Pt. = 10 ECU |
1 Pt. = 10 ECU |
100,000 ECU |
1600 ECU |
1600 ECU |
- |
| DAX |
2:30A- 9:00A |
1 Pt. = 25 ECU |
0.5 Pt. = 12.5 ECU |
25 X DAX Index |
9000 ECU |
9000 ECU |
- |
| CAC40 |
3:00A-10:00A |
1 Pt. = 10 ECU |
0.5 Pt. = 5 ECU |
10 ECU X Index |
3500 ECU |
3500 ECU |
- |
| MATIF Euro 10-Yr |
2:30A-9:30A |
1 Pt. = 10 ECU |
1 Pt. = 10 ECU |
100,000 ECU |
1,500 ECU |
1,500 ECU |
|
|
|
