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CONTRACT SPECIFICATIONS- FINANCIALS
FINANCIALS
CONTRACT SIZE TICK SIZE LIMIT
CBT
5 Yr Int Rate Swap $100,000 1/4 of 1/32 pt=$7.81 None
10 Yr Int Rate Swap $100,000 1/2 of 1/32 pt=$16.2 None
30 Yr Int Rate Swap $100,000 1/32 pt=$31.25 None
30Day Fed Funds $5,000,000 $20.835 per 1/2 pt None
T-Bond $100,000 1/32 pt=$31.25 None
T Note 2 YR $200,000 1/8 of 1/32 pt=$7.81 None
T Note 5 YR $100,000 1/2 of 1/64 pt=$7.81 None
T-Note 10 YR $100,000 1/2 of 1/32 pt=$15.6 None
Ultra 10 YR T-Note $100,000 1/2 of 1/32 pt=$15.6 None
Ultra T-Bond $100,000 1/32 pt=$31.25 None
CME:
Eurodollar $1,000,000 .005=$12.50 None
INDEXES
CONTRACT SIZE TICK SIZE LIMIT
CBT:
Mini DJ Idx $5 $5 x INDU 1 pt=$5.00 10,20,30%
Dow Jones US RE Idx $100 x DJ US RE Idx .10 pt=$10.00 10,20,30%
CONTRACT SIZE TICK SIZE LIMIT
CME:
E-Mini Nasdaq 100 $20 x Idx .25 pt=$5.00 +/- 5%
E-Mini S&P 500 $50 x Idx .25 pt=$12.50 +/- 5%
Goldman Sachs $250 x Idx .05=$12.50 None
Nikkei 225 $5 x Idx 5 pts=$25.00 varies
S&P 500 $250 x Idx .10 pt=$25.00 -5,10,15,20%
Russell 1000 Growth $50 x Idx .10 pt=$5.00 10,20,30%
Russell 1000 Value $50 x Idx .10 pt=$5.00 10,20,30%
Russell 1000 Mini $50 x Idx .10 pt=$5.00 10,20,30%
Russell 2000 Mini $50 x Idx .10 pt=$5.00 10,20,30%
Russell 2000 Growth $50 x Idx .10 pt=$5.00 10,20,30%
Russell 2000 Value $50 x Idx .10 pt=$5.00 10,20,30%
