Commodity Futures Option Specifications
pt. = €1.00None
| Contract | Exchange | Size | Months | Hours | Min. Fluctuation | Daily Limit |
|---|---|---|---|---|---|---|
| Agricultural | ||||||
| Canola | ICECAN | 1 WCE Canola contract | F, H, K, N, X | elect. 18:33-6:00; 9:30-13:15 | C$.10/ton = C$2.00 | C$30.00 = C$600 |
| Cocoa | ICEUS | 1 ICEUS Cocoa contract | All 12 months | 8:00-13:00; elec. 4:00-14:00 | $1/ton = $10.00 | None |
| Cocoa | LIFFE | 1 LIFFE Cocoa contract | H, K, N, U, Z | 9:32-16:50 | £1/ton = £10.00 | None |
| Coffee "C"® | ICEUS | 1 ICEUS Coffee "C" contract | All 12 months | 8:00-13:30; elec. 3:30-14:00 | .01¢/lb. = $3.75 | None |
| Coffee-Robusta | LIFFE | 1 LIFFE Robusta Coffee contract | F, H, K, N, U, X | 9:42-16:55 | $1/ton = $5.00 | None |
| Corn | CME®-G | 1 Corn contract (5,000 bu.) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | 1⁄8¢/bu. = $6.25 | 40¢/bu. = $2,000 (c) |
| Cotton #2 SM | ICEUS | 1 ICEUS Cotton #2 SM contract | H, K, N, V, Z | 10:30-14:15; elec.21:00-14:30 | .01¢/lb. = $5.00 | None |
| Feeder Cattle | CME®-G | 1 Feeder Cattle contract | F, H, J, K, Q, U, V, X | 9:05-13:02; Globex® 9:05 Mon-13:55 Fri with 16:00-17:00 daily shutdowns (Central Time) | 2.5¢/cwt. = $12.50 | None |
| Lean Hogs | CME®-G | 1 Lean Hog contract | G, J, K, M, N, Q, V, Z | 9:05-13:02; Globex® 9:05 Mon-13:55 Fri with 16:00-17:00 daily shutdowns (Central Time) | 2.5¢/cwt. = $10.00 | None |
| Live Cattle | CME®-G | 1 CME Live Cattle contract | All 12 months | 9:05-13:02; Globex® 9:05 Mon-13:55 Fri with 16:00-17:00 daily shutdowns (Central Time) | 2.5¢/cwt. = $10.00 | None |
| Milk-Class III | CME®-G | 1 Milk contract | All 12 months | 9:05-13:12; Globex® 17:00-16:00, Fri early close at 13:55 (Central Time) | 1¢/cwt. = $20.00 | None |
| Oats | CME®-G | 1 Oat contract (5,000 bu.) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | 1⁄8¢/bu. = $6.25 | 20¢/bu. = $1,000 (c) |
| Orange Juice-1 and A | ICEUS | 1 ICEUS Orange Juice contract | All 12 months | 10:00-13:30; electronic 8:00-14:00 | .05¢/lb. = $7.50 | None |
| Pork Bellies-Frozen | CME®-G | 1 Frozen Pork Belly contract | G, H, K, N, Q + Flex | 9:05-13:02; Globex® 9:05 Mon-13:55 Fri with 16:00-17:00 daily shutdowns (Central Time) | 2.5¢/cwt. = $10.00 | None |
| Random Length Lumber | CME®-G | 1 Random Length Lumber contract | All 12 months | 9:00-13:07; Globex® 17:00-16:00 (Central Time) | 10¢/mbf. = $11 | None |
| Rice (Rough) | CME®-G | 1 Rough Rice contract (2,000 cwt.) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | ¼¢/cwt. = $5.00 | 50¢/cwt. = $1,000 |
| Soybean Meal | CME®-G | 1 Soybean Meal contract (100 s. ton) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | 5¢/s ton = $5.00 | $20/s ton = $2000 (c) |
| Soybean Oil | CME®-G | 1 Soybean Oil contract (60,000 lb.) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | ½/cwt. = $3.00 | 2.5¢/lb. = $1,500 (c) |
| Soybeans | CME®-G | 1 Soybean contract (5,000 bu.) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | 1⁄8¢/bu. = $6.25 | 70¢/bu. = $3,500 (c) |
| Sugar #11 SM | ICEUS | 1 ICEUS Sugar #11 contract | All 12 months | 8:10-13:30; elec. 3:30-14:00 | .01¢/lb. = $11.20 | None |
| Sugar-White | LIFFE | 1 LIFFE White Sugar contract | H, K, Q, V, Z | 9:47-17:30 | 5¢/ton = $2.50 | None |
| Wheat | CME®-G | 1 Wheat contract (5,000 bu.) | All 12 months | 9:30-13:15; Globex® 18:00-7:15; 9:30-13:15 (Central Time) | 1⁄8¢/bu. = $6.25 | 60¢/bu. = $3,000 |
| Wheat | KCBT | 1 KCBT Wheat contract | All 12 months | 9:30-14:00; electronic 17:00-14:00 Sun.-Fri. | 1/8¢/bu. = $6.25 | 60¢/bu. = $3,000 |
| Wheat-Hard Red Spring | MGE | 1 MGE Spring Wheat contract | H, K, N, U, Z | 9:30-13:30 Mon.-Fri.; electronic 17:00-14:00 Sun.-Fri. | 1/8¢/bu. = $6.25 | 30¢/bu. = $1,500 |
| Currencies | ||||||
| Australian Dollar | CME®-G | 1 Australian Dollar contract (100,000 AUD) | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | .01¢/AD = $10.00 | None |
| British Pound | CME®-G | 1 British Pound contract (62,500 £) | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | .01¢/£ = $6.25 | None |
| Canadian Dollar | CME®-G | 1 Canadian Dollar contract (100,000 CAD) | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | .01¢/C$ = $10.00 | None |
| Euro FX | CME®-G | 1 Euro FX contract (125,000 €) | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | .01¢/€ = $12.50 | None |
| Japanese Yen | CME®-G | 1 Japanese Yen contract (12,500,000 ¥) | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | .0001¢/¥ = $12.50 | None |
| Swiss Franc | CME®-G | 1 Swiss Franc contract (125,000 CHF) | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | .01¢/SF = $12.50 | None |
| Energy | ||||||
| Brent Crude | ICEEUR | 1 ICEEUR Brent Crude contract | All 12 months | 1:00-23:00 London Local Time | US1¢/bbl. = $10.00 | None |
| Crude Oil Cal. Spread | NYM | Long Call: Long 1 NYM nearby Crude Oil contract; Short 1 NYM deferred Crude Oil contract | All 12 months | 10:00-14:30 | $.01/bbl. = $10.00 | None |
| Crude Oil-Light Sweet | NYM | 1 NYM Crude Oil Light Sweet contract | All 12 months | 9:00-14:30 | $.01/bbl. = $10.00 | None |
| Gas Oil | ICEEUR | 1 ICEEUR Gas Oil contract | All 12 months | 1:00-23:00 London Local Time | US5¢/tonne = $5.00 | None |
| Gas—No lead (RBOB) | NYM | 1 NYM NYH Gasoline unleaded contract | All 12 months | 9:00-14:30 | .01¢/gal. = $4.20 | None |
| Gasoline Cal. Spread | NYM | Long Call: Long 1 NYM nearby Gasoline contract; Short 1 NYM deferred Gasoline contract | All 12 months | 9:00-14:30 | .01¢/gal. = $4.20 | None |
| Gasoline Crack Spread | NYM | Long Call: Long 1 NYM Gasoline contract; Short 1 NYM Crude Oil contract | All 12 months | 9:00-14:30 | $.01/bbl. = $10.00 | None |
| Heating Oil | NYM | 1 NYM Heating Oil contract | All 12 months | 10:05-14:30 | .01¢/gal. = $4.20 | None |
| Heating Oil Cal. Spread | NYM | Long Call: Long 1 NYM nearby Heating Oil contract; Short 1 NYM deferred Heating Oil contract | All 12 months | 9:00-14:30 | .01¢/gal. = $4.20 | None |
| Heating Oil Crack Spread | NYM | Long Call: Long 1 NYM Heating Oil contract; Short 1 NYM Crude Oil contract | All 12 months | 9:00-14:30 | $.01/bbl. = $10.00 | None |
| Natural Gas—Henry Hub | NYM | 1 NYM Henry Hub Natural Gas contract | All 12 months | 9:00-14:30; | .1¢/MMBtu = $10.00 | None |
| Indexes | ||||||
| CAC 40® Index | ENP | 1 ENP CAC40® Index Options contract | All 12 months | 9:00-17:30 | .10 pt. = €0.10 | Consult exchg. |
| DAX® | EUREX | 1 EUREX DAX® contract | All 12 months | 8:50-17:30 | .10 = €0.50 | None |
| DJIASM Index | CME®-G | 1 DJIASM Index contract | Fl:H M U Z Globex®: All 12 months |
8:30-15:15; Globex® 17:00-8:15; 15:30-16:30 (Central Time) | .5 pt. = $5.00 | Consult exchg. |
| Dow Index E-mini® | CME®-G | 1 E-mini® Dow Index contract | All 12 months | Globex® 17:00-15:15; 15:30-16:30 (Central Time) | 1 pt. = $5.00 | Consult exchg. |
| IBEX-35 mini | MEFF | 1 IBEX-35 mini Futures contract | All 12 months | |||
| KOSPI 200 | KOFEX | 1 KOSPI 200 Index contract | All 12 months | 9:00-15:15 | .05 =KRW 5,000 | Consult exchg. |
| MSCI Taiwan | SGX | 1 SGX MSCI Taiwan Index contract | All 12 months | 14:45-19:00; 8:45-13:50 | .01 pt. = US$1.00 | Consult exchg. |
| NASDAQ 100® Index | CME®-G | 1 NASDAQ 100® Index contract | All 12 months | 8:30-15:15; Globex® 17:00-8:15; 15:30-16:30 (Central Time) | .25 pt. = $25.00 | Consult exchg. |
| NASDAQ 100® Index-e-mini® | CME®-G | 1 E-mini® NASDAQ 100® Index contract | All 12 months | Globex® 17:00-15:15; 15:30-16:30 (Central Time) | .25 pt. = $5.00 | Consult exchg. |
| NIKKEI 225® | OSE | 1 OSE NIKKEI 225® contract | All 12 months | 9:00-11:00; 12:30-15:10 | ¥1 or ¥5 or ¥10 | Consult exchg. |
| NIKKEI 225® | SGX | 1 SGX NIKKEI 225® contract | All 12 months | Elect. 15:30-19:00;7:45-10:15;11:15-14:30; 15:30-19:00 | 1 pt = ¥500.00 | None |
| NIKKEI 225®-Dollar | CME®-G | 1 NIKKEI 225® USD contract | All 12 months | 8:00-15:15 (Central Time) | 5 pt. = $25.00 | Consult exchg. |
| NYSE Composite Index | ICEUS | 1 ICEUS NYSE Composite contract | H, M, U, Z | 9:30-16:15 | .50 = $25.00 | None |
| Russell® 1000 Index | ICEUS | 1 ICEUS Russell® 1000 Futures contract | All 12 months | 9:30-16:15 | .05 = $25.00 | Consult exchg. |
| Russell® 2000 Index | ICEUS | 1 ICEUS Russell® 2000 Futures contract | All 12 months | 9:30-16:15 | .05 = $25.00 | Consult exchg. |
| Russell® 3000 Index | ICEUS | 1 ICEUS Russell® 3000 Futures contract | H,M,U,Z | 9:30-16:15 | .05 = $25.00 | None |
| S&P 500® E-Mini® & EOM | CME®-G | 1 S&P 500® E-Mini® contract | All 12 months | Globex® 17:00-15:15; 15:30-16:30 (Central Time) | .25 = $12.50 | Consult exchg. |
| S&P 500® Index & EOM | CME®-G | 1 S&P 500® Index contract | All 12 months | 8:30-15:15; Globex® 17:00-8:15; 15:30-16:30 (Central Time) | .10 = $25.00 | Consult exchg. |
| S&P GSCI® | CME®-G | 1 S&P GSCI® contract | All 12 months | 7:55-13:40 (Central Time) | .05 pt. = $12.50 | None |
| S&P MidCap 400® Index | CME®-G | 1 S&P MidCap 400® Index contract | All 12 months | 8:30-15:15 (Central Time) | .05 = $25.00 | Consult exchg. |
| SMI® | EUREX | 1 EUREX SMI® contract | All 12 months | 8:50-17:20 | CHF.1 = CHF1.00 | None |
| SPI 200 TM Index | SFE | 1 SFE SPI 200 TM Index contract | All 12 months | 9:50-16:30; 17:10-8:00 | .5 = A$12.50 | None |
| STOXX®50/ EuroSTOXX50® | EUREX | 1 EUREX STOXX®50/ EuroSTOXX50® contract | All 12 months | 8:50-17:30 | .10 = €1.00 | None |
| US $ Index | ICEUS | 1 ICEUS U.S. Dollar Index contract | All 12 months | 2:00-8:05; 8:00-15:00; 19:00-22:00 | .01 = $10.00 | None |
| VIX (CBOE Volatility Index) | CBOE | $100 x VIX Index | All 12 months | 8:30-15:15 | .05 below $3; .10 above $3 | None |
| Interest Rates | ||||||
| Austral. Govt. Bond 10-yr. | SFE | 1 SFE Australian Govt. Bond-10 Yr. contract | H, M, U, Z | 8:32-16:30; 17:12-7:30 | .005%/Annum | None |
| Austral. Govt. Bond 3-yr. | SFE | 1 SFE Australian Govt. Bond-3 Yr. contract | H, M, U, Z | 8:30-16:30; 17:10-7:30 | .005%/Annum | None |
| Bank Bill-90 day | SFE | 1 SFE 90-day Bank Accepted Bill contract | All 12 months | 8:28-16:30; 17:08-7:30 | .005%/Annum | None |
| Banker's Accpt.-Can. 3 mo. | ME | 1 ME 3-mo. Can. Banker's Accpt. Contract | H, M, U, Z | 8:00-15:00 | .005 = C$12.50 | None |
| Euribor (3-mo.) | LIFFE | 1 LIFFE 3-mo. Euribor contract | All 12 months | LIFFE CONNECT 7:02-18:00 | .005 = €12.50 | None |
| Euribor 1-yr. Midcurve | LIFFE | 1 LIFFE Euribor contract | All 12 months | LIFFE CONNECT 7:02-18:00 | .005 = €12.50 | None |
| Euro BOBL | EUREX | 1 EUREX Euro BOBL contract | All 12 months | 8:00-19:00 | .01 = €10.00 | None |
| Euro Bund | EUREX | 1 EUREX Euro Bund contract | All 12 months | 8:00-19:00 | .01 = €10.00 | None |
| Euro Schatz | EUREX | 1 EUREX Euro Schatz contract | All 12 months | 8:00-19:00 | .005 = €5.00 | None |
| Euro Swiss Franc 3-mo. | LIFFE | 1 LIFFE Euro Swiss Franc 3-mo. contract | All 12 months | LIFFE CONNECT 7:32-18:00 | .005 = SF12.50 | None |
| Eurodollar | CME®-G | 1 Eurodollar contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | Consult exchg. | None |
| Eurodollar 1-/2-/5-Yr. MidCurve | CME®-G | 1 Eurodollar contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | ½ basis pt. = $12.50 | None |
| Fed. Funds-30 day | CME®-G | 1 30 day Fed. Funds contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | ¼ basis pt. = $10.4175 | None |
| Japanese Govt. Bonds (all) | TSE | 1 TSE Japanese Govt. Bond contr | All 12 months | 9:00-11:00; 12:30-15:00; 15:30-18:00 | .01 = ¥10,000.00 | 2 pts. = ¥2,000,000 |
| Short Sterling | LIFFE | 1 LIFFE Short Sterling contract | H, M, U, Z | LIFFE CONNECT 7:32-18:00 | .005 = £6.25 | None |
| Short Sterling-Mid-Curve | LIFFE | 1 LIFFE Short Sterling contract | All 12 months | LIFFE CONNECT 7:32-18:00 | .005 = £6.25 | None |
| T-Bonds-10-Yr. (Overnight) | SFE | 1 SFE 3-Yr. T-Bond contract (overnight) | H, M, U, Z | 17:12-7:30 | .005/ Annum | None |
| T-Bonds-3-Yr. (Intra-Day) | SFE | 1 SFE 3-Yr. T-Bond contract | H, M, U, Z | 8:30-16:10 | .005/ Annum | None |
| T-Bonds-3-Yr. (Overnight) | SFE | 1 SFE 3-Yr. T-Bond contract (overnight) | H, M, U, Z | 17:10-7:30 | .005/ Annum | None |
| U.S. T-Bonds-30 Yr. | CME®-G | 1 30-Yr. T-Bond contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | 1⁄64 pt. = $15.625 | None |
| U.S. T-Notes-10Yr. | CME®-G | 1 10-Yr. T-Note contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | 1⁄64 pt. = $15.625 | None |
| U.S. T-Notes-2 Yr. | CME®-G | 1 2-Yr. T-Note contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | ½ of 1⁄64 pt. = $15.625 | None |
| U.S. T-Notes-5 Yr. | CME®-G | 1 5-Yr. T-Note contract | All 12 months | 7:20-14:00; Globex® 17:00-16:00 (Central Time) | ½ of 1⁄64 pt. = $7.8125 | None |
| Metals | ||||||
| Aluminum | CMX | 1 CMX Aluminum contract | All 12 months | 7:50-13:15; ACCESS | .05¢/lb. = $22.00 | None |
| Copper | CMX | 1 CMX High-Grade Copper contract | All 12 months | 8:10-13:00; ACCESS | .05¢/lb. = $12.50 | None |
| Gold | CME®-G | 1 COMEX Gold contract | All 12 months | 8:20-13:30; Globex® 18:00-17:15 (Eastern Time) | 10¢/oz. = $10.00 | None |
| Gold | TOCOM | 1 TOCOM Gold contract | G, J, M, Q, V, Z | 9:15-11:00; 12:45-15:30 | 1¥/g. = ¥1,000 | Consult exchg. |
| Platinum | NYM | 1 NYM Platinum contract | All 12 months | 8:20-13:05; ACCESS | 10¢/oz. = $5.00 | None |
| Silver | CME®-G | 1 COMEX 5,000 oz. Silver contract | All 12 months | 8:25-13:25; Globex® 18:00-17:15 (Eastern Time) | 1¢/oz. = $5.00 | None |