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Chicago Mercantile Exchange Products Following is a table that shows the various futures and options offered by the Chicago Mercantile Exchange, along with proper symbols, trading hours, and important trading information. This information is available as a 90K downloadable Excel spreadsheet (CME-Products.xls). For proper formation of symbols, refer to the CME Symbology chart. You can also view the proper symbol formation for some popular contracts on the CME by visiting www.ino.com. The CME Daily Settlement Prices are llisted on the CME's Website (CME Daily Settlement Prices), but the site does not list proper symbol formation. PLEASE NOTE: Although we have done our best to verify the correctness of this information, WE HEREBY DISCLAIM ALL RESPONSIBILITY FOR THE ACCURACY OF THE INFORMATION ON THIS PAGE. If you are tracking or trading futures or options contract, we strongly advise you to contact the CME or your broker to determine the most current information.
This table is rather large, so please be patient while it downloads!
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| Symbol | Description | Trade Time CST |
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TradeMonths | MonthRule |
Date number |
LastTradeDate | MinTickSize | DailyLimit | StrikePriceInc | Size |
| AAX | Butter Grade AA Spot Call | 9:30am-10:10am |
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|
N/A |
|
Last Business day of the week | $.025 per lb. ($10/tick) | 40,000 lbs | |||
| ADmy | Australian Dollar Futures | 7:20am-2:00pm |
|
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Jan, Mar, Apr, Jun, Jul, Sep, Oct, Dec + spot | 6 months of quarterly cycle |
|
Second business day prior to the third Wednesday of the contract month. | .0001 (1pt.) ($10.00/pt.) | opening limit 400 pts | 100,000 | |
| ADmy | Australian Dollar Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
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Mar,Jun,Sep,Dec | 6 months of quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0001 (1pt.) ($10.00/pt.) | 400 pts | 100,000 | |
| ADwsss | Australian Dollar Weekly Options | 7:20am-2:00pm |
|
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Five weeks for all months | Quarterly months |
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Each Friday without a serial or quarterly expiration. | .0001 (1 pt.) ($10.00/pt.) | when future locks limit | $0.01 | one Australian Dollar futures contract |
| ALX | Butter Grade A Spot Call | 9:30am-10:10am |
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N/A |
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Last Business day of the week | $.025 per lb. ($10/tick) | 40,000 lbs | |||
| ATmsss | Argentine FRB Bond Options | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | 2.50 pt at-the money + 40 pt up and down | one future contract | |
| ATmy | Argentine FRB Bond Futures | 7:20am-2:00pm |
|
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| ATmy | Argentine FRB Bond Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| ATmyssss | Argentine FRB Bond Options, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
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1 quarterly + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | 2.50 pt at-the-money + 40 pt up and down | one future contract | |
| AXmsss | Argentine par Brady bonds Options | 7:20am-2:00pm |
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Mar, Jun, Sep, Dec & serial months |
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$25 = $25.00 | none | 1 futures contract | |||
| AXmy | Argentine par Brady Bonds | 7:20am-2:pm |
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Mar, June, Sep, Dec |
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$25 = $25.00 | none | 200,000 US Dollars | |||
| AXmy | Argentine par Brady Bonds, GLOBEX | 2:30pm-6:50am, 5:30pm-6:50am |
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1st two months in March quart cycle |
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$25 = $25.00 | 5 points | $250,000 | |||
| BBmy | Boneless Beef Futures | 8:50am-1:00pm |
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Jan, Mar, Jul, Sep, Nov + 1 serial |
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Last Wednesday of the contract month except December which will expire on the tenth business day. | .001 per pound ($20) | $.03/lb below or above previous day settle | 20,000 lbs of fresh boneless beef | ||
| BDmsss | Oriented Strand Board Options | 9:00am-1:05pm |
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Jan,Mar,May,Jul,Sep,Nov |
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Last Friday prior to the delivery month of the underlying futures contract | .10 (=$.10 per 1000 board feet ) | none | $5.00 for 20+1+20 | 100,000 square feet | |
| BDmy | Oriented Strand Board Futures | 9:00am-1:05pm |
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Jan,Mar,May,Jul,Sep,Nov |
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Business day prior to 16th calendar day | .10 (=$.10 per 1000 board feet ) | $10/1000 board feet (500 pt) ($800) | 80,000 board feet | ||
| BEmsss | Brazilian EI Bond Options | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | 2.50 pt at-the money + 40 pt up and down | one future contract | |
| BEmy | Brazilian EI Bond Futures | 7:20am-2:00pm |
|
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| BEmy | Brazilian EI Bond Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| BEmyssss | Brazilian EI Bond Options, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
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1 quarterly + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | 2.50 pt at-the-money + 40 pt up and down | one future contract | |
| BFmsss | Brazilian C Bond Options | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | 2.50 pt at-the money + 40 pt up and down | one future contract | |
| BFmy | Brazilian C Bond Futures | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| BFmy | Brazilian C Bond Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| BFmyssss | Brazilian C Bond Options, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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1 quarterly + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | 2.50 pt at-the-money + 40 pt up and down | one future contract | |
| BKX | Butter Grade B Spot Call | 9:30am-10:10am |
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N/A |
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Last Business day of the week | $.025 per lb. ($10/tick) | 40,000 lbs | |||
| BPmy | British Pound Futures | 7:20am-2:00pm |
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Jan, Mar, Apr, Jun, Jul, Sep, Oct, Dec + spot | 6 months of quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0002 (2 pt.) ($6.25/pt.) | opening limit 800 pt. | 62,500 | |
| BPmy | British Pound Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec | 6 months of quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0002 (2 pt.) ($6.25/pt.) | 800 pts. | 62,500 | |
| BPwsss | British Pound Weekly Options | 7:20am-2:00pm |
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Five weeks for all months | Quarterly months |
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Each Friday without a serial or quarterly expiration. | .0002 (2 pt.) ($6.25/pt.) | when corresponding futures locks limit | $0.020 | one British Pound future contract |
| BRmsss | Brazilian Real Options | 7:20am-2:00pm |
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12 months | All Months |
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Last business day of the month preceding the contract month. | US$.0001/R$ | when future is locked at limit. | $.005/R$ | one futures contract |
| BRmy | Brazilian Real Futures | 7:20am-2:00pm |
|
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12 months | All Months |
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Last business day of the month preceding the contract month. | US$.0001/R$ | none for two near months | B$100,000 | |
| BRmy | Brazilian Real Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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12 months | All Months |
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Last business day of the month preceding the contract month. | US$.0001/R$ | none for two near months | B$100,000 | |
| BRmyssss | Brazilian Real Options, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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12 months |
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| BRY | Brazilian Real Currency Spot | 24 hours |
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N/A |
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| CDmy | Canadian Dollar Futures | 7:20am-2:00pm |
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Jan, Mar, Apr, Jun, Jul, Sep, Oct, Dec + spot | Quarterly cycle |
|
Second business day prior to the third Wednesday of the contract month. | .0001(1 pt.) ($10.00/pt.) | opening limit 400 pts. | 100,000 | |
| CDmy | Canadian Dollar Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Mar,Jun,Sep,Dec | Quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0001(1 pt.) ($10.00/pt.) | 400 pt. | 100,000 | |
| CDwsss | Canadian Dollar Weekly Options | 7:20am-2:00pm |
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Five weeks for all months | Quarterly months |
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Each Friday without a serial or quarterly expiration. | .0001 (1 pt.) ($10.00/pt.) | when corresponding future locks limit | $.005; 8 + 8 + 1 | one futures contract |
| CEmsss | Eurodollar Time Deposit Options - Calls | 7:20am-2:00pm |
|
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Quarterly and serial months | Quarterly and serial months |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.); spot .005 | none | $.25; 12 + 12 + 1 | one futures contract |
| CEmyssss | Eurodollar Time Deposit Options - Calls, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
6 quarterly + 2 serial months | Quarterly and serial months |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.);spot .005 | none | $.25; 4 + 4 + 1 | one futures contract |
| CFmsss | Swiss Franc Options - Calls | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month. | .0001 (1pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01* | one Swiss Franc futures contract |
| CFmyssss | Swiss Franc Options - Calls, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Serial + lead quarterly month | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month. | .0001 (1pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01* | one Swiss Franc futures contract |
| CHmss | Lean Hogs Options - Calls, Feb 97 | 9:10am-1:00pm |
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Feb,Apr,Jun,Jul,Aug,Oct,Dec + Serial month | six valid months |
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Tenth business day of the contract month. | $.000125/lb. ($5.00/pt) | none | $0.01 two front months ($0.02) | One Lean Hogs futures contract |
| CIX | Stocker Cattle Index |
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| CJmsss | Japanese Yen Options - Calls | 7:20am-2:00pm |
|
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Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .000001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $.0001 | one Japanese Yen futures contract |
| CJmyssss | Japanese Yen Options - Calls, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
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Serial + lead quarterly month | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .000001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $.0001 | one Japanese Yen futures contract |
| CKmss | Live Cattle Options - Calls | 9:05am-1:00pm |
|
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Feb,Apr,Jun,Aug,Oct,Dec + Serial Months | Serial months |
|
First Friday of the delivery month of future contact for Feb bi-monthly options. Others: First friday of the contract month. | 2 1/2c/100 lbs ($4.00/pt) | none | $0.10; 2 front months/$0.02; 14c range | One Live Cattle futures contract |
| CMmsss | Deutsche Mark Options - Calls | 7:20am-2:00pm |
|
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Quarterly and serial months | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01 | one Deutsche Mark Futures contract |
| CMmyssss | Deutsche Mark Options - Calls, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Serial + lead quarterly month | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01 | one Deutsche Mark Futures contract |
| CPmsss | British Pound Options - Calls | 7:20am-2:00pm |
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Quarterly and serial months | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .0002 (2 pt.) ($6.25/pt.) | when corresponding futures locks limit | $0.020 | one British Pound future contract |
| CPmyssss | British Pound Options - Calls, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Serial + lead quarterly month | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .0002 (2 pt.) ($6.25/pt.) | when corresponding futures locks limit | $0.020 | one British Pound future contract |
| CQmsss | Three-month US Treasury Bills Options - Calls | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + two serial months |
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Last Business day of the week nearest underlying future's contract month and at least 6 business days prior first business day. | .01 (1pt.) ($25.00/pt.) | none | $.25 | one future contract | |
| CSmsss | S&P 500 Options - Calls | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec + Serial Month | Quarterly + Serial month |
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Thursday prior to the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt.) | when future locks limit | 12+12+1;10 and 5 pt in 40 and 60 pt range | one future contract |
| CSmyssss | S&P 500 Options - Calls, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
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1 quarterly + 2 Serial Months | Quarterly + Serial month |
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Thursday prior to the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt.) | when future locks limit | 10 + 10 + 1 | one future contract |
| CVmsss | Canadian Dollar Options - Calls | 7:20am-2:00pm |
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Quarterly and serial months | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($10.00/pt.) | when corresponding future locks limit | $.005; 8 + 8 + 1 | one futures contract |
| CVmyssss | Canadian Dollar Options - Calls, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Serial + lead quarterly month | Quarterly and serial months |
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Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($10.00/pt.) | when corresponding future locks limit | $.005; 8 + 8 + 1 | one futures contract |
| DAmss | BFP Milk Options | 8:00am-1:10pm |
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Six consecutive months | Six consecutive months |
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Business day preceding the BFP announcement on the 5th calendar day of the following month. | $.01 per cwt. ($20/tick) | $1.50 per cwt. | $.25 in $4.00 range | One BFP Milk futures contract |
| DAmy | BFP Milk Futures | 8:00am-1:10pm |
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Six consecutive months | Six consecutive months |
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Business day preceding the BFP announcement on the 5th calendar day of the following month. | $.01 per cwt. ($20/tick) | $1.50 per cwt. | 200,000 lbs | |
| DBmsss | Butter Grade AA Options | 8:00am-1:10pm |
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Feb, Mar, May, Jul, Sep, Oct | six conttract months |
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Eighth to last business day of the contract month. | $.00025 per lb. ($10/tick) | $0.025 per lb. ($1000) | 2 cent; 10 cent range | 40,000 lbs |
| DBmy | Butter Grade AA Futures | 8:00am-1:10pm |
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Feb, Mar, May, Jul, Sep, Oct | six conttract months |
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Eighth to last business day of the contract month. | $.00025 per lb. ($10/tick) | $0.025 per lb. ($1000) | 40,000 lbs | |
| DCmsss | Cheddar Cheese Block Options | 8:00am-1:00am |
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Jan, Mar, May, Jul, Sep, Nov |
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Business Day preceding the release date for the USDA weekly average price for the week ending on the last Friday of the contract month. | $.00025 per lb. ($10/tick) | $.02; $.01 near month | one futures contract | ||
| DCmy | Cheddar Cheese Block Futures | 8:00am-1:00am |
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Jan, Mar, May, Jul, Sep, Nov |
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Business Day preceding the release date for the USDA weekly average price for the week ending on the last Saturday of the contract month. | $.00025 per lb. ($10/tick) | 40,000 lbs | |||
| DDmy | Weather Cooling Degree Days Atlanta futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
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12 Consecutive calender months |
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Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| Dkmy | Class IV Milk Futures | 9:00am-1:10pm |
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All months |
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Business day preceding the BFP announcement on the 5th calendar day of the following month. | $.01 per hndrwght | 200,000 lbs milk | |||
| DMmy | Deutsche Mark Futures, Globex | 2:30pm-2:00pm, 5:30pm-2:00pm Sun |
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Mar,Jun,Sep,Dec | Quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0001 (1 pt.) ($12.50/pt.) | 200 pts. | 125,000 | |
| DMwsss | Deutsche Mark Weekly Options | 7:20am-2:00pm |
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Five weeks for all months | Quarterly months |
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Each Friday without a serial or quarterly expiration. | .0001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01 | one Deutsche Mark Futures contract |
| DYmsss | Dry Whey Options | 8:30am-1:10pm |
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All Calander Months |
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Business day immediately preceeding the release date for the USDA weekly weighted average price in the US for Dry Whey week ending last Saturday of contact month | $.00025 per pound | $.020 per pound | $.05 | 44,000 x weekly weighted average price per pound | |
| DYmy | Dry Whey Futures | 8:30am-1:10pm |
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All Calander Months |
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Business day immediately preceeding the release date for the USDA weekly weighted average price in the US for Dry Whey week ending last Saturday of contact month | |||||
| ECmy | EuroFX Futures |
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| EDmy | Eurodollar Time Deposit Futures | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + 2 serial months | 12 months of quarterly cycle + 2 serial months |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt) ($25/pt.) spot .005 | none | $1,000,000 | |
| EDmy | Eurodollar Time Deposit Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec + 2 serial months | 12 months of quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt) ($25/pt.) spot .005 | none | $1,000,000 | |
| EMmsss | One-Month Libor Options | 7:20am-2:00pm |
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12 consecutive months | Twelve consecutive months |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.); front month .005 | none | .25 + 12 pt for 2 nearby | one future contract |
| EMmy | One-Month Libor Futures | 7:20am-2:00pm |
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12 consecutive months | Twelve consecutive months |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.); front month .005 | none | $3,000,000 | |
| EMmy | One-Month Libor Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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12 consecutive months | Twelve consecutive months |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.); front month .005 | none | $3,000,000 | |
| EYmsss | EuroYen Options | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + 2 serial months |
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Quarterly: Day before Second business day prior to third Wednesday. Serial: Friday preceding the third Wednesday. | .01 =Y2500 | .125; .25 (3rd & 4th quarterly) | one future contract | ||
| EYmy | EuroYen Futures | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | 12 months of March quarterly cycle |
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The third business day before the third Wednesday of the contract month. | .01 = Y2500 | Y1,000,000,000 | ||
| FBmsss | Pork Belly Future Options - Fresh | 9:10am-1:00pm |
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Jan, Mar, May, Jul, Aug, Sep, Nov |
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$.03 per lbs | $.02 | 1 futures contract | |||
| FBmy | Pork Belly Futures - Fresh | 9:10am-1:00pm |
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Jan, Mar, May, Jul, Aug, Sep, Nov |
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$.025/100 lbs | $.03 per lbs | 40,000 lbs | |||
| FCmy | Feeder Cattle Futures | 9:05am-1:00pm |
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Jan,Mar,Apr,May,Aug,Sep,Oct,Nov |
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Last Thursday of contract month | 2 1/2c/100lbs ($5.00/pt) | 1 1/2c/lb (150pt) ($750) | 50,000 lbs | ||
| FDmy | Weather Cooling Degree Days Chicago futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
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12 Consecutive calender months |
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Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| FRmsss | French Francs Options | 7:20am-2:00pm |
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Jan,Mar,Apr,Jun,Jul,Sep,Oct,Dec + spot | Quarterly cycle |
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Second Friday prior to the third Wednesday of the contract month. | .00002 (2pt) (FF5.00/pt) | opening - 500 pt. | FF.00025 | one French Francs futures contract |
| FRmy | French Francs Futures | 7:20am-2:00pm |
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Jan,Mar,Apr,Jun,Jul,Sep,Oct,Dec + spot | 6 months of quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .00002 (2pt) (FF5.00/pt.) | opening - 500 pt. | 500,000 | |
| FRmy | French Francs Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
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Mar, Jun, Sep, Dec | 4 months of quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .00002 (2pt) (FF5.00/pt.) | opening - 500 pt. | 500,000 | |
| GDmy | Weather Cooling Degree Days Cincinnati futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
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12 Consecutive calender months |
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Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| GEmy | Eurodollar Time Deposit Futures, Globex side by side | Sunday 5:30pm-4:00pm;Mon-Thur 4:30pm-4:00pm |
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Mar,Jun,Sep,Dec + 2 serial months | 12 months of quarterly cycle |
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The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt) ($25/pt.) spot .005 | none | $1,000,000 | |
| GGm | Weather Heating Degree Days Index Chicago futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
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12 Consecutive calender months |
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Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1HDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME HDD Index | ||
| GImsss | Goldman Sachs Commodity Index Options | 8:15am-2:15pm |
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6 consecutive months |
|
The eleventh business day of the contract month. | .10 (10 pt.) ($2.50/pt.) | none; 30 pts on GBX | 1.00 front month, other months even integers | one futures contract | |
| GImy | Goldman Sachs Commodity Index Futures | 8:15am-2:15pm |
|
|
6 consecutive months |
|
The eleventh business day of the contract month. | .10 (10 pt.) ($2.50/pt.) | none; 30 pts on GBX | $250 X Goldman Sachs Comm. Index | ||
| GImy | Goldman Sachs Commodity Index Futures, Globex | 2:45pm-6:50am, 5:30pm-6:50am Su |
|
|
6 consecutive months |
|
The eleventh business day of the contract month. | .10 (10 pt.) ($2.50/pt.) | none; 30 pts on GBX | $250 X Goldman Sachs Comm. Index | ||
| GJX | Goldman Sachs Commodity Index - Energy Sub-Index |
|
|
N/A |
|
|||||||
| GKX | Goldman Sachs Commodity Index - Agricultural Sub-Index |
|
|
N/A |
|
|||||||
| GNX | Goldman Sachs Commodity Index |
|
|
N/A |
|
|||||||
| GTX | Goldman Sachs Commodity Index - Total Return |
|
|
N/A |
|
|||||||
| GVX | Goldman Sachs Commodity Index - Livestock Sub-Index |
|
|
N/A |
|
|||||||
| GXX | Goldman Sachs Futures Price Index |
|
|
N/A |
|
|||||||
| GYX | Goldman Sachs Commodity Index - Industrial Metals Sub-Index |
|
|
N/A |
|
|||||||
| HAmy | Argentine FRB Bond All-or-None Futures | 7:20am-2:00pm |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| HAmy | Argentine FRB Bond All-or-None Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| HBmy | Brazilian EI Bond All-or-Non Futures | 7:20am-2:00pm |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| HBmy | Brazilian EI Bond All-or-None Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| HZmy | Brazilian C Bond All-or-None Futures | 7:20am-2:00pm |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| HZmy | Brazilian C Bond All-or-None Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($10.00/pt.) | $1000 x Bond | ||
| IBX | Pork Bellies Index | 6:20 am |
|
|
N/A |
|
||||||
| ICX | Feeder Cattle Index | 6:45 am |
|
|
N/A |
|
||||||
| ICX | Mexican IPC Stock Index |
|
|
Mon-Fri |
|
Composite Weighted Average Price of 35 stocks | ||||||
| IDX | S&P MidCap 400 Index |
|
|
N/A |
|
|||||||
| IGX | S&P 500/BARRA Growth Cash Index |
|
|
N/A |
|
|||||||
| IHX | Lean Hogs Index | 6:45 am |
|
|
N/A |
|
||||||
| INX | S&P 500 Index |
|
|
N/A |
|
|||||||
| IQX | NASDAQ 100 Index |
|
|
N/A |
|
|||||||
| IUX | Russell 2000 Stock Price Index |
|
|
N/A |
|
|||||||
| IVX | S&P 500/BARRA Value Cash Index |
|
|
N/A |
|
|||||||
| JAmsss | Australian Dollar Options - Puts | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($10.00/pt.) | when future locks limit | $0.01 | one Australian Dollar futures contract |
| JCmy | Weather Heating Degree Days Cincinnati futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1HDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME HDD Index | ||
| JDmy | Weather Cooling Degree Days New York futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| JFmss | Feeder Cattle Options - Puts | 9:05am-1:00pm |
|
|
Jan,Mar,Apr,May,Aug,Sep,Oct,Nov |
|
Last Thursday of contract month | 2 1/2c/100lb ($5.00/pt) | none | $0.01 front month ($0.02) | One feeder cattle futures contract | |
| JGm | Weather Heating Degree Days Index New York futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1HDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME HDD Index | ||
| JLmsss | Random Length Lumber Options - Puts | 9:00am-1:05pm |
|
|
Jan,Mar,May,Jul,Sep,Nov |
|
Last Friday prior to the delivery month of the underlying futures contract | 10 c/1000 board feet ($1.60/pt.) | none | $5.00 | one futures contract | |
| JPmss | Pork Belly Options - Puts | 9:10am-1:00pm |
|
|
Feb,Mar,May,Jul,Aug,Nov |
|
First Friday of the delivery month of the underlying futures contract. | 2 1/2 c/100 lb. ($4.00/pt) | none | $0.02; 7+7+1 | one Pork Belly futures contract | |
| JRmsss | Midsize Options on BFP Fluid Milk | 8:00am-1:10pm |
|
|
All twelve calander months |
|
Same date and time as Basic Formula Price Fluid Milk futures | $.01 per cwt = $10.00 | $.25 | one-half of 1 BFP milk Futures contract | ||
| JTX | Boneless Beef Trimmings Index |
|
|
N/A |
|
|||||||
| JYmy | Japanese Yen Futures | 7:20am-2:00pm |
|
|
Jan,Mar,Apr,Jun,Jul,Sep,Oct,Dec + spot | Quarterly cycle |
|
Second business day prior to the third Wednesday of the contract month. | .00001 (1 pt.) ($12.50/pt.) | opening limit 200 pt. | 12,500,000 | |
| JYmy | Japanese Yen Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Mar,Jun,Sep,Dec | Quarterly cycle |
|
Second business day prior to the third Wednesday of the contract month. | .00001 (1 pt.) ($12.50/pt.) | 200 pt. | 12,500,000 | |
| JYwsss | Japanese Yen Weekly Options | 7:20am-2:00pm |
|
|
Five weeks for all months | Quarterly months |
|
Each Friday without a serial or quarterly expiration. | .000001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $.0001 | one Japanese Yen futures contract |
| KAmsss | Australian Dollar Options - Calls | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($10.00/pt.) | when future locks limit | $0.01 | one Australian Dollar futures contract |
| KFmss | Feeder Cattle Options - Calls | 9:05am-1:00pm |
|
|
Jan,Mar,Apr,May,Aug,Sep,Oct,Nov |
|
Last Thursday of contract month | 2 1/2c/100lb ($5.00/pt) | none | $0.01 front month ($0.02) | One feeder cattle futures contract | |
| KLmsss | Random Length Lumber Options - Calls | 9:00am-1:05pm |
|
|
Jan,Mar,May,Jul,Sep,Nov |
|
Last Friday prior to the delivery month of the underlying futures contract | 10 c/1000 board feet ($1.60/pt.) | none | $5.00 | one Lumber futures contract | |
| KNmsss | Nikkei 225 Stock Average Options - Calls | 8:00am-3:15pm |
|
|
Mar, Jun, Sep, Dec + Serial Month | Serial Month |
|
Business day prior to the second Friday of the contract month. Serial month: Third Friday of the contract month. | 5 ($5.00/pt.) | none | 500 pt. | one future contract |
| KPmss | Pork Belly Options - Calls | 9:10am-1:00pm |
|
|
Feb,Mar,May,Jul,Aug,Nov |
|
First Friday of the delivery month of the underlying futures contract. | 2 1/2 c/100 lb. ($4.00/pt) | none | $0.02; 7+7+1 | one Pork Belly futures contract | |
| LBmy | Random Length Lumber Futures | 9:00am-1:05pm |
|
|
Jan,Mar,May,Jul,Sep,Nov |
|
Business day prior to 16th calendar day | 10 c/1000 board feet ($1.60/pt.) | $5.00/1000 board feet (500 pt) ($800) | 80,000 board feet | ||
| LCmy | Live Cattle Futures | 9:05am-1:00pm |
|
|
Feb, Apr,Jun,Aug,Oct,Dec |
|
Business day prior to last business days of contract month. | 2 1/2c/100 lb ($4.00/pt) | 1 1/2c/lb | 40,000 lbs | ||
| LDmy | Deutsche Mark Futures - LOX All or None | 7:20am-2:00pm |
|
|
Jan, Mar, Apr, Jun, Jul, Sep, Oct, Dec + spot | Quarterly cycle |
|
Second business day prior to the third Wednesday of the contract month. | .0001 (1 pt.) ($12.50/pt.) | 400 contracts | ||
| LGmy | Weather Heating Degree Days Atlanta futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1HDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME HDD Index | ||
| LGmy | Weather Heating Degree Days Atlanta futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1HDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME HDD Index | ||
| LHmy | Lean Hogs Futures, Feb 97 | 9:10am-1:00pm |
|
|
Feb,Apr,Jun,Jul,Aug,Oct,Dec |
|
Tenth business day of the contract month. | $.00025/lb. | $.015/lb. | 40,000 lbs. | ||
| MDmsss | S&P MidCap 400 Options | 8:30am-3:15pm |
|
|
Mar, Jun, Sep, Dec + serial month | Serial month |
|
Thursday prior to the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt) | when S&P MidCap 400 futures lock limit | * See Note | |
| MDmy | S&P MidCap 400 Future | 8:30am-3:15pm |
|
|
Mar, Jun, Sep, Dec + serial month |
|
Thursday prior to the third Friday of the contract month. | .05 (5 pt.) ($5.00/pt) | $500 x S&P MidCap 400 index | |||
| MDmy | S&P MidCap 400 Future, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
|
|
Mar, Jun, Sep, Dec + serial month | Lead Month |
|
Thursday prior to the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt) | $500 x S&P MidCap 400 index | ||
| MMX | Major Market Index |
|
|
N/A |
|
|||||||
| MNmsss | Mexican Par Bond Options | 7:20am-2:00pm |
|
|
Mar,Jun,Sep,Dec + 2 serial | 4 months of March quarterly cycle + 2 nearest serial |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($25.00/pt.) | 2.50 pt at-the money + 40 pt up and down | one future contract | |
| MNmy | Mexican Par Bond Futures | 7:20am-2:00pm |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($25.00/pt.) | $250,000 x Mexican par Bond | ||
| MNmy | Mexican Par Bond Futures, Globex | 2:30pm-7:05am |
|
|
Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($25.00/pt.) | $250,000 x Mexican par Bond | ||
| MNmyssss | Mexican Par Bond Options, Globex | 2:30pm-7:05am |
|
|
1 quarterly + 2 serial month | 4 months of March quarterly cycle + 2 nearest serial |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 pt. ($25.00/pt.) | 2.50 pt at-the-money + 40 pt up and down | one future contract | |
| MQmy | Mexican Peso Futures European Terms |
|
|
|
||||||||
| NDmsss | NASDAQ 100 Index Options | 9:00am-3:15pm |
|
|
Mar, Jun, Sep, Dec + 2 serial months |
|
Quarterlies:Business day before third Friday of the contract month. Serials: Third Friday | .05 (5 pt.) ($25.00) | 12+12+1 in 10; 3rd, 4th by 20 and 10 | one futures contract | ||
| NDmy | NASDAQ 100 Index Future | 9:00am-3:15pm |
|
|
Mar, Jun, Sep, Dec |
|
Business day before third Friday of the contract month. | .05 (5 pt.) ($5.00) | $100 x index | |||
| NDmy | NASDAQ 100 Index Future, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
|
|
Lead month |
|
Business day before third Friday of the contract month. | .05 (5 pt.) ($5.00) | $100 x index | |||
| NDmyssss | NASDAQ 100 Index Options, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
|
|
2 serial + 1 quarterly month |
|
Quarterlies:Business day before third Friday of the contract month. Serials: Third Friday | .05 (5 pt.) ($25.00) | 6+6+1; 3rd, 4th by 20 and 10 | one futures contract | ||
| NFmsss | Nonfat Dry Milk Options | 8:40am-1:10pm |
|
|
All Calander Months |
|
Business day immediately preceeding the release date for the USDA weekly weighted average price in the US for Dry Whey week ending last Saturday of contact month | $.00025 per pound | $.020 per pound | $.05 | one futures contract | |
| NFmy | Nonfat Dry Milk Futures | 8:40am-1:10pm |
|
|
All Calander Months |
|
Business day immediately preceeding the release date for the USDA weekly weighted average price in the US for Dry Whey week ending last Saturday of contact month | $.00025 per pound | $.020 per pound | $.05 | 44,000 x weekly weighted average price per pound | |
| NKmy | Nikkei 225 Stock Average Futures | 8:00am-3:15pm |
|
|
Mar, Jun, Sep, Dec |
|
Business day prior to the second Friday of the contract month. | 5 ($5.00/pt) | 1000 index points | $5 x Nikkei Stock Index | ||
| NQmy | E-Mini Nasdaq 100 futures, GLOBEX only |
|
|
Mar,Jun,Sep,Dec |
|
Trading can occur up to 8:30am (Chicago time) on the 3rd Friday of the contract month | 0.25 Index Points=$5.00 | 2.5%,5%,10%,15%,20% | 0.50 index points=$10.00 | $20.00 x Nasdaq 100 Index | ||
| NQmyssss | E-Mini Nasdaq 100 Options; GLOBEX only |
|
|
Mar, Jun, Sep, Dec |
|
Until 8:30 AM (Chicago time) on the third Friday of the contract month | 0.50 Index points =$10.00 | one futures contract | ||||
| ODm | Weather Cooling Degree Days Index Atlanta futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| OEX | S&P 100 Index |
|
|
N/A |
|
|||||||
| OQX | NASDAQ 100 Index, Special Open |
|
|
N/A |
|
|||||||
| PBmy | Pork Belly Futures - Frozen | 9:10am-1:00pm |
|
|
Feb,Mar,May,Jul,Aug |
|
Business day prior to last 3 business days of contract month | 2 1/2 c/100 lb. ($4.00/pt) | 3c/lb. (300pt.) | 40,000 lbs. | ||
| PBmy | Pork Belly Futures, Cash Settled | 9:10am-1:00pm |
|
|
Jan,Mar,May,Jul,Aug,Sep,Nov |
|
Second-to-last Friday of the month. | 2 1/2 c/100 lb. ($4.00/pt) | none | 40,000 lbs. | ||
| PCmsss | Pork Cutouts options | 9:15am-1:05pm |
|
|
All calander months |
|
Tenth business day of the contract month | $0.00025 per pound | $0.20 per lb | $0.02;+1 | one future contract | |
| PCmy | Pork Cutouts Futures | 9:15am-1:05pm |
|
|
All calander months |
|
Tenth business day of the contract month | $0.00025 per pound | $0.20 per lb | 40,000 lbs x index | ||
| PEmsss | Eurodollar Time Deposit Options - Puts | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.); spot .005 | none | $.25; 12 + 12 + 1 | one futures contract |
| PEmyssss | Eurodollar Time Deposit Options - Puts, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Quarterly and serial months | Quarterly and serial months |
|
The second London bank business day prior to the third Wednesday of the contract month. | .01 (1 pt.) ($25.00/pt.); spot .005 | none | $.25; 4 + 4 + 1 | one futures contract |
| PFmsss | Swiss Franc Options - Puts | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month. | .0001 (1 pt.) ($12.50/pt.) | when corresponding future contract locks limit | *$0.01* | one Swiss Franc futures contract |
| PFmyssss | Swiss Franc Options - Puts, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Serial + lead quarterly month | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month. | .0001 (1 pt.) ($12.50/pt.) | when corresponding future contract locks limit | *$0.01* | one Swiss Franc futures contract |
| PHmss | Lean Hogs Options - Puts, Feb 97 | 9:10am-1:00pm |
|
|
Feb,Apr,Jun,Jul,Aug,Oct,Dec + Serial month |
|
Tenth business day of the contract month. | $.000125/lb. ($5.00/pt) | none | $0.01 front month ($0.02) | One Lean Hogs furures contract | |
| PJmsss | Japanese Yen Options - Puts | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month. | .000001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $.0001 | one Japanese Yen futures contract |
| PJmyssss | Japanese Yen Options - Puts, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Serial + lead quarterly month | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month. | .000001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $.0001 | one Japanese Yen futures contract |
| PKmss | Live Cattle Options - Puts | 9:05am-1:00pm |
|
|
Feb,Apr,Jun,Aug,Oct,Dec + Serial Months | Serial months |
|
First Friday of the delivery month of future contact for Feb bi-monthly options. Others: First friday of the contract month. | 2 1/2c/100 lbs ($4.00/pt) | none | $0.10; 2 front months/$0.02; 14c range | One Live Cattle futures contract |
| PMmsss | Deutsche Mark Options - Puts | 7:20am-2:00pm |
|
|
All months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01 | one Deutsche Mark futures contract |
| PMmyssss | Deutsche Mark Options - Puts, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Serial + lead quarterly month | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01 | one Deutsche Mark futures contract |
| PPmsss | British Pound Options - Puts | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0002 (2 pt.) ($6.25/pt.) | when corresponding futures locks limit | $0.020 | one British Pound future contract |
| PPmyssss | British Pound Options - Puts, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Serial + lead quarterly month | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0002 (2 pt.) ($6.25/pt.) | when corresponding futures locks limit | $0.020 | one British Pound future contract |
| PQmsss | Three-month US Treasury Bills Options - Puts | 7:20am-2:00pm |
|
|
Mar,Jun,Sep,Dec + two serial months |
|
Last Business day of the week nearest underlying future's contract month and at least 6 business days prior first business day. | .01 (1pt.) ($25.00/pt.) | none | $.25 | one future contract | |
| PSmsss | S&P 500 Options - Puts | 8:30am-3:15pm |
|
|
Mar, Jun, Sep, Dec + Serial Month | Quarterly + Serial month |
|
Thursday prior to the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt.) | when S&P futures lock limit | 12+12+1;10 and 5 pt in 40 and 60 pt range | one futures contract |
| PSmyssss | S&P 500 Options - Puts, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
|
|
1 quarterly + 2 Serial Months | Quarterly + Serial month |
|
Thursday prior to the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt.) | when S&P futures lock limit | 10 + 10 + 1 | one futures contract |
| PVmsss | Canadian Dollar Options - Puts | 7:20am-2:00pm |
|
|
Quarterly and serial months | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($10.00/pt.) | when corresponding future locks limit | $0.005; 8 + 8 + 1 | one futures contract |
| PVmyssss | Canadian Dollar Options - Puts, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
|
|
Serial + lead quarterly month | Quarterly and serial months |
|
Second Friday prior to the third Wednesday of the contract month | .0001 (1 pt.) ($10.00/pt.) | when corresponding future locks limit | $0.005; 8 + 8 + 1 | one futures contract |
| QAmy | Quarterly Bankrupcy Index, All or None Futures | 7:00am-2pm |
|
|
March, Jun Sep, Dec |
|
Business day prior to settlement day | .025 index pts = $25.00 | none | $1,000 x Index | ||
| QBmy | Quarterly Bankruptcy Index futures | 7:00am-2pm |
|
|
March, Jun Sep, Dec |
|
Business day prior to settlement day | .025 index pts = $25.00 | none | $1,000 x Index | ||
| QBmy | Quarterly Bankruptcy Index futures, GLOBEX | 2:45am-7:05am |
|
|
March, Jun Sep, Dec |
|
Business day prior to settlement day | .025 index pts = $25.00 | none | $1,000 x Index | ||
| QDm | Weather Cooling Degree Days Index Cincinnati futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| QGmy | Weather Heating Degree Days Chicago futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
|
|
12 Consecutive calender months |
|
Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1HDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME HDD Index | ||
| QI | Quarterly Bankruptcy Index |
|
|
N/A |
|
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| RAmsss | South African Rand Options | 7:20am-2:00pm |
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9 consecutive monthly options |
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Second Friday prior to the third Wednesday of the contract month | .000025 (1pt.) ($12.50/pt.) | none | $.00500 | ||
| RAmy | South African Rand Futures | 7:20am-2:00pm |
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12 Consecutive + two quarterly months. | quarterly + spot |
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Second Friday prior to the third Wednesday of the contract month | .000025 (1pt.) ($12.50/pt.) | none | 500,000 | |
| RAmy | South African Rand Futures, Globex | 2:30pm-7:05am |
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12 Consecutive + two quarterly months. | quarterly + spot |
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Second Friday prior to the third Wednesday of the contract month | .000025 (1pt.) ($12.50/pt.) | none | 500,000 | |
| RAwsss | South African Rand Weekly Options | 7:20am-2:00pm |
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Four weekly expirations |
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Each Friday without a serial or quarterly expiration. | .000025 (1pt.) ($12.50/pt.) | none | $.00500 | ||
| RDPsss | Deutsche Mark Rolling Spot Quarterly Options - Puts | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | nearest quarterly month |
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Second Friday prior to the third Wednesday of the contract month | ||||
| RDQsss | Deutsche Mark Rolling Spot Quarterly Options - Calls | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | nearest quarterly month |
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Second Friday prior to the third Wednesday of the contract month | ||||
| RLmsss | Russell 2000 Stock Price Index Options - Calls | 8:30am-3:15pm |
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Feb, Mar, Apr, Jun, Sep, Dec |
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Thursday prior the the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (5 pt.) ($5.00/pt.) | when futures lock limit | * See Note | one futures contract | |
| RLmsss | Russell 2000 Stock Price Index Options - Puts | 8:30am-3:15pm |
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Feb, Mar, Apr, Jun, Sep, Dec |
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Thursday prior the the third Friday of the contract month. Serial months: Third Friday of the contract month. | .05 (1 pt.) ($5.00/pt.) | when futures lock limit | * See Note | one futures contract | |
| RLmy | Russell 2000 Stock Price Index Futures | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec |
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Thursday prior the the third Friday of the contract month. | .05 (% pt.) ($5.00/pt.) | Limits in place | $500 x Russell 2000 | ||
| RLmy | Russell 2000 Stock Price Index Futures, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
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Lead Month |
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Thursday prior the the third Friday of the contract month. | .05 (% pt.) ($5.00/pt.) | Limits in place | $500 x Russell 2000 | ||
| RPmy | Euro FX/British Pound Cross Rate Future | 5:50pm-2:00pm,2:30pm-2:00pm |
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6 March quarterly |
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Second business day before the third Wednesday of the contract month | .00005 | 125,000 Euro | |||
| RPmyssss | Euro FX/British Pound Cross Rate Option | 5:50pm-2:00pm,2:30pm-2:00pm |
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4 March quarterly+2 |
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Second Friday immediately preceding the third Wednesday of the contract month | .00005 | 1 futures contract | |||
| RPPsss | British Pound Rolling Spot Quarterly Options - Puts | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | nearest quarterly month |
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Second Friday prior to the third Wednesday of the contract month | ||||
| RPQsss | British Pound Rolling Spot Quarterly Options - Calls | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | Nearest quarterly month |
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Second Friday prior to the third Wednesday of the contract month | ||||
| RPX | British Pound Rolling Spot Daily Adjustment | 11:30am |
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N/A |
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| RUmsss | Russian Ruble Future Option | 7:20am-2:00pm |
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At the same date and time as the underlying futures contract | .000025 (2 1/2pt) ($5.00/pt) ($12.50) | none | $.005/Ruble, e.g.,$165,175,185 etc. | one futures contract | ||
| RUmy | Russian Ruble Future | 7:20am-2:00pm |
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Mar, Jun, Sep, Dec | Qaurterly and serial months |
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.000025 (2 1/2pt) ($5.00/pt) ($12.50) | none | 5000,000 Russian Rubles | ||
| RUwssss | Russian Ruble Future Weekly Option | 7:20am-2:00pm |
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Four weekly expirations |
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Normal RTH closing time on any Friday that is not last trade day for quarterly or serial option | .000025 (2 1/2pt) ($12.50) | Trading halted when underlying Futures is Locked | one futures contract | ||
| SDX | S&P 500 Index Special Open |
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N/A |
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| SFmy | Swiss Franc Futures | 7:20am-2:00pm |
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Jan,Mar,Apr,Jun,Jul,Sep,Oct,Dec + spot | quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0001 (1 pt.) ($12.50/pt.) | opening limit 400 pt. | 125,000 | |
| SFmy | Swiss Franc Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec | quarterly cycle |
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Second business day prior to the third Wednesday of the contract month. | .0001 (1 pt.) ($12.50/pt.) | 400 pt. | 125,000 | |
| SFwsss | Swiss Franc Weekly Options | 7:20am-2:00pm |
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Five weeks for all months | Quarterly months |
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Each Friday without a serial or quarterly expiration. | .0001 (1pt.) ($12.50/pt.) | when corresponding future locks limit | $0.01* | one Swiss Franc futures contract |
| SGmsss | S&P 500/BARRA Growth Options | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec + 2 serial months |
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Third Friday of the contract month. | .05 (5 pt.) ($25.00) | div by 2.5; 3rd and 4th quart: div by 5 | one futures contract | ||
| SGmy | S&P 500/BARRA Growth Future | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec |
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Third Friday of the contract month. | .05 (5 pt.) ($25.00) | 15 index pts total limit | $500 x S&P/BARRA Growth index | ||
| SGmy | S&P 500/BARRA Growth Future, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
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Mar, Jun, Sep, Dec |
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Third Friday of the contract month. | .05 (5 pt.) ($25.00) | 6 pts above/below RTH | $500 x S&P/BARRA Growth index | ||
| SKX | S&P 500/BARRA Growth Index, Special Open |
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N/A |
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| SLX | S&P MidCap 400 Index Special Open |
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N/A |
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| SNX | Russell 2000 Special Open Index |
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N/A |
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| SPmy | S&P 500 Futures | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec |
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Thursday prior to the third Friday of the contract month. | .05 (5 pt.) ($5.00/pt) | $500 X S&P's 500 stock index | |||
| SPmy | S&P 500 Futures, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
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Lead Month |
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Thursday prior to the third Friday of the contract month. | .05 (5 pt.) ($5.00/pt) | $500 X S&P's 500 stock index | |||
| STmss | Stocker Cattle Options | 9:10am-1:05pm |
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Jan, Feb, Mar, Oct, Nov, Dec |
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Last Thursday of the contract month unless it is holiday in which case trading shall cease on the prior Thursday | $.0005=$12.50 | $.02 per pound ($500) | $.02/lb | one futures contract | |
| STmy | Stocker Cattle Futures | 9:10am-1:05pm |
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Jan, Feb, Mar, Oct, Nov, Dec |
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Last Thursday of the contract month unless it is holiday in which case trading shall cease on the prior Thursday | $.0005=$12.50 | $.02 per pound ($500) | 25,000 x Cattle Index/lb | ||
| SUmsss | S&P 500/BARRA Value Options | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec + 2 serial months |
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Third Friday of the contract month. | .05 (5 pt.) ($25.00) | div by 2.5; 3rd and 4th quart: div by 5 | one futures contract | ||
| SUmy | S&P 500/BARRA Value Future | 8:30am-3:15pm |
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Mar, Jun, Sep, Dec |
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Third Friday of the contract month. | .05 (5 pt.) ($25.00) | 15 index pts total limit | $500 x S&P/BARRA Value index | ||
| SUmy | S&P 500/BARRA Value Future, Globex | 3:45pm-8:15am, 5:30pm-8:15am Su |
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Mar, Jun, Sep, Dec |
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Third Friday of the contract month. | .05 (5 pt.) ($25.00) | 6 pts above/below RTH | $500 x S&P/BARRA Value index | ||
| SZX | S&P 500/BARRA Value Index, Special Open |
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N/A |
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| TBmy | Three-month US Treasury Bills Futures | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + two serial months |
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First business day prior to first delivery date. | .01 (1 pt.) ($25.00/pt.) | none | $1,000,000 | ||
| TBmy | Three-month US Treasury Bills Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec + two serial months |
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First business day prior to first delivery date. | .01 (1 pt.) ($25.00/pt.) | none | $1,000,000 | ||
| TDm | Weather Cooling Degree Days Index New York futures | 3:45pm-3:15pm, 5:30pm-3:15pm Sun and Holidays |
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12 Consecutive calender months |
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Trading shall terminate at 9am on the 1st CME business day that is at least two calender days after the futures contract month | 1CDD Index point=$100.00 | 60 idx pts above or below the Ref price | $100 X the CME CDD Index | ||
| TSmsss | Mexican CETES Options | 8:00am-2:00pm |
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Mar,Apr,May,Jun,Sep,Dec |
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Quarterly:Business day prior to the third Wednesday of the contract month. Others:Friday preceding the third Wednesday. | .01 pt. (50.00 MP/pt.) | .50 in 5.00 range above and below | One futures contract | ||
| TSmy | Mexican CETES Futures | 8:00am-2:00pm |
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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Business day prior to the third Wednesday of the contract month. | .01 pt. (50.00 MP/pt.) | 2,000,000 Mexican Pesos | ||
| TSmy | Mexican CETES Futures, Globex | 2:45pm-7:05am |
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Mar,Jun,Sep,Dec | 4 months of March quarterly cycle |
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Business day prior to the third Wednesday of the contract month. | .01 pt. (50.00 MP/pt.) | 2,000,000 Mexican Pesos | ||
| TSmyssss | Mexican CETES Options, Globex | 2:45pm-7:05am |
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Mar,Apr,May,Jun,Sep,Dec |
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Quarterly:Business day prior to the third Wednesday of the contract month. Others:Friday preceding the third Wednesday. | .01 pt. (50.00 MP/pt.) | .50 in 5.00 range above and below | One futures contract | ||
| YRmsss | One-Year US Treasury Bills Options | 7:20am-2:00pm |
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Mar, Jun, Sep, Dec + Serial Months | Spot + next 5 calendar months |
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Business day of US T-bill auction | .005 ($25.00/pt.) | none | .25 | one future contract |
| YRmy | One-Year US Treasury Bill Futures | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec |
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Business day of US T-bill auction | .005 ($25.00/pt) | none | $500,000 | ||
| YRmy | One-Year US Treasury Bill Futures, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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Mar,Jun,Sep,Dec |
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Business day of US T-bill auction | .005 ($25.00/pt) | none | $500,000 | ||
| ZAmsss | Eurodollar One-Year Mid-Curve Options | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + 2 serial months | Two nearest quarterly months for two years out |
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Friday prior to third Wednesday of contract month | .01 (1 pt.) ($25.00/pt.) | none | .25 | |
| ZAmyssss | Eurodollar One-Year Mid-Curve Options, Globex | 2:30pm-7:05am, 5:30pm-7:05am Sun |
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1 quarterly month | Two nearest quarterly months for two years out |
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Friday prior to third Wednesday of contract month | .01 (1 pt.) ($25.00/pt.) | none | .25 | |
| ZBmy | US Treasury Bond Futures, Project A | 5:20pm-8:05pm, 10:30pm-6:30am |
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Mar, Jun, Sep, Dec |
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Seventh business day preceeding the last business day of the delivery month. | 1/32 pt.=$31.25 | 3 pt=$3,000 | $100,000 | ||
| ZGmsss | Mexican Peso Options | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec + two spot months | Quarterly cycle + 2 serial months |
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Second Friday prior to the third Wednesday of the contract month. | .000025 (2 1/2pt) ($12.50/pt.) | none | $.0025;12+12+1 | one Mexican Peso futures contract |
| ZGmy | Mexican Peso Futures | 7:20am-2:00pm |
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Mar,Jun,Sep,Dec | Quarterly cycle |
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Business day prior to the third Wednesday of the contract month. | .000025 (2 1/2pt) ($12.50/pt.) | opening limit $.02000 | 500,000 | |
| ZGmy | Mexican Peso Futures, Globex | 2:30pm-7:05am |
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Mar,Jun,Sep,Dec | 6 from Quarterly cycle |
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Business day prior to the third Wednesday of the contract month. | .000025 (2 1/2pt) ($12.50/pt.) | $.01500 above or below RTH settlement | 500,000 | |
| ZJwsss | Mexican Peso Weekly Options | 7:20am-2:00pm |
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Four weekly expirations | 4 weekly options |
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Each Friday without a serial or quarterly expiration. | .000025 (2 1/2pt) ($12.50/pt.) | none | MXN.005 | one Mexican Peso futures contract |
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