FUTURES CONTRACTS AND CONDITIONS
Corn(ZC) |
| Tradable Contracts | First Notice | Expiry Date | | ZCZ6 | N/A | 14-Dec-2006 | | ZCH7 | N/A | 14-Mar-2007 | | ZCK7 | N/A | 14-May-2007 | | ZCN7 | N/A | 13-Jul-2007 | | ZCZ7 | N/A | 14-Dec-2007 | | ZCZ8 | N/A | 12-Dec-2008 | | ZCZ9 | N/A | 11-Dec-2009 |
| | Contract Size: | 5,000 Bushels | Min. Trade: | 1 | | Exchange: | ECBOT | Trading Hours GMT: | 23:30 - 18:15 | | Tick Size: | 0.25 | Tick Value: | 12.5 | | Init. Margin: | 608 | Maint. Margin:: | 450 | | Exchange Fee: | 1.57 | Min. Comm.: | | |
European Rapeseed(ECO) |
| Tradable Contracts | First Notice | Expiry Date | | ECOX6 | N/A | 31-Oct-2006 | | ECOG7 | N/A | 31-Jan-2007 | | ECOK7 | N/A | 30-Apr-2007 | | ECOQ7 | N/A | 31-Jul-2007 | | ECOX7 | N/A | 31-Oct-2007 |
| | Contract Size: | 50 Metric Tons | Min. Trade: | 1 | | Exchange: | PAR | Trading Hours GMT: | 08:45 - 16:30 | | Tick Size: | 0.25 | Tick Value: | 12.5 | | Init. Margin: | 500 | Maint. Margin:: | 500 | | Exchange Fee: | 1 | Min. Comm.: | |
|
Milling Wheat No. 2(EBM) |
| Tradable Contracts | First Notice | Expiry Date | | EBMX6 | N/A | 10-Nov-2006 | | EBMF7 | N/A | 10-Jan-2007 | | EBMH7 | N/A | 12-Mar-2007 | | EBMK7 | N/A | 10-May-2007 | | EBMU7 | N/A | 10-Sep-2007 | | EBMX7 | N/A | 12-Nov-2007 | | | Contract Size: | 50 Metric Tons | Min. Trade: | 1 | | Exchange: | PAR | Trading Hours GMT: | 08:45 - 16:30 | | Tick Size: | 0.25 | Tick Value: | 12.5 | | Init. Margin: | 350 | Maint. Margin:: | 350 | | Exchange Fee: | 1 | Min. Comm.: | |
|
Oats(ZO) |
| Tradable Contracts | First Notice | Expiry Date | | ZOZ6 | N/A | 14-Dec-2006 | | ZOH7 | N/A | 14-Mar-2007 | | ZOK7 | N/A | 14-May-2007 | | ZOU7 | N/A | 14-Sep-2007 |
| | Contract Size: | 5,000 Bushels | Min. Trade: | 10 | | Exchange: | ECBOT | Trading Hours GMT: | 23:33 - 18:15 | | Tick Size: | 0.25 | Tick Value: | 12.5 | | Init. Margin: | 540 | Maint. Margin:: | 400 | | Exchange Fee: | 1.5 | Min. Comm.: | |
|
Rough Rice(RR) |
| Tradable Contracts | First Notice | Expiry Date | | RRX6 | N/A | 20-Nov-2006 | | RRF7 | N/A | 22-Jan-2007 |
| | Contract Size: | 2,000 cwt | Min. Trade: | 1 | | Exchange: | ECBOT | Trading Hours GMT: | 23:33 - 18:15 | | Tick Size: | 0.005 | Tick Value: | 10 | | Init. Margin: | 675 | Maint. Margin:: | 500 | | Exchange Fee: | 1.5 | Min. Comm.: | |
|
Soybean Meal(ZM) |
| Tradable Contracts | First Notice | Expiry Date | | ZMV6 | N/A | 13-Oct-2006 | | ZMZ6 | N/A | 14-Dec-2006 | | ZMF7 | N/A | 12-Jan-2007 | | ZMH7 | N/A | 14-Mar-2007 | | ZMK7 | N/A | 14-May-2007 | | ZMU7 | N/A | 14-Sep-2007 | | ZMZ7 | N/A | 14-Dec-2007 |
| | Contract Size: | 100 Tonnes | Min. Trade: | 1 | | Exchange: | ECBOT | Trading Hours GMT: | 23:31 - 18:15 | | Tick Size: | 0.1 | Tick Value: | 10 | | Init. Margin: | 675 | Maint. Margin:: | 500 | | Exchange Fee: | 1.57 | Min. Comm.: | |
|
Soybean Oil(ZL) |
| Tradable Contracts | First Notice | Expiry Date | | ZLV6 | N/A | 13-Oct-2006 | | ZLZ6 | N/A | 14-Dec-2006 | | ZLF7 | N/A | 12-Jan-2007 | | ZLH7 | N/A | 14-Mar-2007 |
| | Contract Size: | 60,000 lbs | Min. Trade: | 1 | | Exchange: | ECBOT | Trading Hours GMT: | 23:31 - 18:15 | | Tick Size: | 0.01 | Tick Value: | 6 | | Init. Margin: | 540 | Maint. Margin:: | 400 | | Exchange Fee: | 1.57 | Min. Comm.: | |
|
Soybeans(ZS) |
| Tradable Contracts | First Notice | Expiry Date | | ZSX6 | N/A | 14-Nov-2006 | | ZSF7 | N/A | 12-Jan-2007 | | ZSH7 | N/A | 14-Mar-2007 | | ZSK7 | N/A | 14-May-2007 | | ZSN7 | N/A | 13-Jul-2007 | | ZSQ7 | N/A | 14-Aug-2007 | | ZSU7 | N/A | 14-Sep-2007 | | ZSX7 | N/A | 14-Nov-2007 |
| | Contract Size: | 5,000 Bushels | Min. Trade: | 1 | | Exchange: | ECBOT | Trading Hours GMT: | 23:31 - 18:15 | | Tick Size: | 0.25 | Tick Value: | 12.5 | | Init. Margin: | 1,013 | Maint. Margin:: | 750 | | Exchange Fee: | 1.57 | Min. Comm.: | |
|
Wheat(ZW) |
| Tradable Contracts | First Notice | Expiry Date | | ZWZ6 | N/A | 14-Dec-2006 | | ZWH7 | N/A | 14-Mar-2007 | | ZWK7 | N/A | 14-May-2007 | | ZWN7 | N/A | 13-Jul-2007 | | ZWU7 | N/A | 14-Sep-2007 |
| | Contract Size: | 5,000 Bushels | Min. Trade: | 1 | | Exchange: | ECBOT | Trading Hours GMT: | 23:32 - 18:15 | | Tick Size: | 0.25 | Tick Value: | 12.5 | | Init. Margin: | 945 | Maint. Margin:: | 700 | | Exchange Fee: | 1.58 | Min. Comm.: | |
|
Young Cattle(YCT) |
| Tradable Contracts | First Notice | Expiry Date | | YCTX6 | N/A | 21-Nov-2006 | | YCTF7 | N/A | 16-Jan-2007 |
| | Contract Size: | 5,000 kg | Min. Trade: | 1 | | Exchange: | SFE | Trading Hours GMT: | 07:10 - 06:00 | | Tick Size: | 0.0025 | Tick Value: | 12.5 | | Init. Margin: | 500 | Maint. Margin:: | 500 | | Exchange Fee: | 12.5 | Min. Comm.: | |
|
Energies
Crude Oil Brent CRD(LCO) |
| Tradable Contracts | First Notice | Expiry Date | | LCOX6 | N/A | 16-Oct-2006 | | LCOZ6 | N/A | 15-Nov-2006 | | LCOF7 | N/A | 14-Dec-2006 | | LCOG7 | N/A | 16-Jan-2007 | | LCOH7 | N/A | 13-Feb-2007 | | LCOJ7 | N/A | 15-Mar-2007 | | LCOK7 | N/A | 13-Apr-2007 | | LCOM7 | N/A | 16-May-2007 | | LCON7 | N/A | 14-Jun-2007 | | LCOQ7 | N/A | 16-Jul-2007 | | LCOU7 | N/A | 16-Aug-2007 | | LCOV7 | N/A | 13-Sep-2007 | | LCOX7 | N/A | 16-Oct-2007 |
| | Contract Size: | 1,000 Barrels | Min. Trade: | 1 | | Exchange: | ICE | Trading Hours GMT: | 00:00 - 21:00 | | Tick Size: | 0.01 | Tick Value: | 10 | | Init. Margin: | 5,100 | Maint. Margin:: | 5,100 | | Exchange Fee: | 0.5 | Min. Comm.: | |
|
Crude Oil, Light Sweet(CL) |
| Tradable Contracts | First Notice | Expiry Date | | CLX6 | N/A | 20-Oct-2006 | | CLZ6 | N/A | 17-Nov-2006 | | CLF7 | N/A | 19-Dec-2006 | | CLG7 | N/A | 22-Jan-2007 | | CLH7 | N/A | 20-Feb-2007 | | CLJ7 | N/A | 20-Mar-2007 | | CLK7 | N/A | 20-Apr-2007 |
| | Contract Size: | 1,000 Barrels | Min. Trade: | 5 | | Exchange: | GLOBEX | Trading Hours GMT: | 23:00 - 22:15 | | Tick Size: | 0.01 | Tick Value: | 10 | | Init. Margin: | 4,050 | Maint. Margin:: | 3,000 | | Exchange Fee: | 2.38 | Min. Comm.: | |
|
Gas Oil(FP) |
| Tradable Contracts | First Notice | Expiry Date | | FPV6 | N/A | 12-Oct-2006 | | FPX6 | N/A | 10-Nov-2006 | | FPZ6 | N/A | 12-Dec-2006 | | FPF7 | N/A | 11-Jan-2007 | | FPG7 | N/A | 12-Feb-2007 | | FPH7 | N/A | 12-Mar-2007 | | FPJ7 | N/A | 12-Apr-2007 | | FPK7 | N/A | 10-May-2007 | | FPM7 | N/A | 12-Jun-2007 | | FPN7 | N/A | 12-Jul-2007 | | FPQ7 | N/A | 10-Aug-2007 | | FPU7 | N/A | 12-Sep-2007 | | FPZ7 | N/A | 12-Dec-2007 |
| | Contract Size: | 100 Metric Tonnes | Min. Trade: | 1 | | Exchange: | ICE | Trading Hours GMT: | 00:00 - 21:00 | | Tick Size: | 0.25 | Tick Value: | 25 | | Init. Margin: | 4,600 | Maint. Margin:: | 4,600 | | Exchange Fee: | 0.35 | Min. Comm.: | |
|
Heating Oil(HO) |
| Tradable Contracts | First Notice | Expiry Date | | HOX6 | N/A | 31-Oct-2006 | | HOZ6 | N/A | 30-Nov-2006 | | HOF7 | N/A | 29-Dec-2006 |
| | Contract Size: | 42.000 gallons | Min. Trade: | 5 | | Exchange: | GLOBEX | Trading Hours GMT: | 23:00 - 22:15 | | Tick Size: | 0.01 | Tick Value: | 4.2 | | Init. Margin: | 6,075 | Maint. Margin:: | 4,500 | | Exchange Fee: | 2.38 | Min. Comm.: | |
|
Natural Gas, Henry Hub(NG) |
| Tradable Contracts | First Notice | Expiry Date | | NGX6 | N/A | 27-Oct-2006 | | NGZ6 | N/A | 28-Nov-2006 | | NGF7 | N/A | 27-Dec-2006 | | NGG7 | N/A | 29-Jan-2007 | | NGH7 | N/A | 26-Feb-2007 | | NGF8 | N/A | 27-Dec-2007 |
| | Contract Size: | 10,000 mmBtu | Min. Trade: | 5 | | Exchange: | GLOBEX | Trading Hours GMT: | 23:00 - 22:15 | | Tick Size: | 0.001 | Tick Value: | 10 | | Init. Margin: | 10,800 | Maint. Margin:: | 8,000 | | Exchange Fee: | 2.38 | Min. Comm.: | |
|
NYMEX miNY Gasoline(QU) |
| Tradable Contracts | First Notice | Expiry Date | | QUX6 | N/A | 30-Oct-2006 | | QUZ6 | N/A | 29-Nov-2006 |
|
| Contract Size: | 21000 gallons |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
23:00 - 22:15 |
| Tick Size: |
0.001 |
Tick Value: |
21 |
| Init. Margin: |
3,375 |
Maint. Margin:: |
2,500 |
| Exchange Fee: |
1.5 |
Min. Comm.: |
|
|
NYMEX miNY Heating Oil(QH) |
| Tradable Contracts |
First Notice |
Expiry Date |
| QHX6 |
N/A |
30-Oct-2006 |
| QHZ6 |
N/A |
29-Nov-2006 |
|
| Contract Size: | 21000 gallons |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
23:00 - 22:15 |
| Tick Size: |
0.001 |
Tick Value: |
21 |
| Init. Margin: |
3,038 |
Maint. Margin:: |
2,250 |
| Exchange Fee: |
1.5 |
Min. Comm.: |
|
|
NYMEX miNY Light Sweet Crude Oil(QM) |
| Tradable Contracts |
First Notice |
Expiry Date |
| QMX6 |
N/A |
19-Oct-2006 |
| QMZ6 |
N/A |
16-Nov-2006 |
| QMF7 |
N/A |
18-Dec-2006 |
|
| Contract Size: | 500 Barrels |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
23:00 - 22:15 |
| Tick Size: |
0.025 |
Tick Value: |
12.5 |
| Init. Margin: |
2,025 |
Maint. Margin:: |
1,500 |
| Exchange Fee: |
1.5 |
Min. Comm.: |
|
|
NYMEX miNY Natural Gas(QG) |
| Tradable Contracts |
First Notice |
Expiry Date |
| QGX6 |
N/A |
26-Oct-2006 |
| QGZ6 |
N/A |
27-Nov-2006 |
| QGF7 |
N/A |
26-Dec-2006 |
|
| Contract Size: | 2500 mmBtu |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
23:00 - 22:15 |
| Tick Size: |
0.005 |
Tick Value: |
12.5 |
| Init. Margin: |
2,700 |
Maint. Margin:: |
2,000 |
| Exchange Fee: |
0.65 |
Min. Comm.: |
|
|
Unleaded gasoline, NY Harbor(HU) |
| Tradable Contracts |
First Notice |
Expiry Date |
| HUX6 |
N/A |
31-Oct-2006 |
| HUZ6 |
N/A |
30-Nov-2006 |
|
| Contract Size: | 42.000 gallons |
Min. Trade: |
5 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
23:00 - 22:15 |
| Tick Size: |
0.01 |
Tick Value: |
4.2 |
| Init. Margin: |
6,750 |
Maint. Margin:: |
5,000 |
| Exchange Fee: |
2.38 |
Min. Comm.: |
|
|
WTI Light Sweet Crude Oil (WBS) |
| Tradable Contracts |
First Notice |
Expiry Date |
| WBSX6 |
N/A |
19-Oct-2006 |
| WBSZ6 |
N/A |
16-Nov-2006 |
| WBSF7 |
N/A |
18-Dec-2006 |
| WBSG7 |
N/A |
19-Jan-2007 |
| WBSH7 |
N/A |
16-Feb-2007 |
| WBSM7 |
N/A |
21-May-2007 |
|
| Contract Size: | 1000 |
Min. Trade: |
1 |
| Exchange: |
ICE |
Trading Hours GMT: |
00:00 - 21:00 |
| Tick Size: |
0.01 |
Tick Value: |
10 |
| Init. Margin: |
5,200 |
Maint. Margin:: |
5,200 |
| Exchange Fee: |
0.82 |
Min. Comm.: |
|
|
Financials - Bonds
10 Year US T-Notes Composite(ZN) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZNZ6 |
N/A |
19-Dec-2006 |
| ZNH7 |
N/A |
21-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
22:50 - 21:00 |
| Tick Size: |
0.015625 |
Tick Value: |
15.625 |
| Init. Margin: |
810 |
Maint. Margin:: |
600 |
| Exchange Fee: |
0.38 |
Min. Comm.: |
|
|
2 Year US T-Notes Composite(ZT) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZTZ6 |
N/A |
29-Dec-2006 |
|
| Contract Size: | 200,000 |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
22:51 - 21:00 |
| Tick Size: |
0.0078125 |
Tick Value: |
15.63 |
| Init. Margin: |
473 |
Maint. Margin:: |
350 |
| Exchange Fee: |
0.38 |
Min. Comm.: |
|
|
30-year US T-Bond(ZB) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZBZ6 |
N/A |
19-Dec-2006 |
| ZBH7 |
N/A |
21-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
22:50 - 21:00 |
| Tick Size: |
0.03125 |
Tick Value: |
31.25 |
| Init. Margin: |
1,215 |
Maint. Margin:: |
900 |
| Exchange Fee: |
0.38 |
Min. Comm.: |
|
|
5 Year US T-Notes Composite(ZF) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZFZ6 |
N/A |
29-Dec-2006 |
|
| Contract Size: | 100.000 |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
22:50 - 21:00 |
| Tick Size: |
0.015625 |
Tick Value: |
15.625 |
| Init. Margin: |
540 |
Maint. Margin:: |
400 |
| Exchange Fee: |
0.38 |
Min. Comm.: |
|
|
Euro BOBL Future(FGBM) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FGBMZ6 |
N/A |
07-Dec-2006 |
| FGBMH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:50 - 20:00 |
| Tick Size: |
0.01 |
Tick Value: |
10 |
| Init. Margin: |
800 |
Maint. Margin:: |
800 |
| Exchange Fee: |
0.2 |
Min. Comm.: |
|
|
Euro Schatz Future(FGBS) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FGBSZ6 |
N/A |
07-Dec-2006 |
| FGBSH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:50 - 20:00 |
| Tick Size: |
0.005 |
Tick Value: |
5 |
| Init. Margin: |
350 |
Maint. Margin:: |
350 |
| Exchange Fee: |
0.2 |
Min. Comm.: |
|
|
Euro-bund, German Government(FGBL) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FGBLZ6 |
N/A |
07-Dec-2006 |
| FGBLH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:50 - 20:00 |
| Tick Size: |
0.01 |
Tick Value: |
10 |
| Init. Margin: |
1,400 |
Maint. Margin:: |
1,400 |
| Exchange Fee: |
0.2 |
Min. Comm.: |
|
|
Gilt Long(FLG) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FLGZ6 |
N/A |
27-Dec-2006 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
07:00 - 17:00 |
| Tick Size: |
0.01 |
Tick Value: |
10 |
| Init. Margin: |
1,320 |
Maint. Margin:: |
1,320 |
| Exchange Fee: |
0.28 |
Min. Comm.: |
|
|
Mini JGB Future(SJB) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SJBZ6 |
N/A |
08-Dec-2006 |
| SJBH7 |
N/A |
09-Mar-2007 |
|
| Contract Size: | 10000000 |
Min. Trade: |
1 |
| Exchange: |
SGX-DT |
Trading Hours GMT: |
23:45 - 09:15 |
| Tick Size: |
0.01 |
Tick Value: |
1000 |
| Init. Margin: |
116,100 |
Maint. Margin:: |
86,000 |
| Exchange Fee: |
20 |
Min. Comm.: |
|
|
SOFFEX Swiss government Bond(CONF) |
| Tradable Contracts |
First Notice |
Expiry Date |
| CONFZ6 |
N/A |
07-Dec-2006 |
| CONFH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
06:20 - 15:00 |
| Tick Size: |
0.01 |
Tick Value: |
10 |
| Init. Margin: |
1,300 |
Maint. Margin:: |
1,300 |
| Exchange Fee: |
0.4 |
Min. Comm.: |
|
|
Financials - Currencies
Australian Dollar Future(AD) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ADZ6 |
N/A |
18-Dec-2006 |
| ADH7 |
N/A |
19-Mar-2007 |
| ADM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
5 |
| Init. Margin: |
1,485 |
Maint. Margin:: |
1,100 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
Australian Dollar/Canadian Dollar(ACD) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ACDZ6 |
N/A |
18-Dec-2006 |
| ACDH7 |
N/A |
19-Mar-2007 |
| ACDM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 200,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
20 |
| Init. Margin: |
3,375 |
Maint. Margin:: |
2,500 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
Australian Dollar/Japanese Yen(AJY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| AJYZ6 |
N/A |
18-Dec-2006 |
| AJYH7 |
N/A |
19-Mar-2007 |
| AJYM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 200,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.01 |
Tick Value: |
2000 |
| Init. Margin: |
337,500 |
Maint. Margin:: |
250,000 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
Australian Dollar/New Zealand Dollar(ANE) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ANEZ6 |
N/A |
18-Dec-2006 |
| ANEH7 |
N/A |
19-Mar-2007 |
| ANEM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 200,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
20 |
| Init. Margin: |
3,645 |
Maint. Margin:: |
2,700 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
British Pound Future(BP) |
| Tradable Contracts |
First Notice |
Expiry Date |
| BPZ6 |
N/A |
18-Dec-2006 |
| BPH7 |
N/A |
19-Mar-2007 |
| BPM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 62,500 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
6.25 |
| Init. Margin: |
1,755 |
Maint. Margin:: |
1,300 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
British Pound/Japanese Yen(PJY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| PJYZ6 |
N/A |
18-Dec-2006 |
| PJYH7 |
N/A |
19-Mar-2007 |
| PJYM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.01 |
Tick Value: |
1250 |
| Init. Margin: |
405,000 |
Maint. Margin:: |
300,000 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
British Pound/Swiss Franc(PSF) |
| Tradable Contracts |
First Notice |
Expiry Date |
| PSFZ6 |
N/A |
18-Dec-2006 |
| PSFH7 |
N/A |
19-Mar-2007 |
| PSFM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
12.5 |
| Init. Margin: |
3,105 |
Maint. Margin:: |
2,300 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
Canadian Dollar Future(CD) |
| Tradable Contracts |
First Notice |
Expiry Date |
| CDZ6 |
N/A |
19-Dec-2006 |
| CDH7 |
N/A |
20-Mar-2007 |
| CDM7 |
N/A |
19-Jun-2007 |
| CDU7 |
N/A |
18-Sep-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
5 |
| Init. Margin: |
1,485 |
Maint. Margin:: |
1,100 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
Canadian Dollar/Japanese Yen(CJY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| CJYZ6 |
N/A |
18-Dec-2006 |
| CJYH7 |
N/A |
19-Mar-2007 |
| CJYM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 200,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.01 |
Tick Value: |
2000 |
| Init. Margin: |
405,000 |
Maint. Margin:: |
300,000 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
Chinese Renminbi /US Dollar(RMB) |
| Tradable Contracts |
First Notice |
Expiry Date |
| RMBV6 |
N/A |
16-Oct-2006 |
| RMBX6 |
N/A |
13-Nov-2006 |
| RMBZ6 |
N/A |
18-Dec-2006 |
|
| Contract Size: | 1000000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
1E-05 |
Tick Value: |
10 |
| Init. Margin: |
338 |
Maint. Margin:: |
250 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
E-Mini Euro FX(E7) |
| Tradable Contracts |
First Notice |
Expiry Date |
| E7Z6 |
N/A |
18-Dec-2006 |
| E7H7 |
N/A |
12-Mar-2007 |
|
| Contract Size: | 62,500 EUR |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
6.25 |
| Init. Margin: |
1,418 |
Maint. Margin:: |
1,050 |
| Exchange Fee: |
0.87 |
Min. Comm.: |
|
|
Euro FX/Australian Dollar(EAD) |
| Tradable Contracts |
First Notice |
Expiry Date |
| EADZ6 |
N/A |
18-Dec-2006 |
| EADH7 |
N/A |
19-Mar-2007 |
| EADM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
12.5 |
| Init. Margin: |
3,240 |
Maint. Margin:: |
2,400 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
Euro FX/British Pound(RP) |
| Tradable Contracts |
First Notice |
Expiry Date |
| RPZ6 |
N/A |
18-Dec-2006 |
| RPH7 |
N/A |
19-Mar-2007 |
| RPM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
5E-05 |
Tick Value: |
6.25 |
| Init. Margin: |
878 |
Maint. Margin:: |
650 |
| Exchange Fee: |
1.62 |
Min. Comm.: |
|
|
Euro FX/Japanese Yen Cross Rate Future(RY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| RYZ6 |
N/A |
18-Dec-2006 |
| RYH7 |
N/A |
19-Mar-2007 |
| RYM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.01 |
Tick Value: |
625 |
| Init. Margin: |
337,500 |
Maint. Margin:: |
250,000 |
| Exchange Fee: |
175 |
Min. Comm.: |
|
|
Euro FX/Swiss Franc(RF) |
| Tradable Contracts |
First Notice |
Expiry Date |
| RFZ6 |
N/A |
18-Dec-2006 |
| RFH7 |
N/A |
19-Mar-2007 |
| RFM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 20:15 |
| Tick Size: |
0.0001 |
Tick Value: |
12.5 |
| Init. Margin: |
1,013 |
Maint. Margin:: |
750 |
| Exchange Fee: |
2.07 |
Min. Comm.: |
|
|
Euro FX(EC) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ECZ6 |
N/A |
18-Dec-2006 |
| ECH7 |
N/A |
19-Mar-2007 |
| ECM7 |
N/A |
18-Jun-2007 |
| ECU7 |
N/A |
17-Sep-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
12.5 |
| Init. Margin: |
2,835 |
Maint. Margin:: |
2,100 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
Japanese Yen Future(JY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| JYZ6 |
N/A |
18-Dec-2006 |
| JYH7 |
N/A |
19-Mar-2007 |
| JYM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 12,500,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
1E-06 |
Tick Value: |
12.5 |
| Init. Margin: |
2,700 |
Maint. Margin:: |
2,000 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
Mexican Peso(MP) |
| Tradable Contracts |
First Notice |
Expiry Date |
| MPV6 |
N/A |
16-Oct-2006 |
| MPX6 |
N/A |
13-Nov-2006 |
| MPZ6 |
N/A |
18-Dec-2006 |
|
| Contract Size: | 500,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
2.5E-05 |
Tick Value: |
12.5 |
| Init. Margin: |
1,875 |
Maint. Margin:: |
1,500 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
New Zealand Dollar(NE) |
| Tradable Contracts |
First Notice |
Expiry Date |
| NEZ6 |
N/A |
18-Dec-2006 |
| NEH7 |
N/A |
19-Mar-2007 |
| NEM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
10 |
| Init. Margin: |
1,350 |
Maint. Margin:: |
1,000 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
South African Rand(RA) |
| Tradable Contracts |
First Notice |
Expiry Date |
| RAV6 |
N/A |
16-Oct-2006 |
| RAX6 |
N/A |
13-Nov-2006 |
| RAZ6 |
N/A |
18-Dec-2006 |
|
| Contract Size: | 500,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
2.5E-05 |
Tick Value: |
12.5 |
| Init. Margin: |
3,848 |
Maint. Margin:: |
2,850 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
Swiss Franc Future(SF) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SFZ6 |
N/A |
18-Dec-2006 |
| SFH7 |
N/A |
19-Mar-2007 |
| SFM7 |
N/A |
18-Jun-2007 |
|
| Contract Size: | 125,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0001 |
Tick Value: |
12.5 |
| Init. Margin: |
1,755 |
Maint. Margin:: |
1,300 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
Financials - Short-term Interest Rates
1 Month EONIA-Indexed Future(EON) |
| Tradable Contracts |
First Notice |
Expiry Date |
| EONV6 |
N/A |
31-Oct-2006 |
|
| Contract Size: | 3,000,000 |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
06:00 - 17:00 |
| Tick Size: |
0.005 |
Tick Value: |
12.5 |
| Init. Margin: |
225 |
Maint. Margin:: |
225 |
| Exchange Fee: |
1.63 |
Min. Comm.: |
|
|
10 year Japanese Govt. Bond(JGB1) |
| Tradable Contracts |
First Notice |
Expiry Date |
| JGB1Z6 |
N/A |
11-Dec-2006 |
| JGB1H7 |
N/A |
09-Mar-2007 |
|
| Contract Size: | 100,000,000 |
Min. Trade: |
1 |
| Exchange: |
TYO |
Trading Hours GMT: |
00:00 - 09:00 |
| Tick Size: |
0.01 |
Tick Value: |
10000 |
| Init. Margin: |
2,000,000 |
Maint. Margin:: |
2,000,000 |
| Exchange Fee: |
500 |
Min. Comm.: |
|
|
3 Month Euro Dollar(GE) |
| Tradable Contracts |
First Notice |
Expiry Date |
| GEV6 |
N/A |
16-Oct-2006 |
| GEX6 |
N/A |
13-Nov-2006 |
| GEZ6 |
N/A |
18-Dec-2006 |
| GEF7 |
N/A |
15-Jan-2007 |
| GEG7 |
N/A |
16-Feb-2007 |
| GEH7 |
N/A |
19-Mar-2007 |
| GEM7 |
N/A |
18-Jun-2007 |
| GEU7 |
N/A |
17-Sep-2007 |
| GEZ7 |
N/A |
17-Dec-2007 |
|
| Contract Size: | 1,000,000 |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:00 |
| Tick Size: |
0.0025 |
Tick Value: |
12.5 |
| Init. Margin: |
743 |
Maint. Margin:: |
550 |
| Exchange Fee: |
1.22 |
Min. Comm.: |
|
|
3 Month EuroSwiss Future(FES) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESZ6 |
N/A |
18-Dec-2006 |
| FESH7 |
N/A |
19-Mar-2007 |
| FESM7 |
N/A |
18-Jun-2007 |
| FESU7 |
N/A |
17-Sep-2007 |
| FESZ7 |
N/A |
17-Dec-2007 |
| FESH8 |
N/A |
17-Mar-2008 |
| FESM8 |
N/A |
16-Jun-2008 |
| FESU8 |
N/A |
15-Sep-2008 |
|
| Contract Size: | 1,000,000 |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
06:30 - 17:00 |
| Tick Size: |
0.01 |
Tick Value: |
25 |
| Init. Margin: |
400 |
Maint. Margin:: |
400 |
| Exchange Fee: |
0.62 |
Min. Comm.: |
|
|
3 Month Short Sterling Future(FSS) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FSSV6 |
N/A |
18-Oct-2006 |
| FSSX6 |
N/A |
15-Nov-2006 |
| FSSZ6 |
N/A |
20-Dec-2006 |
| FSSH7 |
N/A |
21-Mar-2007 |
| FSSM7 |
N/A |
20-Jun-2007 |
| FSSU7 |
N/A |
19-Sep-2007 |
| FSSZ7 |
N/A |
19-Dec-2007 |
| FSSH8 |
N/A |
19-Mar-2008 |
| FSSM8 |
N/A |
18-Jun-2008 |
| FSSU8 |
N/A |
17-Sep-2008 |
| FSSZ8 |
N/A |
17-Dec-2008 |
|
| Contract Size: | 500,000 |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
06:30 - 17:00 |
| Tick Size: |
0.01 |
Tick Value: |
12.5 |
| Init. Margin: |
225 |
Maint. Margin:: |
225 |
| Exchange Fee: |
0.28 |
Min. Comm.: |
|
|
30 day Federal Funds Future(ZQ) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZQV6 |
N/A |
31-Oct-2006 |
| ZQX6 |
N/A |
30-Nov-2006 |
| ZQZ6 |
N/A |
29-Dec-2006 |
| ZQF7 |
N/A |
31-Jan-2007 |
| ZQG7 |
N/A |
28-Feb-2007 |
| ZQH7 |
N/A |
30-Mar-2007 |
|
| Contract Size: | 5,000,000 |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
23:01 - 21:00 |
| Tick Size: |
0.005 |
Tick Value: |
20835 |
| Init. Margin: |
506 |
Maint. Margin:: |
375 |
| Exchange Fee: |
0.5 |
Min. Comm.: |
|
|
Euribor 3 Months(FEI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FEIV6 |
N/A |
16-Oct-2006 |
| FEIX6 |
N/A |
13-Nov-2006 |
| FEIZ6 |
N/A |
18-Dec-2006 |
| FEIF7 |
N/A |
15-Jan-2007 |
| FEIG7 |
N/A |
19-Feb-2007 |
| FEIH7 |
N/A |
19-Mar-2007 |
| FEIM7 |
N/A |
18-Jun-2007 |
| FEIU7 |
N/A |
17-Sep-2007 |
| FEIZ7 |
N/A |
17-Dec-2007 |
|
| Contract Size: | 1,000,000 |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
06:00 - 20:00 |
| Tick Size: |
0.005 |
Tick Value: |
12.5 |
| Init. Margin: |
475 |
Maint. Margin:: |
475 |
| Exchange Fee: |
0.42 |
Min. Comm.: |
|
|
Euro Yen 3 month(EY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| EYZ6 |
N/A |
15-Dec-2006 |
| EYH7 |
N/A |
16-Mar-2007 |
| EYM7 |
N/A |
15-Jun-2007 |
|
| Contract Size: | 100,000,000 |
Min. Trade: |
1 |
| Exchange: |
CME |
Trading Hours GMT: |
12:20 - 19:00 |
| Tick Size: |
0.005 |
Tick Value: |
1250 |
| Init. Margin: |
21,600 |
Maint. Margin:: |
16,000 |
| Exchange Fee: |
0.6 |
Min. Comm.: |
|
|
Euro-BUXL Future(FGBX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FGBXZ6 |
N/A |
07-Dec-2006 |
| FGBXH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 100,000 |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:50 - 20:00 |
| Tick Size: |
0.02 |
Tick Value: |
20 |
| Init. Margin: |
3,000 |
Maint. Margin:: |
3,000 |
| Exchange Fee: |
0.2 |
Min. Comm.: |
|
|
Euroyen TIBOR(SEY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SEYZ6 |
N/A |
18-Dec-2006 |
| SEYH7 |
N/A |
19-Mar-2007 |
|
| Contract Size: | 100000000 |
Min. Trade: |
1 |
| Exchange: |
SGX-DT |
Trading Hours GMT: |
23:40 - 11:05 |
| Tick Size: |
0.005 |
Tick Value: |
1250 |
| Init. Margin: |
28,350 |
Maint. Margin:: |
21,000 |
| Exchange Fee: |
80 |
Min. Comm.: |
|
|
Japanese Government Bond (JGB)(FYB) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FYBZ6 |
N/A |
08-Dec-2006 |
| FYBH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 100,000,000 |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
06:00 - 15:00 |
| Tick Size: |
0.01 |
Tick Value: |
10000 |
| Init. Margin: |
1,630,000 |
Maint. Margin:: |
1,630,000 |
| Exchange Fee: |
60 |
Min. Comm.: |
|
|
Meats
E-Cattle (Feeder)(GF) |
| Tradable Contracts |
First Notice |
Expiry Date |
| GFX6 |
N/A |
16-Nov-2006 |
|
| Contract Size: | 50,000 lbs |
Min. Trade: |
10 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
14:05 - 18:00 |
| Tick Size: |
0.025 |
Tick Value: |
12.5 |
| Init. Margin: |
1,485 |
Maint. Margin:: |
1,100 |
| Exchange Fee: |
2.16 |
Min. Comm.: |
|
|
Precious Metals
Gold 100 oz(ZG) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZGX6 |
N/A |
28-Nov-2006 |
| ZGZ6 |
N/A |
27-Dec-2006 |
| ZGG7 |
N/A |
26-Feb-2007 |
|
| Contract Size: | 100 Fine Troy Oz. |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
23:16 - 21:00 |
| Tick Size: |
0.1 |
Tick Value: |
10 |
| Init. Margin: |
3,038 |
Maint. Margin:: |
2,250 |
| Exchange Fee: |
1.05 |
Min. Comm.: |
|
|
NY Gold mini(YG) |
| Tradable Contracts |
First Notice |
Expiry Date |
| YGZ6 |
N/A |
27-Dec-2006 |
|
| Contract Size: | 33.2 Fine Troy Oz. |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
23:16 - 21:00 |
| Tick Size: |
0.1 |
Tick Value: |
3.32 |
| Init. Margin: |
1,013 |
Maint. Margin:: |
750 |
| Exchange Fee: |
0.57 |
Min. Comm.: |
|
|
NY Silver mini(YI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| YIZ6 |
N/A |
27-Dec-2006 |
| YIF7 |
N/A |
29-Jan-2007 |
|
| Contract Size: | 1,000 Troy Oz. |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
23:16 - 21:00 |
| Tick Size: |
0.001 |
Tick Value: |
1 |
| Init. Margin: |
1,080 |
Maint. Margin:: |
800 |
| Exchange Fee: |
0.57 |
Min. Comm.: |
|
|
Platinum Future(PL) |
| Tradable Contracts |
First Notice |
Expiry Date |
| PLJ7 |
N/A |
26-Apr-2007 |
|
| Contract Size: | 50 Troy Oz. |
Min. Trade: |
1 |
| Exchange: |
NYMEX |
Trading Hours GMT: |
18:00 - 12:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
2,700 |
Maint. Margin:: |
2,000 |
| Exchange Fee: |
2.38 |
Min. Comm.: |
|
|
Silver 5000 oz(ZI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ZIX6 |
N/A |
28-Nov-2006 |
| ZIZ6 |
N/A |
27-Dec-2006 |
| ZIF7 |
N/A |
29-Jan-2007 |
| ZIH7 |
N/A |
28-Mar-2007 |
| ZIK7 |
N/A |
29-May-2007 |
| ZIN7 |
N/A |
27-Jul-2007 |
|
| Contract Size: | 5000 Fine Troy Oz. |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
23:16 - 21:00 |
| Tick Size: |
0.001 |
Tick Value: |
5 |
| Init. Margin: |
5,400 |
Maint. Margin:: |
4,000 |
| Exchange Fee: |
1.05 |
Min. Comm.: |
|
|
Stock Indices
AEX Index Future(AEX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| AEXV6 |
N/A |
20-Oct-2006 |
| AEXX6 |
N/A |
17-Nov-2006 |
| AEXZ6 |
N/A |
15-Dec-2006 |
| AEXH7 |
N/A |
16-Mar-2007 |
| AEXM7 |
N/A |
15-Jun-2007 |
| AEXU7 |
N/A |
21-Sep-2007 |
|
| Contract Size: | 200 * Index |
Min. Trade: |
1 |
| Exchange: |
AMS |
Trading Hours GMT: |
07:00 - 15:30 |
| Tick Size: |
0.05 |
Tick Value: |
10 |
| Init. Margin: |
4,000 |
Maint. Margin:: |
4,000 |
| Exchange Fee: |
1.1 |
Min. Comm.: |
|
|
CAC 40 Index(FCE) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FCEV6 |
N/A |
20-Oct-2006 |
| FCEX6 |
N/A |
17-Nov-2006 |
| FCEZ6 |
N/A |
15-Dec-2006 |
|
| Contract Size: | 10 * Index |
Min. Trade: |
1 |
| Exchange: |
PAR |
Trading Hours GMT: |
06:00 - 18:00 |
| Tick Size: |
0.5 |
Tick Value: |
5 |
| Init. Margin: |
2,350 |
Maint. Margin:: |
2,350 |
| Exchange Fee: |
0.35 |
Min. Comm.: |
|
|
D.J STOXX 600 Oil & Gas Future(FSTE) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FSTEZ6 |
N/A |
15-Dec-2006 |
| FSTEH7 |
N/A |
16-Mar-2007 |
| FSTEM7 |
N/A |
15-Jun-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:55 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
1,550 |
Maint. Margin:: |
1,550 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX 50 Index Future(FESX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESXZ6 |
N/A |
15-Dec-2006 |
| FESXH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 10 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
2,750 |
Maint. Margin:: |
2,750 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Bank Index Future(FESB) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESBZ6 |
N/A |
15-Dec-2006 |
| FESBH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
1,500 |
Maint. Margin:: |
1,500 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Construction Index(FESN) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESNZ6 |
N/A |
15-Dec-2006 |
| FESNH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
1,400 |
Maint. Margin:: |
1,400 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Health Index Future(FESH) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESHZ6 |
N/A |
15-Dec-2006 |
| FESHH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
2,000 |
Maint. Margin:: |
2,000 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Insurance Index Future(FESI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESIZ6 |
N/A |
15-Dec-2006 |
| FESIH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
1,150 |
Maint. Margin:: |
1,150 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Media Index Future(FESM) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESMZ6 |
N/A |
15-Dec-2006 |
| FESMH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
790 |
Maint. Margin:: |
790 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Technology Index Future(FESY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESYZ6 |
N/A |
15-Dec-2006 |
| FESYH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
1,550 |
Maint. Margin:: |
1,550 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. EURO STOXX Telecom. Index Future(FEST) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FESTZ6 |
N/A |
15-Dec-2006 |
| FESTH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.1 |
Tick Value: |
5 |
| Init. Margin: |
1,500 |
Maint. Margin:: |
1,500 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
D.J. STOXX 50 Index Future(FSTX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FSTXZ6 |
N/A |
15-Dec-2006 |
| FSTXH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 10 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
2,600 |
Maint. Margin:: |
2,600 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
Dow Jones 5$ mini(YM) |
| Tradable Contracts |
First Notice |
Expiry Date |
| YMZ6 |
N/A |
14-Dec-2006 |
| YMH7 |
N/A |
15-Mar-2007 |
| YMM7 |
N/A |
21-Jun-2007 |
| YMZ7 |
N/A |
20-Dec-2007 |
|
| Contract Size: | 5 * Index |
Min. Trade: |
1 |
| Exchange: |
ECBOT |
Trading Hours GMT: |
23:15 - 21:00 |
| Tick Size: |
1 |
Tick Value: |
5 |
| Init. Margin: |
2,438 |
Maint. Margin:: |
1,950 |
| Exchange Fee: |
0.92 |
Min. Comm.: |
|
|
Dow Jones Italy Titans 30 Index Future(F1TA) |
| Tradable Contracts |
First Notice |
Expiry Date |
| F1TAZ6 |
N/A |
15-Dec-2006 |
| F1TAH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 10 x index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
2,800 |
Maint. Margin:: |
2,800 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
E-mini NASDAQ-100(NQ) |
| Tradable Contracts |
First Notice |
Expiry Date |
| NQZ6 |
N/A |
15-Dec-2006 |
| NQH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 20 * Index |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
20:30 - 20:15 |
| Tick Size: |
0.25 |
Tick Value: |
5 |
| Init. Margin: |
3,750 |
Maint. Margin:: |
3,000 |
| Exchange Fee: |
1.16 |
Min. Comm.: |
|
|
E-mini Russell 2000(ER2) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ER2Z6 |
N/A |
15-Dec-2006 |
| ER2H7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 100 * Index |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
20:30 - 20:15 |
| Tick Size: |
0.1 |
Tick Value: |
10 |
| Init. Margin: |
3,375 |
Maint. Margin:: |
2,700 |
| Exchange Fee: |
1.16 |
Min. Comm.: |
|
|
E-mini S&P 500(ES) |
| Tradable Contracts |
First Notice |
Expiry Date |
| ESZ6 |
N/A |
15-Dec-2006 |
| ESH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 50 * Index |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
20:30 - 20:15 |
| Tick Size: |
0.25 |
Tick Value: |
12.5 |
| Init. Margin: |
3,938 |
Maint. Margin:: |
3,150 |
| Exchange Fee: |
1.16 |
Min. Comm.: |
|
|
E-Mini S&P MidCap 400(EMD) |
| Tradable Contracts |
First Notice |
Expiry Date |
| EMDZ6 |
N/A |
15-Dec-2006 |
| EMDH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 100 x Index |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
22:00 - 21:30 |
| Tick Size: |
0.1 |
Tick Value: |
10 |
| Init. Margin: |
3,375 |
Maint. Margin:: |
2,700 |
| Exchange Fee: |
1.16 |
Min. Comm.: |
|
|
EUR DAX Index(FDX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FDXZ6 |
N/A |
15-Dec-2006 |
| FDXH7 |
N/A |
16-Mar-2007 |
| FDXM7 |
N/A |
15-Jun-2007 |
|
| Contract Size: | 25 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
0.5 |
Tick Value: |
12.5 |
| Init. Margin: |
10,650 |
Maint. Margin:: |
10,650 |
| Exchange Fee: |
0.5 |
Min. Comm.: |
|
|
FTSE 100 Index Future(FFI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FFIZ6 |
N/A |
15-Dec-2006 |
| FFIH7 |
N/A |
16-Mar-2007 |
| FFIM7 |
N/A |
15-Jun-2007 |
|
| Contract Size: | 10 * Index |
Min. Trade: |
1 |
| Exchange: |
LIFFE |
Trading Hours GMT: |
07:00 - 16:30 |
| Tick Size: |
0.5 |
Tick Value: |
5 |
| Init. Margin: |
2,320 |
Maint. Margin:: |
2,320 |
| Exchange Fee: |
0.28 |
Min. Comm.: |
|
|
IBEX 35 Index Future(MFXI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| MFXIV6 |
N/A |
20-Oct-2006 |
| MFXIX6 |
N/A |
17-Nov-2006 |
| MFXIZ6 |
N/A |
15-Dec-2006 |
| MFXIH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 10 |
Min. Trade: |
1 |
| Exchange: |
MEFF |
Trading Hours GMT: |
07:00 - 15:35 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
7,500 |
Maint. Margin:: |
7,500 |
| Exchange Fee: |
1.9 |
Min. Comm.: |
|
|
IBEX 35 Mini(MFMI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| MFMIV6 |
N/A |
20-Oct-2006 |
| MFMIX6 |
N/A |
17-Nov-2006 |
|
| Contract Size: | 1 * Index |
Min. Trade: |
1 |
| Exchange: |
MEFF |
Trading Hours GMT: |
07:00 - 15:35 |
| Tick Size: |
5 |
Tick Value: |
5 |
| Init. Margin: |
750 |
Maint. Margin:: |
750 |
| Exchange Fee: |
0.55 |
Min. Comm.: |
|
|
MDAX Index Future(F2MX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| F2MXZ6 |
N/A |
15-Dec-2006 |
| F2MXH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: | 5 x Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
1 |
Tick Value: |
5 |
| Init. Margin: |
3,000 |
Maint. Margin:: |
3,000 |
| Exchange Fee: |
0.3 |
Min. Comm.: |
|
|
Mini S&P/MIB Index(MINI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| MINIZ6 |
N/A |
15-Dec-2006 |
| MINIH7 |
N/A |
16-Mar-2007 |
| MINIM7 |
N/A |
15-Jun-2007 |
|
| Contract Size: | 1 x Index |
Min. Trade: |
1 |
| Exchange: |
IDEM |
Trading Hours GMT: |
07:00 - 15:40 |
| Tick Size: |
5 |
Tick Value: |
5 |
| Init. Margin: |
3,000 |
Maint. Margin:: |
3,000 |
| Exchange Fee: |
0.45 |
Min. Comm.: |
|
|
MSCI Singapore Index Future(SSG) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SSGV6 |
N/A |
30-Oct-2006 |
| SSGX6 |
N/A |
29-Nov-2006 |
| SSGZ6 |
N/A |
28-Dec-2006 |
|
| Contract Size: | 200 * Index |
Min. Trade: |
1 |
| Exchange: |
SGX-DT |
Trading Hours GMT: |
00:45 - 09:15 |
| Tick Size: |
0.1 |
Tick Value: |
20 |
| Init. Margin: |
2,125 |
Maint. Margin:: |
1,700 |
| Exchange Fee: |
0.2 |
Min. Comm.: |
|
|
MSCI TAIWAN Index Future(STW) |
| Tradable Contracts |
First Notice |
Expiry Date |
| STWV6 |
N/A |
30-Oct-2006 |
| STWZ6 |
N/A |
28-Dec-2006 |
|
| Contract Size: | 100 * Index |
Min. Trade: |
1 |
| Exchange: |
SGX-DT |
Trading Hours GMT: |
00:45 - 11:00 |
| Tick Size: |
0.1 |
Tick Value: |
10 |
| Init. Margin: |
1,500 |
Maint. Margin:: |
1,200 |
| Exchange Fee: |
1 |
Min. Comm.: |
|
|
Nikkei 225 Futures(SSI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SSIZ6 |
N/A |
07-Dec-2006 |
|
| Contract Size: | 500 * Index |
Min. Trade: |
1 |
| Exchange: |
SGX-DT |
Trading Hours GMT: |
23:45 - 11:00 |
| Tick Size: |
5 |
Tick Value: |
2500 |
| Init. Margin: |
343,750 |
Maint. Margin:: |
275,000 |
| Exchange Fee: |
80 |
Min. Comm.: |
|
|
Nikkei 225 Index Dollar Future(JNI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| JNIZ6 |
N/A |
08-Dec-2006 |
| JNIH7 |
N/A |
09-Mar-2007 |
|
| Contract Size: | 1,000 x Index |
Min. Trade: |
1 |
| Exchange: |
OSAKA SX |
Trading Hours GMT: |
00:00 - 06:10 |
| Tick Size: |
10 |
Tick Value: |
10000 |
| Init. Margin: |
687,500 |
Maint. Margin:: |
550,000 |
| Exchange Fee: |
275 |
Min. Comm.: |
|
|
Nikkei 225 Index Yen Future(NIY) |
| Tradable Contracts |
First Notice |
Expiry Date |
| NIYV6 |
N/A |
12-Oct-2006 |
| NIYX6 |
N/A |
09-Nov-2006 |
| NIYZ6 |
N/A |
07-Dec-2006 |
|
| Contract Size: | JPY 500 x index |
Min. Trade: |
1 |
| Exchange: |
GLOBEX |
Trading Hours GMT: |
20:30 - 20:15 |
| Tick Size: |
5 |
Tick Value: |
2500 |
| Init. Margin: |
537,500 |
Maint. Margin:: |
430,000 |
| Exchange Fee: |
228 |
Min. Comm.: |
|
|
Nikkei 225 Stock Average Index(NK) |
| Tradable Contracts |
First Notice |
Expiry Date |
| NKH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 5 * Index |
Min. Trade: |
1 |
| Exchange: |
CME |
Trading Hours GMT: |
12:45 - 12:00 |
| Tick Size: |
5 |
Tick Value: |
25 |
| Init. Margin: |
4,688 |
Maint. Margin:: |
3,750 |
| Exchange Fee: |
2.31 |
Min. Comm.: |
|
|
S&P/MIB Index(SPMIB) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SPMIBZ6 |
N/A |
15-Dec-2006 |
| SPMIBH7 |
N/A |
16-Mar-2007 |
| SPMIBM7 |
N/A |
15-Jun-2007 |
|
| Contract Size: | 5 x Index |
Min. Trade: |
1 |
| Exchange: |
IDEM |
Trading Hours GMT: |
07:00 - 15:40 |
| Tick Size: |
5 |
Tick Value: |
25 |
| Init. Margin: |
15,000 |
Maint. Margin:: |
15,000 |
| Exchange Fee: |
0.52 |
Min. Comm.: |
|
|
SMI Index Future(FSMI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FSMIZ6 |
N/A |
15-Dec-2006 |
| FSMIH7 |
N/A |
15-Mar-2007 |
|
| Contract Size: | 10 * Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
06:40 - 15:30 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
5,950 |
Maint. Margin:: |
5,950 |
| Exchange Fee: |
0.4 |
Min. Comm.: |
|
|
SPI 200 Index Future(AP) |
| Tradable Contracts |
First Notice |
Expiry Date |
| APZ6 |
N/A |
21-Dec-2006 |
| APH7 |
N/A |
15-Mar-2007 |
|
| Contract Size: | 25 * Index |
Min. Trade: |
1 |
| Exchange: |
SFE |
Trading Hours GMT: |
07:10 - 06:30 |
| Tick Size: |
1 |
Tick Value: |
25 |
| Init. Margin: |
5,000 |
Maint. Margin:: |
5,000 |
| Exchange Fee: |
0.9 |
Min. Comm.: |
|
|
Straits Times Index Future(SST) |
| Tradable Contracts |
First Notice |
Expiry Date |
| SSTV6 |
N/A |
30-Oct-2006 |
|
| Contract Size: | 10 * Index |
Min. Trade: |
1 |
| Exchange: |
SGX-DT |
Trading Hours GMT: |
00:45 - 09:15 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
688 |
Maint. Margin:: |
550 |
| Exchange Fee: |
80 |
Min. Comm.: |
|
|
TecDAX (Performance) Index(FTDX) |
| Tradable Contracts |
First Notice |
Expiry Date |
| FTDXZ6 |
N/A |
15-Dec-2006 |
| FTDXH7 |
N/A |
16-Mar-2007 |
|
| Contract Size: |
10 x Index |
Min. Trade: |
1 |
| Exchange: |
EUREX |
Trading Hours GMT: |
05:40 - 20:00 |
| Tick Size: |
1 |
Tick Value: |
10 |
| Init. Margin: |
480 |
Maint. Margin:: |
480 |
| Exchange Fee: |
0.2 |
Min. Comm.: |
|
|
TOPIX Index Future(JTI) |
| Tradable Contracts |
First Notice |
Expiry Date |
| JTIZ6 |
N/A |
07-Dec-2006 |
| JTIH7 |
N/A |
08-Mar-2007 |
|
| Contract Size: | 10,000 x index |
Min. Trade: |
1 |
| Exchange: |
TYO |
Trading Hours GMT: |
00:00 - 06:10 |
| Tick Size: |
0.5 |
Tick Value: |
5000 |
| Init. Margin: |
380,000 |
Maint. Margin:: |
380,000 |
| Exchange Fee: |
63 |
Min. Comm.: |
|
|
| Contract Currency |
Commissions |
| AUD |
AUD 20.00 |
| CAD |
CAD 20.00 |
| CHF |
CHF 20.00 |
| EUR |
EUR 20.00 |
| GBP |
GBP 20.00 |
| JPY |
JPY 20.00 |
| NZD |
NZD 20.00 |
| SGD |
SGD 30.00 |
| USD |
USD 20.00 |