Futures Contract Specifications
Name
Metals:
Gold
Silver
Platinum
Palladium
Copper
Energy:
Light Sweet Crude Oil
Ticker
BBG
GC
SI
PL
PA
HG
GC
SI
PL
PA
HG
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CL CME GLOBEX
Curr.
USD
USD
USD
USD
USD
Contract Size
100 Troy Oz.
5000 Troy Oz.
50 Troy Oz.
100 Troy Oz.
25,000 pounds
USD 1000 barrels
Tick Size
0.10
0.005
0.10
0.05
0.05
0.01
Expiry
Tick
Time
Trading Hours (Exchange)
Settlement
Value Open Close Open Close Open Close Zone
Time1
10.0
25.0
5.0
5.0
12.5
18:00
18:00
18:00
18:00
18:00
17:15
17:15
17:15
17:15
17:15
EST
EST
EST
EST
EST
Physical
Physical
Physical
Physical
Physical
11:00
11:00
11:00
11:00
11:00
Settlement price2
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
10.0 18:00 17:15
EST
Physical
11:00 SaxoBank will close all open positions at market
E-mini Crude Oil
Heating Oil
RBOB Gasoline
Natural Gas
E-mini Natural Gas
Crude (WTI)
Brent Crude
Gas Oil
ECX Emisson
ECX CER Carbon
QM
HO
RB
NG
QG
WBS
LCO
FP
CFI
CER
EC
HO
XB
NG
EO
EN
CO
QS
MO
CAR
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
ICE - Europe
ICE - Europe
ICE - Europe
ICE - Europe
ICE - Europe
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
500 barrels
42,000 gallons
42,000 gallons
10,000 mmBtu
2,500 mmBtu
1000 barrels
1000 barrels
100 tons
1 ton of CO2
1000 CER
0.025
0.01
0.01
0.001
0.005
0.01
0.01
0.25
0.01
0.01
12.5
4.2
4.2
10.0
12.5
10.0
10.0
25.0
10.0
10.0
18:00
18:00
18:00
18:00
18:00
1:00
1:00
1:00
7:00
7:00
17:15
17:15
17:15
17:15
17:15
23:00
23:00
23:00
17:00
17:00
EST
EST
EST
EST
EST
BST
BST
BST
BST
BST
Cash
Physical
Physical
Physical
Cash
Cash
Cash
Physical
Physical
Physical
14:30
11:00
11:00
11:00
14:30
19:30
19:30
16:00
16:00
16:00
Floating Price calculated for each contract month3
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Floating Price calculated for each contract month
Market price for US light sweet crude.
VWAP of trades from 19:27 to 19:30
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Grains:
Soybean
Soybean Oil
Soybean Meal
Corn
Wheat
Oats
Rough Rice
Black Sea Wheat
Feed Wheat
Milling Wheat
Rapeseed
Maize (Corn)
Malting Barley
ZS
ZL
ZM
ZC
ZW
ZO
RR
BSW
T
EBM
ECO
EMA
EOB
S
BO
SM
C
W
O
RR
BSW
QK
CA
IJ
EP
BRL
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
NYSE LIFFE -LDN
NYSE LIFFE -PAR
NYSE LIFFE -PAR
NYSE LIFFE -PAR
NYSE LIFFE -PAR
USD
USD
USD
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
EUR
5,000 bushels
60,000 pounds
100 short Tons
5,000 bushels
5,000 bushels
5,000 bushels
2,000 CWT
136 metric tons
100 tons
50 tons
50 tons
50 tons
50 tons
0.25
0.01
0.10
0.25
0.25
0.25
0.005
0.1
0.25
0.25
0.25
0.25
0.25
10.0
6.0
10.0
12.5
12.5
12.5
10.0
13.6
12.5
12.5
12.5
12.5
12.5
17:00
17:00
17:00
17:00
17:00
17:00
17:00
1:00
9:28
10:45
10:45
10:45
10:45
14:00
14:00
14:00
14:00
14:00
14:00
14:00
13:15
18:28
18:30
18:30
18:30
18:30
CST
CST
CST
CST
CST
CST
CST
EET
BST
CET
CET
CET
CET
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
10:00
10:00
10:00
10:00
10:00
10:00
10:00
18:00
10:00
11:00
11:00
11:00
11:00
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Meats:
Live Cattle
Feeder Cattle
Lean Hogs
Eurex Piglet
Euro Hogs
LE
GF
HE
FPIG
FHOG
LC
FC
LH
FPI
FHO
CME GLOBEX
CME GLOBEX
CME GLOBEX
EUREX
EUREX
USD
USD
USD
EUR
EUR
40,000 pounds
50,000 pounds
40,000 pounds
100 piglets
8 tons
0.025
0.025
0.025
0.10
0.001
10.0 17:00 16:00
12.5 17:00 16:00
10.0 17:00 16:00
10.0 9:50 16:00
8.0 9:50 16:00
CST
CST
CST
CET
CET
Physical
Cash
Cash
Cash
Cash
10:00
12:00
12:00
16:00
16:00
SaxoBank will close all open positions at market
Cash settled based upon the CME Feeder Cattle Index
Cash settled based upon the CME Lean Hog Index
Value of the index on the Final Settlement Day at 9:30
Value of the index on the Final Settlement Day at 9:30
KC
SB
CC
OJ
CT
RC
C
KC
SB
CC
JO
CT
DF
QC
ICE / NYBOT
ICE / NYBOT
ICE / NYBOT
ICE / NYBOT
ICE / NYBOT
NYSE LIFFE - LDN
NYSE LIFFE - LDN
USD
USD
USD
USD
USD
USD
GBP
37,500 pounds
112,000 pounds
10 metric tons
15,000 pounds
50,000 pounds
10 tons
10 tons
0.05
0.01
1.00
0.05
0.01
1.00
1.00
EST
EST
EST
EST
EST
BST
BST
Physical
Physical
Physical
Physical
Physical
Physical
Physical
11:00
11:00
11:00
11:00
11:00
10:00
10:00
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Softs:
Coffee NY
Sugar NY #11
Cocoa NY
Orange Juice
Cotton No. 2
Coffee (Robusta)
Cocoa No. 401
CL
Exchange
18.75
11.20
10.00
7.50
5.00
10.00
10.00
3:30
1:30
4:00
8:00
9:00
9:00
9:30
14:00
14:00
14:00
14:00
14:30
17:30
16:50
Last Updated 8/15/2012
Page 1 of 5
Futures Contract Specifications
Name
Ticker
BBG
Exchange
Curr.
Contract Size
Tick Size
Sugar (White)
Lumber
Euro Potato
Butter
Skimmed milk powder
W
LB
FEPP
FBUT
FSMP
QW
LB
FEP
BUT
FSP
NYSE LIFFE - LDN
CME - GLOBEX
EUREX
EUREX
EUREX
USD
USD
EUR
EUR
EUR
50 tons
110,000 b. feet
25 tons
5 tons
5 tons
0.10
0.10
0.10
0.10
0.10
Equity Indicies:
E-mini Dow
E-mini S&P 500
E-mini NASDAQ 100
E-mini Russell 2000
E-mini SP MidCap 400
S&P Canada 60
VIX Index
DAX
DAX MIDCAP
TecDAX
EURO STOXX 50
VSTOXX mini
EURO STOXX Dividend
STOXX 50
STOXX 50 ex. Financials
STOXX Europe 600
SMI
SMIM
RDX USD Index
FTSE 100
CAC 40
AEX
OMX
IBEX 35
IBEX 35 mini
FTSE MIB Index
Mini S&P MIB
Ibovespa
Mini Ibovespa
NIKKEI 225 (JPY)
NIKKEI 225 (USD)
NIKKEI 225
MSCI SINGAPORE
MSCI TAIWAN
MSCI Indonesia
SGX CNX NIFTY
FTSE Xinhua China A50
TOPIX
SPI 200
HS China Enterprise
Mini HS China Enterprise
YM
ES
NQ
TF
EMD
SXF
VX
FDX
F2MX
FTDX
FESX
FVS
FEXD
FSTX
FEXF
FXXP
FSMI
FSMM
FRDX
FFI
FCE
AEX
OMX
MFXI
MFMI
SPMIB
MINI
IND5
WIN
NIY
NKD
SSI
SSG
STW
ID
IN
CN
JTI
AP
HHI
MCH
DM
ES
NQ
RTA
FA
PT
UX
GX
MF
DP
VG
FVS
DED
VH
FXS
SXO
SM
S1
RXD
Z
CF
EO
QC
IB
ID
ST
SW
BZ
XB
NH
NX
NI
QZ
TW
IDO
IH
XU
TP
XP
HC
MHC
CME GLOBEX
CME GLOBEX
CME GLOBEX
ICE US
CME GLOBEX
Montreal
CBOE
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EURONEXT
EURONEXT
EURONEXT
OMX - Nordic
MEFF
MEFF
IDEM
IDEM
BM&F
BM&F
CME GLOBEX
CME GLOBEX
SGX
SGX
SGX
SGX
SGX
SGX
TSE
SFE
HKEX
HKEX
USD
USD
USD
USD
USD
CAD
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
CHF
CHF
USD
GBP
EUR
EUR
SEK
EUR
EUR
EUR
EUR
BRL
BRL
JPY
USD
JPY
SGP
USD
USD
USD
USD
JPY
AUD
HKD
HKD
5 x Index
50 x Index
20 x Index
100 x Index
100 x Index
200 x Index
1000 x Index
25 x Index
5 x Index
10 x Index
10 x Index
100 x Index
100 x Index
10 x Index
10 x Index
50 x EUR
10 x Index
10 x Index
10 x Index
10 x Index
10 x Index
200 x Index
100 x Index
10 x Index
1 x Index
5 x Index
1 x Index
1 x Index
0.2 x Index
500 x Index
5 x Index
500 x Index
200 x Index
100 x Index
2 x Index
2 x Index
1 x Index
10,000 x Index
25 x Index
50 x Index
10 x Index
1.00
0.25
0.25
0.10
0.10
0.10
0.05
0.50
1.00
0.50
1.00
0.05
0.10
1.00
0.50
0.10
1.00
1.00
0.50
0.50
0.50
0.05
0.25
1.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
0.10
0.10
5.00
0.50
5.00
0.50
1.00
1.00
1.00
Tick
Value Open
5.00 8:45
11.00 17:00
25.00 9:50
5.00 9:50
5.00 9:50
5.00
12.50
5.00
10.00
10.00
20.00
50.00
12.50
5.00
5.00
10.00
5.00
10.00
10.00
5.00
5.00
10.00
10.00
10.00
5.00
5.00
10.00
25.00
10.00
5.00
25.00
5.00
5.00
1.00
2500
25.0
2500
20.0
10.0
10.0
1.0
1.0
5,000
25.0
50.0
10.0
17:00
17:00
17:00
20:00
17:00
6:00
7:00
8:00
8:00
8:00
8:00
8:50
8:30
8:00
8:00
8:00
8:00
8:00
7:50
1:00
8:00
8:00
9:00
9:00
9:00
9:00
9:00
9:00
9:00
15:30
15:30
15:15
18:15
14:35
18:30
19:15
9:00
9:00
17:10
9:15
9:15
Time
Trading Hours (Exchange)
Close Open Close Open Close Zone
18:30
BST
16:00
CST
16:00
CET
18:30
CET
18:30
CET
15:15
15:15
15:15
18:00
15:15
16:15
15:15
22:00
22:00
22:00
22:00
17:30
22:00
22:00
22:00
22:00
22:00
22:00
17:30
7:50
22:00
22:00
17:25
17:35
17:35
17:40
17:40
17:30
17:30
15:15
15:15
2:00
2:00
2:00
2:00
2:00
15:30
15:15
7:00
12:00
12:00
15:30 16:30
15:30 16:30
15:30 16:30
15:30 16:30
8:00 21:00
7:45
8:30
8:45
9:00
9:00
16:10
16:30
9:50
13:30
13:30
14:30
17:15
13:50
17:30
18:15
2:00
23:30
16:30
16:15
16:15
Last Updated 8/15/2012
CST
CST
CST
EST
CST
EST
CST
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
BST
CET
CET
CET
CET
CET
CET
CET
BRT
BRT
CST
CST
SGT
SGT
SGT
SGT
SGT
SGT
JST
AEST
HKT
HKT
Settlement
Expiry
Settlement price2
Physical
Physical
Cash
Cash
Cash
Time1
10:00
10:00
16:00
12:00
12:00
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Value of the index on the Final Settlement Day at 9:30
Value of the index on the Final Settlement Day at 19:00
Value of the index on the Final Settlement Day at 19:00
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
8:30
8:30
8:30
9:30
8:30
9:30
15:15
13:00
13:05
13:00
12:00
12:00
12:00
12:00
12:00
12:00
9:00
9:00
16:30
10:15
16:00
16:00
17:25
16:45
16:45
9:10
9:10
17:30
17:30
15:15
15:15
14:30
17:15
13:50
17:30
18:15
15:30
15:10
12:00
16:00
16:00
Settled to the Special Opening Quotation (SOQ)
Settled to the Special Opening Quotation (SOQ)
Settled to the Special Opening Quotation (SOQ)
VWAP of all electronic trades from 16:14 to 16:15
Settled to the Special Opening Quotation (SOQ)
The Official Opening Level of the index on LTD
Settled to the Special Opening Quotation (SOQ)
Intraday auction fromt 13:00 CET
Intraday auction fromt 13:05 CET
Intraday auction fromt 13:00 CET
Average of Index calculated between 11:50 and 12:00.
Average of Index calculated between 11:30 and 12:00.
Based on the final value of the underlying index
Average of Index calculated between 11:50 and 12:00.
Average of Index calculated between 11:50 and 12:00.
Average of Index calculated between 11:50 and 12:00.
Opening price of index on LTD4
Opening price of index on LTD4
Closing price of RDX USD Index
Cash auction between 10:10-10:15.
Arithmetic mean of the index price from 15:40 and 16:00
VWAP of Index between 15:30 to 16:00
VWAP over the entire last trading day
Arithmetic average of index between 16:15 and 16:45
Arithmetic average of index between 16:15 and 16:45
Opening price of the S&P/MIB index on LTD
Opening price of the S&P/MIB index on LTD
WVAP of cash index from 14:00-17:00
WVAP of cash index from 14:00-17:00
Settled to the Special Opening Quotation (SOQ)
Settled to the Special Opening Quotation (SOQ)
Opening prices of Nikkei 225 Index members on LTD+1.
The value of the MSCI Singapore Free Index on LTD+1
VWAP of MSCI Taiwan Index the last 30 mins of trading.
VWAP of MSCI Indonesia Index the last 30 mins of trading
VWAP of Nifty Index the last 30 mins of trading.
Closing price of FTSE China A50 Index
SOQ of the underlying Index on the Last Trading Day.
SOQ of the underlying Index on the Last Trading Day.
VWAP during the Continuous Trading Session on the LTD
VWAP during the Continuous Trading Session on the LTD
Page 2 of 5
Futures Contract Specifications
HANG SENG
Mini Hang Seng
HS I
MHI
HI HKEX
HU HKEX
HKD 50 x Index
HKD 10 x Index
Expiry
Tick
Time
Trading Hours (Exchange)
Settlement
Settlement price2
Value Open Close Open Close Open Close Zone
Time1
1.00
50.0 9:15 12:00 13:30 16:15
HKT Cash
16:00 VWAP during the Continuous Trading Session on the LTD
1.00
10.0 9:15 12:00 13:30 16:15
HKT Cash
16:00 VWAP during the Continuous Trading Session on the LTD
STOXX Europe 600 Indices:
Auto & Parts
Banks
Basic Resources
Chemicals
Construction & Mat
Financial Services
Food & Bev
Healthcare
Ind Gds & Se
Insurance
Media
Oil & Gas
Personal & Household
Real Estate
Retail
Technology
Telecom
Travel & Leisure
Utilities
FSTA
FSTB
FSTS
FSTC
FSTN
FSTF
FSTO
FSTH
FSTG
FSTI
FSTM
FSTE
FSTZ
FSTL
FSTR
FSTY
FSTT
FSTV
FSTU
SX
BJ
JS
TX
OG
OQ
PF
HG
QB
JV
OM
KG
RH
SRD
QK
UL
WQ
QO
GP
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
EURO STOXX Indices:
Automobile
Banks
Basic Resources
Chemicals
Construction
Financial Services
Food & Bev
Healthcare
Ind Gds & Se
Insurance
Media
Oil & Gas
Personal & Household
Real Estate
Retail
Technology
Telecom
Travel & Leisure
Utilities
FESA
FESB
FESS
FESC
FESN
FESF
FESO
FESH
FESG
FESI
FESM
FESE
FESZ
FESL
FESR
FESY
FEST
FESV
FESU
EB
CA
DA
CU
AW
LJ
BN
HO
BW
VO
NM
QR
DW
SRI
JA
UA
WZ
BH
IT
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
50 x Index
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
7:50
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
22:00
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
CET
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Average of Index calculated between 11:50 and 12:00
Currencies:
EUR/USD
E-mini Euro FX
E-Micro EUR/USD
EC
E7
M6E
EC CME GLOBEX
EE CME GLOBEX
CRE CME GLOBEX
12.5 17:00 16:00
6.25 17:00 16:00
1.25 17:00 16:00
CST
CST
CST
Physical
Physical
Physical
10:00 SaxoBank will close all open positions at market
10:00 SaxoBank will close all open positions at market
10:00 SaxoBank will close all open positions at market
Name
Ticker
BBG
Exchange
Curr.
Contract Size
USD 125,000 EUR
USD 62,500 EUR
USD 12,500 EUR
Tick Size
0.0001
0.0001
0.0001
Last Updated 8/15/2012
Page 3 of 5
Futures Contract Specifications
Name
Curr.
0.0001
0.0001
0.0001
0.0001
0.000001
0.000025
0.0001
0.00001
0.0001
0.00005
0.01
0.005
0.50
0.50
0.005
Tick
Value
6.25
12.5
10.0
10.0
12.5
12.5
10.0
25.0
12.5
6.25
1,250
5.0
25.0
5.0
5.0
Open
17:00
17:00
17:00
17:00
17:00
17:00
17:00
17:00
17:00
17:00
17:00
17:00
9:00
9:00
20:00
200,000 USD
100,000 USD
100,000 USD
100,000 USD
100,000 USD
200,000 CAD
100,000 CAD
100,000 EUR
100,000 EUR
100,000 EUR
100,000 EUR
100,000 EUR
100,000 EUR
100,000 CHF
100,000 EUR
100,000 EUR
100,000 GBP
100,000 GBP
100,000 GBP
100,000,000 JPY
10,000,000 JPY
100,000 AUD
100,000 AUD
1/128
1/128
1/64
1/32
1/32
0.005
0.01
0.005
0.01
0.01
0.02
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.005
0.005
31.25
7.8125
15.625
31.25
31.25
10.0
10.0
5.0
10.0
10.0
20.0
10.0
10.0
10.0
10.0
10.0
10.0
10.0
10.0
10,000
1,000
14.05
39.88
17:00
17:00
17:00
17:00
17:00
6:00
6:00
8:00
8:00
8:00
8:00
8:00
8:00
8:00
8:00
8:00
8:00
8:00
8:00
9:00
7:45
8:30
8:32
1,000,000 USD
1,000,000 EUR
500,000 GBP
1000000 CHF
3,000,000 AUD
1,000,000 AUD
1,000,000 NZD
0.0025
0.005
0.01
0.01
0.005
0.01
0.01
Ticker
BBG
Exchange
Contract Size
GBP/USD
CHF/USD
CAD/USD
AUD/USD
JPY/USD
MXN/USD
NZD/USD
RUB/USD
EUR/CHF
EUR/GBP
EUR/JPY
BRL/USD
BMF US Dollar
Mini BMF US Dollar
USD Index
BP
SF
CD
AD
JY
MP
NE
6R
RF
RP
RY
6L
DOL5
WDO
DX
BP
SF
CD
AD
JY
PE
NV
RU
RF
RP
RY
BR
UC
WDO
DX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
BM&F Bovespa
BM&F Bovespa
ICE US
USD
USD
USD
USD
USD
USD
USD
USD
CHF
GBP
JPY
USD
BRL
BRL
USD
62,500 GBP
125000 CHF
100,000 CAD
100,000 AUD
12,500,000 JPY
500,000 MXN
100,000 NZD
2,500,000 RUB
125,000 EUR
125,000 EUR
125,000 EUR
100,000 BRL
50,000 USD
10,000 USD
1000 x Index
Bonds:
US 2yr T-note (6%)
US 5yr T-note (6%)
US 10yr T-note (6%)
US T-Bond
US Ultra T-bond
CAD 2yr
CAD 10yr
Euro-SCHATZ (2yr 6%)
Euro-BOBL 5yr (6%)
Euro-BUND 10yr (6%)
Euro-BUXL 30yr (6%)
Euro-BTP 10yr (6%)
Short Term Euro BTP
SWISS BND 10yr
Euro-OAT 10yr (6%)
Spanish 10yr (6%)
GILT SHORT
GILT MEDIUM
GILT LONG
JGB 10yr (6%)
Mini JGB (as JGB)
Sydney 3 yr (6%)
Sydney 10 yr (6%)
ZT
ZF
ZN
ZB
UB
CGZ
CGB
FGBS
FGBM
FGBL
FGBX
FBTP
FBTS
CONF
FOAT
FB
G
H
FLG
JGB1
SJB
YT
XT
TU
FV
TY
US
WN
CV
CN
DU
OE
RX
UB
IK
BTS
FB
OAT
FBB
WB
WX
G
JB
BJ
YM
XM
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
CME GLOBEX
Montreal
Montreal
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
EUREX
MEFF
NYSE LIFFE - LDN
NYSE LIFFE - LDN
NYSE LIFFE - LDN
TSE
SGX
SFE
SFE
USD
USD
USD
USD
USD
CAD
CAD
EUR
EUR
EUR
EUR
EUR
EUR
CHF
EUR
EUR
GBP
GBP
GBP
JPY
JPY
AUD
AUD
STIR:
Eurodollar
EURIBOR
SHORT STERLING
EUROSWISS
ASX 30day IB cash rate
90 Day BA (Aus)
90 Day BA (NZ)
GE
FEI
FSS
FES
IB
IR
BB
ED
ER
L
ES
IB
IR
ZB
CME GLOBEX
NYSE LIFFE - LDN
NYSE LIFFE - LDN
NYSE LIFFE - LDN
SFE
SFE
SFE
USD
EUR
GBP
CHF
AUD
AUD
NZD
Tick Size
Time
Trading Hours (Exchange)
Close Open Close Open Close Zone
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
16:00
CST
18:00
BRT
18:00
BRT
17:00
EST
16:00
16:00
16:00
16:00
16:00
16:00
16:00
22:00
22:00
22:00
22:00
19:00
19:00
17:00
19:00
17:35
18:00
18:00
18:00
11:00
17:15
16:30
16:30
12:30
18:30
17:10
17:12
CST
CST
CST
CST
CST
EST
EST
CET
CET
CET
CET
CET
CET
CET
CET
CET
BST
BST
BST
15:00 15:30 18:00 JST
2:00
SGT
7:00
AEST
7:00
AEST
6.25 17:00 16:00
12.5 1:00 6:00 7:00 21:00
12.5 7:30 18:00
25.0 7:30 18:00
12.33 8:34 16:30 17:14 7:00
24.06 8:28 16:30 17:08 7:00
24.24 6:30 14:30 15:40 5:00
Last Updated 8/15/2012
CST
BST
BST
BST
AEST
AEST
AEST
Settlement
Expiry
Settlement price2
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Cash
Physical
Physical
Physical
Cash
Cash
Cash
Physical
Time1
10:00
10:00
10:00
10:00
10:00
10:00
10:00
1:00
10:00
10:00
10:00
9:15
18:00
18:00
5:00
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Reciprocal of CME/EMTA USDRUB survey
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Central Bank of Brazil EOM BRL/USD exchange rate.
WVAP of prices from 14:00-17:00
WVAP of prices from 14:00-17:00
SaxoBank will close all open positions at market
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Physical
Cash
Cash
Cash
10:00
10:00
10:00
10:00
10:00
11:00
11:00
17:00
17:00
17:00
17:00
17:00
17:00
11:00
17:00
17:00
16:00
16:00
16:00
10:00
14:15
12:00
12:00
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
SaxoBank will close all open positions at market
Opening Price of 10-Year JGB future (evening session)
Arithmetic mean taken at 9:45/10:30/11:15 on LTD
Arithmetic mean taken at 9:45/10:30/11:15 on LTD
Cash
Cash
Cash
Cash
Cash
Physical
Cash
4:00
10:00
11:00
11:00
16:30
11:00
12:00
100 minus the BBA's survey of 3-month USD LIBOR on LTD
EBF’s Euribor Offered Rate for 3 month Euro deposits
BBF's Euribor Offered Rate for 3 month Euro deposits
BBA's Interbank Offered Rate for 3 month Euroswiss
100 minus the monthly avg IB rate for contract month
SaxoBank will close all open positions at market
3 month FRA settlement rate published at 10:45 on LTD
Page 4 of 5
Futures Contract Specifications
Name
90 DAY BA (CAD)
TIBOR Euroyen
30 Day Fed Funds
Ticker
BAX
SEY
ZQ
BBG
Exchange
BA Montreal
EY SGX
FF CME GLOBEX
Curr.
Contract Size
CAD 1,000,000 CAD
JPY 100,000,000 JPY
USD 5,000,000 USD
Tick
Value Open
0.01
25 6:00
0.0025
625 7:40
0.0025 10.418 17:00
Tick Size
Freight Contracts (FFA) 6
Capesize T/C Average
Capesize T/C Average
Panamax T/C Average
Panamax T/C Average
LCS4TC
NCS4TC
LPM4TC
NPM4TC
LCH
NOS
LCH
NOS
USD
USD
USD
USD
Clean Tanker TC2 WS
Clean Tanker TC2 $/MT
NTC2-yyyy
NTC2USD
NOS
NOS
USD 1000 MT
USD 1000 MT
0.25
0.01
7
Clean Tanker TC5 WS
Clean Tanker TC5 $/MT
NTC5-yyyy
NTC5USD
NOS
NOS
USD 1000 MT
USD 1000 MT
0.25
0.01
7
Dirty Tanker TD3 WS
Dirty Tanker TD3 $/MT
NTD3-yyyy
NTD3USD
NOS
NOS
USD 1000 MT
USD 1000 MT
0.25
0.01
7
Dirty Tanker TD5 WS
Dirty Tanker TD5 $/MT
NTD5-yyyy
NTD5USD
NOS
NOS
USD 1000 MT
USD 1000 MT
0.25
0.01
7
Dirty Tanker TD7 WS
Dirty Tanker TD7 $/MT
NTD7-yyyy
NTD7USD
NOS
NOS
USD 1000 MT
USD 1000 MT
0.25
0.01
7
1 day
1 day
1 day
1 day
1
1
1
1
1.0
1.0
1.0
1.0
10.0
10.0
10.0
10.0
10.0
9:00
9:00
9:00
9:00
Time
Trading Hours (Exchange)
Close Open Close Open Close Zone
16:00
EST
19:05 20:00 23:55
SGT
16:00
CST
Expiry
Cash
Cash
Cash
Settlement price2
Time1
10:00 Avg. of BA CAD bid rates at 10:15, excl. highest & lowest
10:00 Based on the underlying JBA TIBOR rate.
16:00 Avg. daily Fed Funds o/n rate for the delivery month.
Settlement
17:00
17:00
17:00
17:00
CET
CET
CET
CET
Cash
Cash
Cash
Cash
13:00
13:00
13:00
13:00
Avg. of daily Baltic Exchange index in delivery month
Avg. of daily Baltic Exchange index in delivery month
Avg. of daily Baltic Exchange index in delivery month
Avg. of daily Baltic Exchange index in delivery month
9:00 17:00
9:00 17:00
CET
CET
Cash
Cash
13:00 Avg. of daily Baltic Exchange index in delivery month
13:00 Avg. of daily Baltic Exchange index in delivery month
9:00 17:00
9:00 17:00
CET
CET
Cash
Cash
9:00 17:00
9:00 17:00
CET
CET
Cash
Cash
13:00 Avg. of daily Baltic Exchange index in delivery month
13:00 Avg. of daily Baltic Exchange index in delivery month
9:00 17:00
9:00 17:00
CET
CET
Cash
Cash
13:00 Avg. of daily Baltic Exchange index in delivery month
13:00 Avg. of daily Baltic Exchange index in delivery month
9:00 17:00
9:00 17:00
CET
CET
Cash
Cash
13:00 Avg. of daily Baltic Exchange index in delivery month
13:00 Avg. of daily Baltic Exchange index in delivery month
9:00 Avg. of daily Platts index in delivery month
9:00 Avg. of daily Platts index in delivery month
1
Expiry are exchange times (Daylight Savings Time)
2
For further information go to the exchange website. When SaxoBank close positions we will do it on the client's behalf at the first available opportunity after expiry time at the prevailing market rate.
3
The Floating Price will be equal to the arithmetic average of all firm, day-ahead Mid-Columbia prices published by Dow Jones and Company for all peak hours in the contract month.
4
LTD is the last trading day.
5
Contract trades round lots of 5 contracts at the time; 5, 10, 15 etc.
6
The FFA contracts listed on both NOS and LCH are identical except the clearing house. The contracts also exists in versions where you trade a quarter, i.e., 3 months at one time or a year (postfixed by Q or Y).
7
The value of a tick for a tanker contract quoted in world-scale points changes every year. Apart from the quotation the contract is identical to the USD version.
Disclaimer - General
None of the information contained herein constitutes an offer (or solicitation of an offer) to buy or sell any currency, product or financial instrument, to make any investment, or to participate in any particular trading strategy. This material is produced for marketing and/or informational
purposes only and Saxo Bank A/S and its owners, subsidiaries and affiliates whether acting directly or through branch offices (“Saxo Bank”) make no representation or warranty, and assume no liability, for the accuracy or completeness of the information provided herein. In providing this
material Saxo Bank has not taken into account any particular recipient’s investment objectives, special investment goals, financial situation, and specific needs and demands and nothing herein is intended as a recommendation for any recipient to invest or divest in a particular manner
and Saxo Bank assumes no liability for any recipient sustaining a loss from trading in accordance with a perceived recommendation. All investments entail a risk and may result in both profits and losses. In particular investments in leveraged products, such as but not limited to foreign
exchange, derivates and commodities can be very speculative and profits and losses may fluctuate both violently and rapidly. Speculative trading is not suitable for all investors and all recipients should carefully consider their financial situation and consult financial advisor(s) in order to
understand the risks involved and ensure the suitability of their situation prior to making any investment, divestment or entering into any transaction. Any mentioning herein, if any, of any risk may not be, and should not be considered to be, neither a comprehensive disclosure or risks nor
a comprehensive description such risks. Any expression of opinion may be personal to the author and may not reflect the opinion of Saxo Bank and all expressions of opinion are subject to change without notice (neither prior nor subsequent).
Last Updated 8/15/2012
Page 5 of 5