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Ag FX
EQ IR
MT EN
As the worlds leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the worlds leading central counterparty clearing providers, which offers clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.
Built on the heritage of CME, CBOT and KCBT, our markets provide participants with the most liquid and extensive selection of agricultural futures, options and cleared OTC swaps of any exchange. Many of our contracts are recognized as global benchmarks, with trading on grains, oilseeds, livestock, dairy, lumber and more. Futures 5 6 Options 7 8
Since NYMEX joined CME Group in 2008, we have offered the most extensive and liquid global energy marketplace in the world, with contracts that include Light Sweet Crude Oil (WTI), Natural Gas (Henry Hub), petroleum and electricity products. Futures 9 14 Options 15 16
We are the worlds leading marketplace for equity index futures and options, offering trading on key benchmarks including the S&P 500, NASDAQ-100, Dow Jones Industrial Average, Nikkei 225 and S&P CNX Nifty indexes. Futures 17 18 Options 19
20 25
Interest Rates
26 29
Metals
30 31
With CME FX, you have transparent and equal access to an innovative global product suite of 56 futures and 31 options contracts. We are the largest regulated FX marketplace in the world. Futures 20 22 Options 23 25
Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. Interest Rate benchmarks. CME Group is also the only marketplace to offer deep, liquid Interest Rate products from 30 days to 30 years. Futures 26 27 Options 28 29
In an uncertain world, our metal markets represent some of the most solid trading opportunities available, with a lineup featuring contracts on gold, silver, platinum, palladium, copper, iron ore, aluminum and steel. Futures 30 Options 31
FUTURES
Product ADV 2012 Symbol Bloomberg Code Reuters Code Contract Size Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
Soybeans1
205,698
BOA, EBOA
60,000 lbs.
109,200
108,219
71,887
KWA
5,000 bushels
21,040
1,537
RRFA YKA
$0.005 per hundredweight $0.00125 per bushel $0.0025 per bushel $0.00125 per bushel
OO Mon Fri 9:30 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 2:00 p.m. OO Mon Fri 9:30 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 2:00 p.m. OO Mon Fri 9:30 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 2:00 p.m. OO Mon Fri 9:30 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 2:00 p.m.
Business day prior to 15th calendar day of the contract month (12:00 p.m.) Business day prior to 15th calendar day of the contract month (12:00 p.m.) Business day prior to 15th calendar day of the contract month (12:00 p.m.) Business day prior to 15th calendar day of the contract month (12:00 p.m.)
Jan (F), Mar (H), May (K), Jul (N), Sep (U), Nov (X) Nov (X), Jan (F), Mar (H), May (K), Jul (N), Aug (Q), Sep (U) Mar(H), May (K), Jul (N), Sep (U), Dec (Z) Dec (Z), Mar (H), May (K), Jul (N), Sep (U)
1,420
1,105 1,057
OA YCA
FUTURES
Product ADV 2012 Symbol Bloomberg Code Reuters Code Contract Size Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
Livestock
Live Cattle2 55,278 OO LC GLBX LE OO LH GLBX HE OO FC GLBX GF LCA OO LC GLBX LE OO LH GLBX HE OO FC GLBX FQ 40,000 lbs. $0.00025 per lb. $0.00025 per lb. $0.00025 per lb. OO Mon Fri 9:05 a.m. 1:00 p.m. GLBX Mon Fri 9:05 a.m. 1:55 p.m. OO Mon Fri 9:05 a.m. 1:00 p.m. GLBX Mon Fri 9:05 a.m. 1:55 p.m. OO Mon Fri 9:05 a.m. 1:00 p.m. GLBX Mon Fri 9:05 a.m. 1:55 p.m. Last business day of the contract month (OO 12:00 p.m., GLBX 12:00 p.m.) 10th business day of the contract month (OO 12:00 p.m., GLBX 12:00 p.m.) Last Thursday of the contract month (OO 12:00 p.m., GLBX 12:00 p.m.) Feb, Apr, Jun, Aug, Oct, Dec Feb, Apr, May, Jun, Jul, Aug, Oct, Dec Jan, Mar, Apr, May, Aug, Sep, Oct, Nov
LHA
40,000 lbs.
Lean Hogs2
45,304
FCA
50,000 lbs.
Feeder Cattle2
7,101
Dairy
Class III Milk2 1,164 OO DA GLBX DC DAA OO DA GLBX DN 200,000 lbs. $0.01 per cwt OO Mon Fri 9:05 a.m. 1:10 p.m. GLBX Sun Fri 5:00 p.m. 1:55 p.m. Business day immediately preceding the day on which the USDA announces the Class III price for that contract month (12:10 p.m.) All calendar months
Forest
Random Length Lumber2 1,283 OO LB GLBX LBS LBA OO LB GLBX LBS 110,000 bd. ft. of random length 2x4s (8 to 20) $0.10 per 1,000 bd. ft. OO Mon Fri 9:00 a.m. 1:05 p.m. GLBX Mon Fri 9:00 a.m. 1:55 p.m. Business day immediately preceding the 16th calendar day of the contract month (12:05 p.m.) Jan, Mar, May, July, Sep, Nov
Commodity indexes
S&P GSCI2 1,152 OO GI GLBX GD GIA OO GI GLBX GDG $250 times S&P GSCI .05 index points OO Mon Fri 7:55 a.m. 1:40 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.. 11th business day of the contract month (1:40p.m.) All calendar months
OPTIONS
Product ADV 2012 Symbol Bloomberg Code Reuters Code Contract Size Minimum Tick
All Times Shown Are Central Time
Trading Hours
Termination of Trading
Contract Months
Soybeans1
72,500
20,843
Soybean Oil1
8,746
Soybean Meal1
6,613
1,056
OO Mon Fri 9:30 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 2:00 p.m.
OPTIONS
Product ADV 2012 Symbol Bloomberg Code Reuters Code Contract Size Minimum Tick
All Times Shown Are Central Time
Trading Hours
Termination of Trading
Contract Months
Livestock
Live Cattle2 11,881 OO CK (CALLS) & PK (PUTS) GLBX LE OO CH (CALLS) & PH (PUTS) GLBX HE LCmyC 1 LCmyP 1 OO LC GLBX LE One Live Cattle futures contract (40,000 lbs.) One Lean Hogs futures contract (40,000 lbs.) Full Tick: $0.00025 per lb. Half Tick: $0.000125 per lb. Full Tick: $0.00025 per lb. Half Tick: $0.000125 per lb. OO Mon Fri 9:05 a.m. 1:02 p.m. GLBX Mon Fri 9:05 a.m. 1:55 p.m. 1st Fri of the delivery month of the underlying futures contract (OO 12:00 p.m., GLBX 12:00 p.m.) 10th business day of the month (OO 12:00 p.m., GLBX 12:00 p.m.) Feb, Apr, Jun, Aug, Oct, Dec (Regular) Jan, Mar, May, Jul, Nov (serial) Feb, Apr, May, Jun, Jul, Aug, Oct, Dec
Lean Hogs2
6,310
LHmyC 1 LCmyP 1
OO LH GLBX HE
OO Mon Fri 9:05 a.m. 1:02 p.m. GLBX Mon Fri 9:05 a.m. 1:55 p.m.
Dairy
OO DA GLBX DC DAmyC OO DA GLBX DN One Class III Milk futures contract (200,000 lbs.) Full Tick: $0.01 per cwt Half Tick: $0.005 per cwt OO Mon Fri 9:05 a.m. 1:12 p.m. GLBX Sun Fri 5:00 p.m. 1:55 p.m. Business day immediately preceding the day on which the USDA announces the Class III price for that contract month (12:10 p.m.) All calendar months
1,081
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
RBOB Gasoline
144,679
RB
42,000 gals.
$0.0001 per gal. $0.0001 per gal. $0.025 per bbl. $0.01 per bbl.
$4.20
Physical
Heating Oil
142,639
HO
42,000 gals.
$4.20
Physical
E-mini Light Sweet Crude Oil Brent Crude Oil Last Day
8,289
QM
500 bbls.
$12.50
Financial
4,589
BZ
1,000 bbls.
$10.00
Financial
2,825
OO MFB CLRPRT MF
1,000 bbls.
$10.00
OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT
Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
1,814
1,000 bbls.
$10.00
Financial
1,605
1,000 bbls.
$10.00
Trading shall cease one business day prior to the termination date of the NYMEX Light Sweet Crude Oil Futures Contract for the delivery month One business day prior to the termination of the Brent futures contract Last business day of the contract month
Financial
1,358
1,000 bbls.
$10.00
Financial
1,232
1,000 bbls.
$1.00
Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
Natural Gas
374,702 Natural Gas (Henry Hub) 71,763 Henry Hub Natural Gas Swap Future 31,406 Henry Hub Natural Gas Penultimate Swap Future OO NP GLBX NPG CLRPRT NP NN NG 10,000 mmBtu 2,500 mmBtu 2,500 mmBtu $0.001 per mmBtu $0.001 per mmBtu $0.001 per mmBtu $10.00 OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT 3rd business day prior to the 1st day of the delivery month 3rd business day prior to the contract month Business day preceeding the termination of trading for the corresponding contract month of the NYMEX Henry Hub Natural Gas futures contract 3rd business day prior to the contract month Business day prior to termination of underlying futures contract Last business day of the contract month Business day immediately preceding the last day of trading in the current delivery month of the Heny Hub Natural Gas futures contract Physical
$2.50
Financial
$2.50
Financial
HH
$10.00
OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT
Financial
$10.00
Financial
2,175 1,722
$4.20 $12.50
Financial Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
ethanol
1,415 Chicago Ethanol (Platts) CU 42,000 gals. $0.0001 per gal. $4.20 OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OTC Sun Fri 6:36 p.m. 4:00 p.m. CT next day Last business day of the contract month Financial
1,407
FZE
14,500 gals.
$1.45
Financial
1,308
EH
29,000 gals.
$29.00
GLBX Sun Fri 6:00 p.m. 3:00 p.m. ET/5:00 p.m. 2:00 p.m. CT
Physical
coal
1,029 MTF 1,000 metric tons $0.05 per metric ton $50.00 OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT Last Friday of the contract month The contract shall terminate at the close of trading on the last Friday of the contract month. If such Friday is a UK holiday, the contract will terminate on the UK business day immediately prior to the last Friday of the contract month unless such day is not an Exchange business day, in which case the contract shall terminate on the Exchange business day immediately prior. Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
Electricity
PJM Western Hub Offpeak Cal Month Day PJM Northern Illinois Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures PJM Ad Hub 5 MW Real Time Offpeak 3,098 5,102 OO N9 GLBX N9L CLRPRT N9 OO B6 GLBX B6L CLRPRT B6 OO V3 GLBX V3L CLRPRT V3 OO E4 GLBX E4L CLRPRT E4 OO H2 GLBX H2L CLRPRT H2 OO R7 GLBX R7L CLRPRT R7 OO L3 GLBX L3L CLRPRT L3 5 MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.25 OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month Financial
3,482
5 MWh
$0.25
Financial
3,121
5 MWh
$0.25
Financial
PJM Western Hub Off-Peak CalendarMonth Day-Ahead LMP Swap Futures Nepool Int Hub 5 MW Day Ahead Offpeak PJM AEP Dayton Hub Offpeak Calendar Month PJM Northern Illinois Off-Peak Calendar-Month Day-Ahead LMP Swap Futures
5 MWh
$0.25
Financial
2,140
5 MWh
$0.25
Financial
2,011
5 MWh
$0.25
Financial
1,584
5 MWh
$0.25
Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
Electricity
1,549 Cin Hub 5 MW Real Time Offpeak 1,533 OO H4 GLBX EJL CLRPRT H4 OO K4 GLBX K4L CLRPRT K4 OO A3 GLBX AA3 CLRPRT A3 OO W6 GLBX AW6 CLRPRT W6 OO K2 GLBX K2L CLRPRT K2 OO D2 GLBX D2L CLRPRT D2 5 MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.05 per MWh $0.25 OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m.ET /8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month The last business day of the contract month Financial
NY ISO Zone 5 MW Day Ahead Offpeak NY ISO Zone C 5 MW Day Ahead Offpeak PJM PSEG Zone Off-Peak CalendarMonth Day-Ahead LMP Swap Futures
5 MWh
$0.25
Financial
1,483
5 MWh
$0.25
Financial
1,275
5 MWh
$0.25
Financial
5 MWh
$0.25
Financial
5 MWh
$0.25
Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
Options
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours Termination of Trading Notes Settlement at Termination
11,359
1,000 bbls.
$10.00
Future
6,125
AO
1,000 bbls.
$0.01 per bbl. $0.0001 per gal. $0.01 per bbl. $0.0001 per gal. $0.0001 per gal. $0.01 per bbl.
$10.00
Financial
2,986
OH
42,000 gals.
$4.20
Future
2,442
BA
1,000 bbls.
$10.00
Financial
1,988
OB
42,000 gals.
$4.20
Three business days before the underlying futures contract Last business day of the contract month Three business days before the termination of trading in the underlying futures contract At the close of trading three business days prior to the expiration of the underlying Brent Crude Oil Last Day futures contract
Financial
Heating Oil Average Price Option Light Sweet Crude Oil (WTI) European-style Option Brent Look-Alike Crude Oil Option
1,310
42,000 gals.
$4.20
Financial
1,235
1,000 bbls.
$10.00
Financial
1,224
BE
1,000 bbls.
$10.00
Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
Options
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Tick Value Trading Hours
All Times Shown Are Central Time
Settlement at Termination
Natural Gas
95,892 Natural Gas Europeanstyle Option LN 10,000 mmBtu $0.0001 per mmBtu $1.00 OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT Trading ends at the close of business on the business day immediately preceding the expiration of the underlying futures contract Trading ends on the business day immediately preceding the expiration of the underlying futures contract A daily Natural Gas option on the Exchange shall expire at the close of trading on the business day it was initially listed on Business day prior to termination of underlying futures contracts Financial
ON
10,000 mmBtu
$10.00
OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT
Future
KD
10,000 mmBtu
$1.00
Financial
1,498
10,000 mmBtu
$10.00
OO Mon Fri 9:00 a.m. 2:30 p.m. ET/8:00 a.m. 1:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT
Financial
Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
Trading Hours*
Termination of Trading
Contract Months
Large-Cap
ES E-mini S&P 500 (USD)1 1,874,620 NQ E-mini NASDAQ-1001 251,110 YM E-mini Dow ($5)2 122,142 SP S&P 5001 19,892 SPA SP $250 OUTRIGHT 0.10 = $25.00 CAL Spread 0.05 = $12.50 OUTRIGHT 0.25 = $25.00 CAL Spread 0.05 = $5.00 DMA YM $5 NQA NQ $20 ESA ES $50 OUTRIGHT 0.25 = $12.50 CAL Spread 0.05 = $2.50 OUTRIGHT 0.25 = $5.00 CAL Spread 0.05 = $1.00 1.00 = $5.00 GLBX Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. GLBX Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. GLBX Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. OO Mon Fri 8:30 a.m. 3:15 p.m. GLBX Mon Thu 3:30 p.m. 8:15 a.m. Sun 5:00 p.m. 8:15 a.m. OO Mon Fri 8:30 a.m. 3:15 p.m. GLBX Mon Thu 3:30 p.m. 8:15 a.m. Sun 5:00 p.m. 8:15 a.m. 3rd Fri (8:30 a.m.) Qtrly
Qtrly
Qtrly
OO Thu prior to 3rd Fri (3:15 p.m.) GLBX on the rollover date when the lead month goes off the screen and the deferred month becomes the new lead month OO Thu prior to 3rd Fri (3:15 p.m.) GLBX on the rollover date when the lead month goes off the screen and the deferred month becomes the new lead month
Qtrly
ND NASDAQ-1001 1,313
NDA
ND
$100
Qtrly
mid-Cap
E-mini S&P MidCap 4001 EMD 25,838 FAA DM $100 OUTRIGHT 0.10 = $10.00 CAL Spread 0.05 = $5.00 Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun and Holiday 5:00 p.m. 3:15 p.m.. 3rd Fri (8:30 a.m.) Qtrly
For additional contract specifications on our Equity Index products, visit cmegroup.com/equities.
OO = Open Outcry GLBX = CME Globex Qtrly = Quarterly Ser = Serial * Daily CME Globex maintenance period is 4:30 p.m. 4:45 p.m for all Equity Index products traded on Globex. 1 These contracts are listed with, and subject to, the rules and regulations of CME. 2 These contracts are listed with, and subject to, the rules and regulations of CBOT.
17
Trading Hours*
Termination of Trading
GLBX Mon Fri: 3:30 p.m. 3:15 p.m. the next day, closing Friday at 3:15 p.m. Sun 5:00 p.m. 3:15 p.m. OO Mon Fri 8:00 a.m. 3:15 p.m. GLBX Mon Fri: 3:30 p.m. 3:15 p.m. the next day, closing Friday at 3:15 p.m. Sun 5:00 p.m. 3:15 p.m.
Business day prior to 2nd Fri (3:15 p.m.) Business day prior to 2nd Fri (3:15 p.m.)
Qtrly
For additional contract specifications on our Equity Index products, visit cmegroup.com/equities.
OO = Open Outcry GLBX = CME Globex Qtrly = Quarterly Ser = Serial * Daily CME Globex maintenance period is 4:30 p.m. 4:45 p.m for all Equity Index products traded on Globex. 1 These contracts are listed with, and subject to, the rules and regulations of CME. 2 These contracts are listed with, and subject to, the rules and regulations of CBOT.
18
Termination of Trading
Contract Months
Large-Cap
141,211 E-mini S&P 5001 37,212 E-mini S&P 500 Weekly1 EW1=Week 1 EW2=Week 2 EW4=Week 4 Visit cmegroup.com for information ES ESmyC ES One E-mini S&P 500 futures contract ($50) One E-mini S&P 500 futures contract ($50) 0.25 = $12.50 for premium > 5.00 (outright) Half tick 0.05 = $2.50 for premium < or = 5.00 CAB 0.05 = $2.50 E-mini S&P 500 End of Month (EOM)1 S&P 5001 3,152 20,143 EW SCVA EW One E-mini S&P 500 futures contract ($50) One S&P 500 futures contract ($250) One S&P 500 futures contract ($250) One E-mini NASDAQ-100 futures contract ($100) GLBX Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. OO Mon Fri 8:30 a.m. 3:15 p.m. GLBX Mon Thu 3:30 p.m. 8:15 a.m.; Sun 5:00 p.m. 8:15 a.m. OO Mon Fri 8:30 a.m. 3:15 p.m. GLBX Mon Thu 3:30 p.m. 8:15 a.m.; Sun 5:00 p.m. 8:15 a.m. GLBX Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. GLBX Mon Thu 5:00 p.m. 3:15 p.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. GLBX Mon Thu 5:00 p.m. 8:15 a.m. and 3:30 p.m. 4:30 p.m.; Sun 5:00 p.m. 3:15 p.m. Qtrly 3rd Fri (8:30 a.m.) Ser 3rd Fri (3:15 p.m.) Week 1 1st Fri of contract month (3:00 p.m.)** Week 2 2nd Fri of contract month Week 4 4th Fri of contract month* Last business day of month (3:00 p.m.)** Qtrly Thu prior to 3rd Fri (3:15 p.m.) Ser 3rd Fri (3:15 p.m.) OO Last business day of the month (3:00 p.m.)** GLBX Last business day of the month (8:15 a.m.) Qtrly 3rd Fri (8:30 a.m.) Ser 3rd Fri (3:15 p.m.) Qtrly and Ser
Three weeklies listed at any given time; Week 1, Week 2 and Week 4 listings per contract month. Monthly
27,238
Calls CS Puts PS EV
SPA
SP
EVA
EVS
0.10 = $25.00 for premium > 5.00 (outright) Half tick 0.05 = $12.50 for premium < or = 5.00 Cab 0.05 = $12.50
Monthly
NQ
NQmyC
NQ
For additional contract specifications on our Equity Index products, visit cmegroup.com/equities.
OO = Open Outcry GLBX = CME Globex Qtrly = Quarterly Ser = Serial * Daily CME Globex maintenance period is 4:30 p.m. 4:45 p.m for all Equity Index products traded on Globex. ** Weekly and End-of-Month options on equity index futures use special fixing prices to determine which options are in-the-money at expiration. ESF is the symbol for the special fixing price for Weekly and EOM options on standard and E-mini S&P 500 futures. ESF is calculated based on the Volume Weighted Average Price (VWAP) of E-mini S&P 500 futures in the last 30 seconds of trading up to the 3:00 p.m. close on expiration day. 1 These contracts are listed with, and subject to, the rules and regulations of CME. 2 These contracts are listed with, and subject to, the rules and regulations of CBOT.
19
leading FX Products
Products represented below include those that showed over 1,000 ADV in 2012.
Futures
Product ADV 2012 Symbol Bloomberg Code Reuters Code Trading Unit Minimum Tick
All Times Shown Are Central Time
Trading Hours
Termination of Trading
Contract Months
G10 (Majors)
266,434 EUR/USD OO EC GLBX 6E AON UG OO AD GLBX 6A AON LA OO BP GLBX 6B AON LP OO JY GLBX 6J AON LJ OO CD GLBX 6C AON LK OO SF GLBX 6S AON LS ECA<curncy>, GECA<curncy> 0#2URO:, 0#ECSS: 125,000 euro $0.0001 per euro increments ($12.50/ contract) $0.0001 per Australian dollar increments ($10.00/ contract) $0.0001 per British pound increments ($6.25/contract) $0.000001 per Japanese yen increments ($12.50/ contract) $0.0001 per Canadian dollar increments ($10.00/contract) $0.0001 per Swiss franc increments ($12.50/contract) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The business day immediately preceding the 3rd Wed of the contract month (usually Tues) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
129,357 AUD/USD
0#2AD:, 0#ADSS:
100,000 Australian dollars 62,500 British pounds 12,500,000 Japanese yen 100,000 Canadian dollars 125,000 Swiss francs
103,424 GBP/USD
BPA<curncy>, GBPA<curncy>
0#2BP:, 0#BPSS:
92,967 JPY/USD
JYA<curncy>, GJYA<curncy>
0#2JY:, 0#JYSS:
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m.
90,116 CAD/USD
0#2CD:, 0#CDSS:
39,175 CHF/USD
SFA<curncy>, GSFA<curncy>
0#2SF:, 0#SFSS:
Ser = Serial
Our FX contracts are listed with, and subject to, the rules and regulations of CME.
Futures
Product ADV 2012 Symbol Bloomberg Code Reuters Code Trading Unit Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
G10 (Majors)
14,449 NZD/USD OO NE GLBX 6N AON UK NVA <curncy>, GNVA <curncy> 0#2NE:, 0#NESS: 100,000 New Zealand dollars $0.0001 per New Zealand dollar increments ($10.00/ contract) OO Mon Fri 7:20 a.m. 2:00 p.m. AON only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except on Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except on Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. AON only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. AON only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
GLBX M6E
CREA <curncy>
0#M6E
12,500 euro
The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.)
Two months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
GLBX E7
EEA <curncy>
0#UROM
62,500 euro
Two months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
OO UE GLBX RP AON UE
RPA curncy
US@RP.1
125,000 euro
Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
OO UH GLBX RY AON UH
RYA<curncy>
0#UH 0#RY
125,000 euro
The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.)
Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
Ser = Serial
Our FX contracts are listed with, and subject to, the rules and regulations of CME.
Futures
Product ADV 2012 Symbol Bloomberg Code Reuters Code Trading Unit Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
G10 (Majors)
1,443 E-micro GBP/USD OO BP GLBX 6B AON LP CRPA curncy 6,250 British pounds 0.0001 USD/GBP (=US$1.25) GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except on Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. AON only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) Two months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
RPA curncy
US@RP.1
125,000 euro
Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)
emerging markets
45,387 MXN/USD OO MP GLBX 6M AON LM PEA<curncy>, GPEA<curncy> 0#2MP:, 0#MPSS: 500,000 Mexican pesos $0.000025 per Mexican peso increments ($12.50/ contract) OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun Fri 5:00 p.m. 4:15 p.m. The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.) 13 consecutive calendar months plus two deferred Mar Qtrly cycle contract months 20 months in the Mar Qtrly (Mar, Jun, Sep, Dec) plus 8 Ser months
1,241 RUB/USD
OO RU GLBX 6R AON UU
RUA<curncy>, GRUA<curncy>
0#2RU:, 0#RUSS:
The 15th day of the month, or, if not a business day, on the next bus. day for the Moscow interbank foreign exchange market (11:00 a.m. Moscow time)
Ser = Serial
Our FX contracts are listed with, and subject to, the rules and regulations of CME.
Options
Product ADV 2012 Symbol Trading Unit Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
G10 (Majors)
Qtrly and Ser options: OO: EC; GLBX: 6E Weekly options: OO: 1X-5X; GLBX: 6E1-6E5 European-style options: OO: YT; GLBX: XT European-style weekly options: OO: 1T-5T; GLBX: 1Q-5Q Volatility-quoted options: V6E Volatility-quoted weekly options: VE1-VE5 European-style volatility-quoted options: VXT European-style volatility-quoted weekly options: VTA-VTE AON: UG European-style: 0T Qtrly and Ser options: OO Calls: CJ Puts: PJ; GLBX: 6J Weekly options: OO: 1J5J; GLBX: 6J1-6J5 European-style options: OO: YJ; GLBX: XJ European-style weekly options: OO: 1Y-5Y; GLBX: 1O-5O Volatility-quoted options: V6J Volatility-quoted weekly options: VJ1-VJ5 European-style volatility-quoted options: VXJ European-style volatility-quoted weekly options: VJA-VJE AON: LJ European-style: 0J One futures contract for 125,000 euro $0.0001 per euro increments ($12.50/ contract); also, trades may occur at $0.00005 ($6.25), $0.00015 ($18.75), $0.00025 ($31.25), $0.00035 ($43.75) and $0.00045 ($56.25) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per euro OO Mon Fri 7:20 a.m. 2:00 p.m. for premium options only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m. ) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Four months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec), two Ser months and four weekly
EUR/USD Options
22,664
JPY/USD Options
6,009
$0.000001 per Japanese yen increments ($12.50/contract). Also, trades may occur at $0.0000005 ($6.25), $0.0000015 ($18.75), $0.0000025 ($31.25), $0.0000035 ($43.75) and $0.0000045 ($56.25) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.0000001 per Japanese yen
OO Mon Fri 7:20 a.m. 2:00 p.m. for premium options only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m.
Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m. ) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.)
Four months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec), two Ser months and four weekly
* Please note that volatility quote trading for a given option ends on the day before termination of trading. Premium-based trading continues through and including the termination of trading for the option. Our FX contracts are listed with, and subject to, the rules and regulations of CME.
23
Options
Product ADV 2012 Symbol Trading Unit Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
G10 (Majors)
Qtrly and Ser options: OO Calls: KA Puts: JA; GLBX: 6A Weekly options: OO: 1A-5A; GLBX: 6A1-6A5 European-style options: OO: XA; GLBX: XAD European-style weekly options: OO: AD1-AD5; GLBX: XA1-XA5 Volatility-quoted options: V6A Volatility-quoted weekly options: VA1-VA5 European-style volatility-quoted options: VXA European-style volatility-quoted weekly options: VAA-VAE AON: LP; European-style: AAD Qtrly and Ser options: OO Calls: CV Puts: PV; GLBX: 6C Weekly options: OO: 1C-5C; GLBX: 6C1-6C5 European-style options: OO: YD; GLBX: XD European-style weekly options: OO: 1D-5D; GLBX: XD1-XD5 Volatility-quoted options: V6C Volatility-quoted weekly options: VC1-VC5 European-style volatility-quoted options: VXC European-style volatility-quoted weekly options: VCA-VCE AON: LK European-style: 0K One futures contract for 100,000 Australian dollars $0.0001 per Australian dollar increments ($10.00/contract). Also, trades may occur at $0.00005 ($5.00), $0.00015 ($15.00), $0.00025 ($25.00), $0.00035 ($35.00) and $0.00045 ($45.00) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Australian dollar OO Mon Fri 7:20 a.m. 2:00 p.m. for premium options only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Four months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec), two Ser months and four weekly
AUD/USD Options
4,663
CAD/USD Options
2,993
$0.0001 per Canadian dollar increments ($10.00/contract). Also, trades may occur at $0.00005 ($5.00), $0.00015 ($15.00), $0.00025 ($25.00), $0.00035 ($35.00) and $0.00045 ($45.00) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Canadian dollar
OO Mon Fri 7:20 a.m. 2:00 p.m. for premium options only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m.
Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.)
Four months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec), two Ser months and four weekly
Options
Product ADV 2012 Symbol Trading Unit Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
G10 (Majors)
Qtrly and Ser options: OO Calls: CP Puts: PP; GLBX: 6B Weekly options: OO: 1B-5B; GLBX: 6B1-6B5 European-style options: OO: YB; GLBX: XB European-style weekly options: OO: 1P-5P; GLBX: XB1-XB5 Volatility-quoted options: V6B Volatility-quoted weekly options: VB1-VB5 European-style volatility-quoted options: VXB European-style volatility-quoted weekly options: VBA-VBE AON: LP European-style: 0P One futures contract for 62,500 British pounds $0.0001 per British pound increments ($6.25/contract) Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00002 per British pound OO Mon Fri 7:20 a.m. 2:00 p.m. for premium options only GLBX Sun 5:00 p.m. 4:00 p.m. next day; Mon Fri 5:00 p.m. 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Four months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec), two Ser months and four weekly
GBP/USD Options
2,554
Futures
Product ADV 2012 Symbol Bloomberg Code Reuters Code Underlying Instrument Contract Size Minimum Tick
All Times Shown Are Central Time
Trading Hours
Termination of Trading
Contract Months
Eurodollar2
1,685,527
25,399
OO FF GLBX ZQ
FFA EFFA
/FF FF
$5,000,000
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.
Treasuries
10-Year U.S. Treasury Note1 5-Year U.S. Treasury Note1 U.S. Treasury Bond Futures1 1,047,419 OO TY GLBX ZN OO FV GLBX ZF OO US GLBX ZB OO TU GLBX ZT TYA /TY TY /FV FV /US, US /TU OM: 10 yrs RM: 6 yrs, 6 mths from first delivery day OM: 5 yrs, 3 mths RM: 4 yrs, 2 mos from first delivery day RM 15 yrs, <25 yrs* from first delivery day OM: 5 yrs, 3 mths RM: 1 yr, 9 mths from first delivery day and 2 yrs from last trading day RM: 25 yrs from first delivery day $100,000 REG 1/2 of 1/32 = $15.625 CAL 1/4 of 1/32 = $7.8125 1/4 of 1/32 = $7.8125 OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m. 7th business day prior to last bus. day of contract month (12:01 p.m.) Last business day of the contract month (12:01 p.m.) 7th business day prior to last bus. day of contract month (12:01 p.m.) Last business day of the contract month (12:01 p.m.) 7th business day prior to last bus. day of contract month (12:01 p.m.) Five Qtrly months Five Qtrly months Three Qtrly months Five Qtrly months
527,045
FVA
$100,000
362,629
USA
$100,000
REG 1/32 = $31.25 CAL 1/4 of 1/32 = $7.812 1/4 of 1/32 = $15.625
TUA
$200,000
217,821
65,455
OO UL GLBX UB
WNA
UL:
$100,000
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.
For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.
OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial OM = Original Maturity RM = Remining Maturity * U.S. Treasury bonds that, if callable, are not callable for at least 15 years from the first day of the delivery month and have a remaining maturity of less than 25 years. If not callable, have a remaining term to maturity of at least 15 years but less than 25 years from the first day of the delivery month. 1 These contracts are listed with, and subject to, the rules and regulations of CBOT. 2 These contracts are listed with, and subject to, the rules and regulations of CME.
26
Futures
Product ADV 2012 Symbol Bloomberg Code Reuters Code Underlying Instrument Contract Size Minimum Tick Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months
1,084
For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.
OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial 1 These contracts are listed with, and subject to, the rules and regulations of CBOT. 2 These contracts are listed with, and subject to, the rules and regulations of CME.
27
Options
Product ADV 2012 Symbol Bloomberg Code Reuters Code Underlying Instrument Minimum Tick
All Times Shown Are Central Time
Trading Hours
Termination of Trading
Contract Months
190,830
MidCurves2
1-, 2-, 3-, 4-Year Qtrly: Quarterly Eurodollar futures that expire 1, 2 3 or 4 years after the option. Ser: Quarterly Eurodollar futures that expires 1-4 years from next Qtrly month nearest to option expiration One 10-Year U.S. Treasury Note futures contract of a specified delivery month
0.0050 = $12.50
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.
OO TY1, TY2, TY3, TY4, TY5 GLBX ZN1, ZN2, ZN3, ZN4, ZN5 OO Calls FFC Puts FFP GLBX OZQ OO US1, US2 US3, US4, US5, GLBX ZB1, ZB2 ZB3, ZB4, ZB5
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 500 p.m. 4:00 p.m.
A given Friday that is not also the last trading day of a monthly serial or quarterly Treasury option.
Five consecutive weekly expirations available for trading. First 24 calendar months Five consecutive weekly expirations available for trading.
4,201 30-Day Fed Funds1 Week 1: 1,838 Week 2: 2,252 30-Year U.S. Week 3: 1,067 Treasury Bond Options
FFA EFFA
FF+ ZQ+
0.0025 = $10.4175
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m. OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.
One 30-Year U.S. Treasury Bond futures contract of a specified delivery month
A given Friday that is not also the last trading day of a monthly serial or quarterly Treasury option.
For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.
OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial 1 These contracts are listed with, and subject to, the rules and regulations of CBOT. 2 These contracts are listed with, and subject to, the rules and regulations of CME.
28
Options
Product ADV 2012 Symbol OO Calls TC Puts TP GLBX OZN Bloomberg Code Reuters Code TY TYA ZN Underlying Instrument One 10-Year U.S Treasury Note futures contract Minimum Tick 1/64 of 1 point = $15.625 Trading Hours
All Times Shown Are Central Time
Termination of Trading
Contract Months First three consecutive months (two Ser, one Qtrly) plus next four Qtrly months First three consecutive months (two Ser, one Qtrly) plus next two Qtrly months First three consecutive months (two Ser, one Qtrly) plus next four Qtrly months First three consecutive months (two Ser, one Qtrly) plus next four Qtrly months
treasuries
10-Year U.S. Treasury Note1 OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m. Last Fri at least two business days prior to last bus. day of month prior to option contract month (at close of GLBX session for corresponding futures contract) Last Fri at least two business days prior to last bus. day of month prior to option contract month (at close of GLBX session for corresponding futures contract) Last Fri at least two business days prior to last bus. day of month prior to option contract month (at close of GLBX session for corresponding futures contract) Last Fri at least two business days prior to last bus. day of month prior to option contract month (at close of GLBX session for corresponding futures contract)
207,302
63,883
US USA ZB
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.
40,196
FV FVA ZF
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 5:00 p.m. 4:00 p.m.
12,559
TU TUA ZT
OO Mon Fri 7:20 a.m. 2:00 p.m. GLBX Sun Fri 500 p.m. 4:00 p.m.
For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.
OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial 1 These contracts are listed with, and subject to, the rules and regulations of CBOT. 2 These contracts are listed with, and subject to, the rules and regulations of CME.
29
FUTURES
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Minimum Tick Trading Hours Termination of Trading Notes Settlement at Termination
PRECIOUS
Gold 173,491 GC 100 troy ounces $0.10 per troy ounce $10.00 OO 8:20 a.m. 1:30 p.m. ET/7:20 a.m. 12:30 p.m. CT, GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT, CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO 8:25 a.m. 1:25 p.m. ET/7:25 a.m. 12:25 p.m. CT, GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT, CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO 8:20 a.m. 1:05 p.m. ET/7:20 a.m. 12:05 p.m. CT, GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT, CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT OO 8:30 a.m. 1:00 p.m. ET/7:30 a.m. 12:00 p.m. CT, GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT, CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT 3rd last business day of the contract month 3rd last business day of the contract month 3rd last business day of the contract month 3rd last business day of the contract month 3rd last business day of the contract month Physical
Silver
52,631
SI
$5.00
Physical
Platinum
10,362
PL
50 troy ounces
$5.00
Physical
Palladium
4,421
PA
$5.00
Physical
E-micro Gold
1,029
MGC
10 troy ounces
$1.00
Physical*
BASE
Copper 63,869 HG 25,000 pounds $0.0005 per pound $12.50 OO 8:10 a.m. 1:00 p.m. ET/7:10 a.m. 12:00p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT, CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT 3rd last business day of the contract month Physical
options
Product ADV 2012 Symbol Contract Unit Minimum Fluctuation Minimum Tick Trading Hours Termination of Trading Notes Settlement at Termination
PRECIOUS
37,370 Gold OG 100 troy ounces $0.10 per troy ounce $10.00 OO 8:20 a.m. 1:30 p.m. ET/7:20 a.m. 12:30 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT 4th last business day of the month prior to the contract month, however, if such day is a Fri or prior to a holiday, the expiration date will be the preceding business day 4th last business day of the month prior to the contract month, however, if such day is a Fri or prior to a holiday, the expiration date will be the preceding business day Exercised into a Gold futures contract
6,882 Silver
SO
$5.00
OO 8:25 a.m. 1:25 p.m. ET/7:25 a.m. 12:25 p.m. CT GLBX Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT CLRPRT Sun Fri 6:00 p.m. 5:15 p.m. ET/5:00 p.m. 4:15 p.m. CT
Our Metal contracts are listed with, and subject to, the rules and regulations of COMEX.
Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contracts value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade. All references to options refer to options on futures. CME Group is a trademark of CME Group Inc. The Globe logo, CME, Chicago Mercantile Exchange, E-mini and Globex are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners. The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Additionally, all examples in this brochure are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT and NYMEX rules. Current rules should be consulted in all cases concerning contract specifications. Copyright 2013 CME Group. All rights reserved.
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