CME Equity Products
CME Group - Equity Index
E-Mini Dow ($5) Contract:
US Index Futures and Options (Exchange: CBOT)
Product Symbol = YM
Contract Size = $5 x E-mini Dow ($5) futures price
Min Tick Size = 1 index point = $5
Contract Months = Four months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
Trading Hours: CME Globex (ETH*)
Mon-Thurs: 5pm - 3:15pm and 3:30pm - 4:30pm
Sun: 5pm - 3:15pm (Daily maintenance shutdown 4:30pm - 5pm)
Quote Link
Contract Specifications
*ETH and RTH = Electronic Trading Hours (ETH) vs Regular Trading Hours (RTH)
Explain
E-Mini NASDAQ-100 Contract:
US Index Futures and Options (Exchange: CME)
Product Symbol = NQ
Contract Size = $20 x E-mini Nasdaq-100 futures price
Min Tick Size = 0.25 index point = $5
Calendar Spread 0.05 index points = $1
Contract Months = Four months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
Quote Link
Contract Specifications
Gold:
I did a little tutorial:
Gold Trading and Contract Specifications
Another Link:
Gold and Silver
Product Symbol: GC
Venue: CME Globex, CME ClearPort, Open Outcry (New York)
Contract Size = 100 troy ounces
Min Tick Size = 0.10 per troy ounce
Contract / Tick = $10
1 full point correspondent to = $100
*1 troy ounce = 31.1034768 grams.
*1 troy ounce = 120 carats
Silver:
Product Symbol: SI
Venue: CME Globex, CME ClearPort, Open Outcry (New York)
Contract Size = 5,000 troy ounces
Min Tick Size EFP = 0.005 (0.5 cents) per troy ounce
Contract / Tick = $25 per contract
1 full Point (1 cent) correspondent to = $50 per contract
Bursa Malaysia Derivatives
Bursa Malaysia Derivatives - Margin Rate (6-Sep-2011)
Spot Month Gross | Outright Margin | Spot Month | Back Month | |
Contract | Margin Rate (RM) | (RM) | Spread (RM) | Spread (RM) |
FKLI | N/A | 5,000 | 350 | 300 |
OKLI | N/A | 5,000 | N/A | N/A |
FCPO | 7,250 | 7,000 | N/A | 1,000 |
FPKO | 7,250 | 7,000 | N/A | 1,000 |
FKB3 | N/A | 1,000 | 250 | 200 |
FMG3 | N/A | 500 | 250 | 200 |
FMG5 | N/A | 600 | 250 | 200 |
FMGA | N/A | 700 | 250 | 200 |
FAIR | N/A | 540 | 60 | 40 |
FAMM | N/A | 460 | 120 | 80 |
FBRS | N/A | 680 | 150 | 100 |
FBST | N/A | 340 | 90 | 60 |
FGEN | N/A | 1,110 | 240 | 160 |
FIOI | N/A | 500 | 150 | 100 |
FRHB | N/A | 610 | 150 | 100 |
FSGB | N/A | 150 | 50 | 30 |
FTEL | N/A | 280 | 60 | 40 |
Brochures: http://www.bursamalaysia.com/website/bm/derivatives/products/brochures2.html
On 12-Feb-2012, we at Ayumi the Novice Trader mentioned that Commodities CFD is no longer available on my regular broker (IG Markets) and they introduced new product - LCP.
“Leveraged Commodity Product” or “LCP” means an OTC commodity contract on a margin basis (other than a commodity futures contract) whereby a person undertakes, as determined by the terms and conditions of the contract, to pay an amount of money determined or to be determined by reference to the change in value of a commodity over a specified period of time;
The new contract size is now:
Gold
1. Standard Contract = 100 troy oz / margin requirement USD1700
2. SGD denominated contract = SGD$10 (SGD1 x min 10 contracts) / margin requirement SGD$170 (SGD17 x min 10 contracts)
Silver
1. Standard Contract = 5000 troy oz / margin requirement USD3000
2. SGD denominated Contract = SGD$5 (SGD1 x min 5 contracts) / margin requirement SGD$300 (SGD60 x min 5 contracts)
Light Crude Oil (US)
1. Standard Contract = USD 10 per full point / margin requirement USD1500
2. SGD denominated Contract = SGD$5 (SGD1 x min 5 contracts) / margin requirement SGD$750 (SGD150 x min 5 contracts)
