CME | Futures Markets & Products :: Variance Futures -

Global Futures & Commodities Broker - Variance Futures


	Commissions & Fees About Variance Day Trading Margins Trading Platforms Institutions & Developers Exchanges & Products Resources Support Getting Started Client Login Client Login
	Overview Browse by Exchange Browse by Product Margins Connectivity Matrix

» Home » Markets & Products » Browse by Exchange » CME

CME

Exchange Name:
Chicago Merchantile Exchange (CME)

Website:
www.cme.com

Traded Products:
Metals, Interest Rates, Equity Indices, Energy, Currencies, Agriculture

Exchange Hours

Electronic (GLOBEX)
Sunday 18:00 - Friday 17:00 (ET) ¹
Sunday 16:00 - Friday 17:00 (ET) ² Pit
08:20 - 15:00 (ET)
¹ Closed daily for CME daily maintenance from 16:15-16:30, 17:30-18:00, and 23:45-00:15 ET
² Forex products only

Native Order Types:

Electronic (GLOBEX)
Good Till Cancel (fut)
Limit (fop, fut)
Market Protect (fut)
Market To Limit (fop, fut)
Quote Request (fop, fut)
Stop Limit (fut) Pit
Limit (fop, fut)
Market (fop, fut)

Traded Products

Equity Indices

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
E-Mini S&P 500	ES	CME	$700	$6,188	$4,950	$30	$50 x Index	.25 =$12.50	Indices
E-Mini NASDAQ 100	NQ	CME	$500	$4,000	$3,200	$25	$20 x Index	.25 = $5.00	Indices
Mini Dow Jones $5	YM	CME	$550	$3,503	$2,802	$25	$5 x Index	1pt. = $5.00	Indices
E-Mini S&P Midcap 400	EMD	CME	$750	$6,750	$5,400	$30	$100 x Index	.10 = $10.00	Indices
E-mini NASDAQ Composite	QCN	CME	$600	$4,500	$3,600	$250	$20 x Index	.50 = $10.00	Indices
Euro Based E-mini S&P 500	EME	CME	€2,475	€6,188	€4,950	€38	€50 x Index	.25 = €12.50	Indices
S&P 500 (Full Size)	SP	CME	$9,000	$30,938	$24,750	$150	$250 x Index	.10 = $25	Indices
NASDAQ 100 (Full Size)	ND	CME	$5,500	$20,000	$16,000	$125	$100 x Index	.25 = $25.00	Indices
Dow Jones $10	ZD	CME	$2,802	$7,005	$5,604	$25	$10 x Index	1pt. = $10.00	Indices
Dow Jones $25 (Big Dow)	DD	CME	$7,005	$17,513	$14,010	$25	$25 x Index	1pt. = $25.00	Indices
S&P Midcap 400 (Full Size)	EMD	CME	$8,000	$33,750	$27,000	$50	$500 x Index	.05 = $25.00	Indices
Nikkei 225 ($)	NKD	CME	$2,000	$6,250	$5,000	$100	$5 x Index	1pt. = $5.00	Indices
Nikkei 225 (¥)	NIY	CME	¥235,000	¥625,000	¥500,000	¥20,000	¥500 x Index	.05 = ¥25	Indices
E-mini MSCI EAFE	EFE	CME	$2,500	$11,250	$9,000	$125	$50 x Index	0.10 = $5.00	Indices
E-mini MSCI Emerging Markets	EMI	CME	$2,500	$6,250	$5,000	$125	$50 x Index	0.10 = $5.00	Indices
DJ-AIG Commodity Index ER.	AW	CME	$550	$1,350	$1,100	$135	$100 x Index	.1 pt. = $10.00	Indices
PIMCO SPTR TRAKRS Index	PST	CME	$3	$4	$3	-	$1 x Index	.01 = $.01	Indices
Rogers Intl. Comdty. TRAKRS	RCI	CME	$4	$5	$4	-	$1 x Index	.01 = $.01	Indices

Currencies

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
Euro FX	EC	CME	$1,100	$3,105	$2,300	$75	€125,000	.0001 = $12.50	Currencies
E-Mini Euro FX	E7	CME	$610	$1,553	$1,150	$19	€62,500	.0001 = $6.25	Currencies
Australian Dollar	AD	CME	$675	$2,160	$1,600	$50	A$100,000	.0001 = $10.00	Currencies
British Pound	BP	CME	$950	$2,025	$1,500	$50	£62,500	.0001 = $6.25	Currencies
Canadian Dollar	CD	CME	$500	$2,363	$1,750	$50	C$100,000	.0001 = $10.00	Currencies
Japanese Yen	JY	CME	$1,150	$3,375	$2,500	$25	¥12,500,000	.000001 = $12.50	Currencies
E-Mini Japanese Yen	J7	CME	$610	$1,890	$1,400	$25	¥6,250,000	.000001 = $6.25	Currencies
Swiss Franc	SF	CME	$600	$2,700	$2,000	$50	SF 125,000	.0001 = $12.50	Currencies
New Zealand Dollar	NE	CME	$700	$1,890	$1,400	$50	NZ$100,000	.0001 = $10.00	Currencies
Russian Ruble	RU	CME	$1,000	$3,000	$2,000	$2,000	RR 2,500,000	.00001 = $25.00	Currencies
Mexican Peso	MP	CME	$750	$1,875	$1,500	$100	MP 500,000	.000025 = $12.50	Currencies
South African Rand	RA	CME	$1,150	$3,105	$2,300	$600	SAR 500,000	.00001 = $12.50	Currencies

Interest Rates

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
30 Year T-Bond	ZB	CME	$877	$2,430	$1,800	$125	$100,000	.01 = $31.25	Interest Rates
10 Year T-Note	ZN	CME	$400	$1,890	$1,400	$125	$100,000	.005 = $15.625	Interest Rates
5 Year T-Note	ZF	CME	$300	$1,350	$1,000	$125	$100,000	.005 = $15.625	Interest Rates
2 Year T-Note	ZT	CME	$473	$1,215	$900	$200	$200,000	.005 = $15.625	Interest Rates
EuroDollar	GE	CME	$300	$1,013	$750	$500	$1,000,000	.005 = $12.50	Interest Rates
Mini Eurodollar	YE	CME	$150	$338	$250	$250	$500,000	.005 = $6.25	Interest Rates
10 Year Swap Note	SR	CME	$1,148	$2,295	$1,700	-	$100,000	.005 = $15.625	Interest Rates
30-Day Fed Fund	ZQ	CME	$450	$1,148	$850	$500	$5,000,000	.005 = $20.835	Interest Rates
EuroYen	EJ	CME	¥5,000	¥13,500	¥10,000	¥23,000	¥100M	.005 = ¥1250	Interest Rates
LIBOR	GLB	CME	$300	$608	$450	$350	$3,000,000	.0025 = $6.25	Interest Rates

Grains

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
Corn	ZC	CME	$500	$2,025	$1,500	$50	5000 bu	.0025 = $12.50	Grains
Mini-Corn	XC	CME	$135	$405	$300	$50	1000 bu	.00125 = $1.25	Grains
Wheat	ZW	CME	$950	$4,050	$3,000	$200	5000 bu	.0025 = $12.50	Grains
Mini-Wheat	XW	CME	$300	$810	$600	$200	1000 bu	.00125 = $1.25	Grains
Soybeans	ZS	CME	$945	$4,725	$3,500	$260	5000 bux	.0025 = $12.50	Grains
Mini-Soybeans	XB	CME	$122	$945	$700	$52	1000 bu	.00125 = $1.25	Grains
Soybean Oil	ZL	CME	$425	$2,025	$1,500	$300	60,000 lbs	.0001 = $6.00	Grains
Soybean Meal	ZM	CME	$746	$2,700	$2,000	$900	100 tons	.1 = $10.00	Grains
S.Amer. Soybeans	ZK	CME	$750	$2,025	$1,500	$300	5000 bu	.0025 = $12.50	Grains
Ethanol	ZE	CME	$1,750	$4,725	$3,500	$1,800	29,000 gal	.001 = $29	Grains
Rough Rice	ZR	CME	$1,150	$3,105	$2,300	$1,400	2000 cwt	.5 = $10.00	Grains
Oats	ZO	CME	$500	$1,350	$1,000	$550	5000 bu	.0025 = $12.50	Grains

Softs

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
Pulp	P	CME	$250	$665	$500	$350	20 metric tons	$.25/metric ton = $5.00	Softs
Random Length Lumber	LB	CME	$550	$1,650	$1,100	$550	110,000bdft	.10 = $10	Softs

Livestock

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
Live Cattle	LC	CME	$400	$1,080	$800	$400	40,000 lbs	.00025 = $10	Livestock
Feeder Cattle	FC	CME	$500	$1,350	$1,000	$350	50,000 lbs	.00025 = $12.50	Livestock
Lean Hogs	LH	CME	$450	$1,215	$900	$700	40,000 lbs	.00025 = $10	Livestock
Frozen Pork Bellies	PB	CME	$600	$1,620	$1,200	$500	40,000 lbs	.00025 = $10	Livestock

Disclosure | Languages | Site Map

The risk of loss in trading futures contracts or commodity options can be substantial, and therefore investors should understand the risks involved in taking leveraged positions and must assume responsibility for the risks associated with such investments and for their results.
Please view the document titled Risk Disclosure Statement. Past performance is not necessarily indicative of future performance.