| Name |
Dow $10 Index Futures |
| Product Symbol |
DJ |
| Exchange |
CME Globex |
| Margins |
| |
Initial |
Maintenance |
Spread |
| Overnight |
$7,005 |
$5,604 |
$25 |
| Intra-Day |
$2,802 |
$2,802 |
$25 |
|
| Exchange Fees |
| |
Per Side |
Round-Turn |
| Non-Member |
$0.90 |
$1.80 |
|
| Trade Unit |
$10 times the Dow Jones Industrial Average. The DJIA is a price-weighted index of thirty (30) stocks. |
| Point Descriptions |
1 point = $10.00 |
| Minimum Fluctuation |
| Futures |
|
|
| Regular |
1= $10.00 |
|
| Calendar Spread |
- |
|
|
| Options |
|
|
| Regular |
0.5 point ($5.00/contract) |
|
| Cab |
- |
|
| Special "Half Tick" |
- |
|
|
| Months |
Futures
Four nearest months in March quarterly cycle (Mar, Jun, Sep, Dec) and two additional Decembers listed at all times. 6 months listed at all times. |
Options
Same as futures quarterly cycle (4 quarterly months in Mar, Jun, Sep, Dec cycle) plus 2 to 3 nearest months ("serial" months) such that at least four consecutive contract months are listed. |
| Trading Session |
Futures
| |
Chicago (CST) |
London (GMT) |
| Pit |
8:30 a.m. to 3:15 p.m. Last Trading Day, Floor Traded Trading can occur up to 3:15 p.m. on the Thursday prior to expiration day 8:30 a.m. on expiration day Serial options: Trading can occur up to 3:15 p.m. on third Friday of the contract month |
2:30 p.m. to 9:15 p.m. Last Trading Day, Floor Traded Trading can occur up to 9:15 p.m. on the Thursday prior to expiration day 2:30 p.m. on expiration day Serial options: Trading can occur up to 9:15 p.m. on third Friday of the contract month |
| Electronic |
Mon/Thurs
3:30 p.m. to 4:30 p.m. and 5:00 p.m. to 3:15 p.m. next day, shut down period 4:30 p.m. to 5:00 p.m.
Sun & Hol
5:00 p.m. to 3:15 p.m. next day |
Mon/Thurs
9:30 p.m. to 10:30 p.m. and 11:00 p.m. to 9:15 p.m. next day, shut down period 10:30 p.m. to 11:00 p.m.
Sun & Hol
11:00 p.m. to 9:15 p.m. next day |
|
Options
| |
Chicago (CST) |
London (GMT) |
| Pit |
8:30 a.m. to 3:15 p.m. Last Trading Day, Floor Traded Trading can occur up to 3:15 p.m. on the Thursday prior to expiration day 8:30 a.m. on expiration day. Serial options: Trading can occur up to 3:15 p.m. on third Friday of the contract month. |
2:30 p.m. to 9:15 p.m. Last Trading Day, Floor Traded Trading can occur up to 9:15 p.m. on the Thursday prior to expiration day 2:30 p.m. on expiration day. Serial options: Trading can occur up to 9:15 p.m. on third Friday of the contract month. |
| Electronic |
Mon/Thurs
3:30 p.m. to 4:30 p.m. and 5:00 p.m. to 3:15 p.m. |
Mon/Thurs
9:30 p.m. to 10:30 p.m. and 11:00 p.m. to 9:15 p.m. |
|
