Currencies 外 汇 期 货 |
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
Swiss Franc*
瑞士法郎 |
125,000 SF |
1755 |
1300 |
400 |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
Japanese Yen*
日元 |
12,500,000 JY |
1,755 |
2700 |
2000 |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
E-Mini Japanese Yen*
日元（迷你） |
6,250,000 JY |
1,518 |
1350 |
1000 |
2:15-2:00 |
1 PT = $6.25 |
1 PT = $6.25 |
British Pound*
英镑 |
62,500 BP |
1755 |
1300 |
300 |
7:20-2:00 |
1 PT = $6.25 |
2 PT = $12.50 |
Canadian Dollar*
加拿大元 |
100,000 |
1485 |
1100 |
200 |
7:20-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
French Franc*
法国法朗 |
500,000 FF |
1,283 |
950 |
250 |
7:20-2:00 |
1 PT = $5.00 |
2 PT = $10.00 |
Australian Dollar*
澳大利亚元 |
100,000 AD |
1485 |
1100 |
250 |
7:20-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
Euro Currency*
欧元货币 |
125,000 ECU |
2835 |
2100 |
400 |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
E-Mini Euro Currency**
欧元货币（迷你） |
62,500 ECU |
1418 |
1050 |
200 |
2:15-2:00 |
1 PT = $6.25 |
1 PT = $6.25 |
Mexican Peso(New)*
墨西哥比索（新） |
500,000 MP |
1875 |
1500 |
625 |
7:20-2:00 |
1 PT = $5.00 |
2.5 PT = $12.50 |
Brazilian Real*
巴西里尔 |
100,000 BR |
3500 |
2500 |
1,260 |
7:20-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
Russian Ruble*
俄罗斯卢布 |
500,000 Rubles |
3000 |
2000 |
2000 |
7:20-2:00 |
1 PT = $5.00 |
2.5 PT = $12.50 |
US Dollar Index***
美元指数 |
1,000 x USDX |
1330 |
1000 |
399 |
7:05-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
Swiss Franc/J. Yen
瑞士法朗 / 日元 |
- |
2,295 |
1,700 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
Swiss Franc/D. Mark
瑞士法朗 / 德国马克 |
- |
642 |
475 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
Swiss Franc/B. Pound
瑞士法朗 / 英镑 |
- |
1,620 |
1,200 |
- |
7:20-2:00 |
- |
- |
D. Mark/J. Yen
德国马克 / 日元 |
- |
2,430 |
1,800 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
D. Mark/B. Pound
德国马克 / 英镑 |
- |
1,215 |
900 |
- |
7:20-2:00 |
- |
- |
J. Yen/B. Pound
日元 / 英镑 |
- |
1,958 |
1,450 |
- |
7:20-2:00 |
- |
- |
J. Yen/Euro Currency
日元 / 欧元 货币 |
- |
2,700 |
2,000 |
- |
7:20-2:00 |
1 PT = $12.50 |
1 PT = $12.50 |
|
Intrest Rates 利 率 期 货 |
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
Eurodollar*
欧元 |
$1,000,000 |
945 |
700 |
- |
7:20-2:00 |
1 PT = $25.00 |
1/ 2 PT = $12.50 |
Treasury Bills
债券 |
$1,000,000 |
405 |
300 |
150 |
7:20-2:00 |
1 PT = $25.00 |
1/ 2 PT = $12.50 |
Mid-Am T-Bill
债券（中美交易所） |
$500,000 |
149 |
110 |
100 |
7:20-3:15 |
1 PT = $12.50 |
1/ 2 PT = $6.25 |
Treasury Bonds**
债券 |
$100,000 |
2,430 |
1,800 |
300 |
7:20-2:00 |
1 PT = $1,000.00 |
1/ 32 PT = $31.25 |
Ace Mini-Treasury Bonds
迷你债券（电子盘） |
$50,000 |
1,215 |
900 |
150 |
7:20-3:15 |
1 PT = $500.00 |
1/ 32 PT = $15.62 |
10 Yr T. Notes**
10 年期债券 |
$100,000 |
1,553 |
1,150 |
150 |
7:20-2:00 |
1 PT = $1,000.00 |
1/2 of 1/ 32 PT = $15.62 |
Ace Mini-Ten Year
迷你 10 年（电子盘） |
$50,000 |
776 |
575 |
270 |
7:20-3:15 |
1 PT = $500.00 |
1/ 32 PT = $15.62 |
Ace Mini Eurodollar**
迷你欧元（电子盘） |
500,000 |
425 |
300 |
100 |
8:00-4:00 |
1 PT = $12.50 |
1/ 2 PT = $6.25 |
Fed.30-day Funds
30 天共同基金 |
5,000,000 |
405 |
300 |
100 |
7:20-2:00 |
1 PT = $4,167.00 |
.01 = $41.67 |
Municipal Bond
政府债券 |
$100,000 |
1,350 |
1,000 |
135 |
7:20-2:00 |
1 PT = $1,000.00 |
1/ 32 PT = $31.25 |
Five Year**
5 年期债券 |
$100,000 |
1,148 |
850 |
338 |
7:20-2:00 |
1 PT = $1,000.00 |
1/2 of 1/ 32 PT = $15.62 |
Two Year
2 年期债券 |
$200,000 |
810 |
600 |
270 |
7:20-2:00 |
1 PT = $2,000.00 |
1/4 of 1/ 32 PT = $15.62 |
Midcurve
价值曲线指数 |
$1,000,000 |
675 |
375 |
270 |
7:20-2:00 |
1 PT = $25.00 |
1/ 2 PT = $12.50 |
Notes/Bonds
债券 |
$100,000 |
1,539 |
1,140 |
- |
7:20-2:00 |
1 PT = $1,000.00 |
1/ 32 PT = $31.25 |
Munis/Bonds
市政公债 |
$100,000 |
743 |
550 |
- |
7:20-2:00 |
1 PT = $1,000.00 |
1/ 32 PT = $31.25 |
Ted Spread (T-Bills/Euros) |
$1,000,000 |
709 |
525 |
- |
7:20-2:00 |
1 PT = $25.00 |
1/ 2 PT = $12.50 |
EuroYen (front month)
欧洲日元 |
100 Million Yen |
22,500 |
17,500 |
- |
7:20-2:00 |
1 PT = $2,500JY |
1 PT = $2,500JY |
|
Grains/Oil Seeds 谷 物 期 货 |
|
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
Corn*
玉米 |
5,000 BU |
878 |
650 |
135 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Cbt mini-Corn
玉米（迷你） |
1,000 BU |
176 |
130 |
27 |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
Oats*
燕麦 |
5,000 BU |
540 |
400 |
270 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Soybeans*
大豆 |
5,000 BU |
1013 |
750 |
200 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Cbt mini-Soybeans
大豆（迷你） |
1,000 BU |
230 |
175 |
45 |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
Soymeal*
豆粉 |
100 Tons |
675 |
500 |
405 |
9:30-1:15 |
1 Cent = $100.00 |
10 Cents = $10.00 |
Soybean Oil*
豆油 |
60,000 lbs . |
540 |
400 |
135 |
9:30-1:15 |
1 PT = $6.00 |
1 PT = $6.00 |
Wheat*
小麦 |
5,000 BU |
1688 |
1250 |
405 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Wheat (mini)
小麦（迷你） |
1,000 BU |
338 |
250 |
81 |
9:30-1:45 |
1 Cent = $10.00 |
1/4 Cent = $2.50 |
Kansas City Wheat*
小麦（堪萨斯州） |
5,000 BU |
1125 |
900 |
125 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Minneapolis Wheat*
小麦（明尼阿波利斯） |
5,000 BU |
650 |
500 |
338 |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Rough Rice*
大米 |
100 Tons |
675 |
500 |
270 |
9:15-1:30 |
1 Cent = $20.00 |
1/2 Cent = $10.00 |
Canola*
食用油 |
20 Metric Tons |
412 CD |
305 CD |
50 CD |
9:30-1:15 |
1 Cent = $0.2 CD |
10 Cents = $2 CD |
Flaxseed*
亚麻籽 |
20 Metric Tons |
170 CD |
125 CD |
50 CD |
9:30-1:15 |
1 Cent = $0.2 CD |
10 Cents = $2 CD |
KC Wheat/CBOT Wheat
小麦（ KC/CBOT） |
10,000 BU |
508 |
309 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Corn (Old/New crop spread)
玉米 |
10,000 BU |
203 |
150 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Oats (Old/New crop spread)
燕麦 |
10,000 BU |
169 |
125 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Soybeans (Old/New crop)
大豆 |
10,000 BU |
475 |
350 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
Wheat (Old/New crop spread)
小麦 |
10,000 BU |
675 |
500 |
- |
9:30-1:15 |
1 Cent = $50.00 |
1/4 Cent = $12.50 |
|
INDEXES 股 指 期 货 |
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
NYSE Composite
NYSE 股票指数 |
500 x NFYE |
20,000 |
20,000 |
600 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
S&P 500*
标普 500 |
250 x S&P 500 |
19,688 |
15,750 |
200 |
8:30-3:15 |
1 PT = $2.50 |
10 PT = $25.00 |
E-mini S&P**
标普 500 （迷你） |
50 x S&P 500 |
3,938 |
3,150 |
50 |
3:45-3:15 |
1 PT = $0.50 |
25 PT = $12.50 |
Value Line
价值曲线指数 |
500 x VL |
13,125 |
10,500 |
375 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
Mini Value Line
价值曲线指数（迷你） |
100 x VL |
4,500 |
4,000 |
1250 |
8:30-3:15 |
1 PT = $1.00 |
5 PT = $5.00 |
KCBOT INDEX
KCBOT 指数期货 |
25 x Index |
3,750 |
3,000 |
150 |
8:30-3:15 |
1 PT = $1.00 |
5 PT = $5.00 |
CRB Index
CRB 指数 |
500 x Index |
2,125 |
1,500 |
- |
8:40-1:45 |
1 PT = $1.00 |
5 PT = $25.00 |
Nikkei Stock Index
日经指数 |
500 x Index |
4,709 |
3,600 |
170 |
8:00-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
Goldman Index
高盛指数 |
250 x Index |
3,750 |
2,500 |
563 |
8:30-3:15 |
1 PT = $2.50 |
5 PT = $12.50 |
Mid Cap |
500 x Index |
20,250 |
15,000 |
844 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
Nasdaq 100*
纳斯达克 100 指数 |
100 x Nasdaq 100 |
18,750 |
15,000 |
255 |
8:30-3:15 |
1 PT = $1.00 |
5 PT = $50.00 |
E-mini Nasdaq**
迷你纳斯达克 |
20 x Nasdaq 100 |
3,750 |
3,000 |
51 |
3:45-3:15 |
1 PT = $0.20 |
50 PT = $10.00 |
Russell 1000
Russell 1000 指数期货 |
100 x Russell 1000 |
4,500 |
3,400 |
200 |
3:45-3:15 |
10 PT = $10.00 |
10 PT = $10.00 |
Russell 2000
Russell 2000 指数期货 |
500 x Index |
17,500 |
30,000 |
844 |
8:30-3:15 |
1 PT = $5.00 |
5 PT = $25.00 |
Dow Jones****
道琼斯指数期货 |
10 x DJIA |
4,875 |
3,900 |
500 |
7:20-3:15 |
1 PT = $10.00 |
1 PT = $10.00 |
A/C/E Mini 5$ Dow***
迷你道琼斯指数期货（ 5$ ） |
5 x DJIA |
2,438 |
1,950 |
200 |
8:15-4:00 |
1 PT = $5.00 |
5 PT = $5.00 |
|
|
LIVESTOCK 活 畜 |
|
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
Feeder Cattle
肥牛 |
50,000 Lbs . |
3,375 |
2,500 |
473 |
9:05-1:00 |
1 PT = $5.00 |
2.5 PT = $12.50 |
Live Cattle
活牛 |
40,000 Lbs . |
2,700 |
2,000 |
338 |
9:05-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
Lean Hogs
精肉猪 |
40,000 Lbs . |
1,080 |
800 |
700 |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
Frozen Bellies
冻猪排 |
40,000 Lbs . |
1,620 |
1,200 |
810 |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
E-MINI FEEDERS
畜牧（迷你） |
10,000 Lbs . |
108 |
80 |
119 |
9:05-1:00 |
1 PT = $10.00 |
1 PT = $10.00 |
E-MINI HOGS
猪（迷你） |
25,000 Lbs . |
230 |
170 |
122 |
9:10-1:05 |
1 PT = 2.50 |
5 PT = $12.50 |
Bellies/Hogs
猪排 |
40,000 Lbs . |
1,485 |
1,100 |
- |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
Cattle/Hogs
猪 |
40,000 Lbs . |
1,215 |
900 |
- |
9:10-1:00 |
1 PT = $4.00 |
2.5 PT = $10.00 |
Feeders/Live Cattle
牛 |
- |
1,600 |
1,200 |
- |
9:10-1:00 |
- |
- |
|
|
Foods/Fibers/Lumber 食品 / 光纤 / 木材 |
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
Cocoa
可可 |
10 M Tons |
1,400 |
1,000 |
210 |
7:00-10:50 |
1 PT = $10.00 |
1 PT = $10.00 |
Coffee "C"
咖啡 "C" |
37,500 Lbs . |
1,820 |
1,300 |
500 |
8:15-11:30 |
1 PT = $3.75 |
5 PT = $18.75 |
Cotton#2
棉花 #2 |
50,000 Lbs . |
1,960 |
1,400 |
298 |
9:30-1:15 |
1 PT = $5.00 |
1 PT = $5.00 |
Orange Juice
橙汁 |
15,000 Lbs . |
700 |
500 |
250 |
9:00-12:30 |
1 PT = $1.50 |
5 PT = $7.50 |
Sugar #11
糖 #11 |
112,000 Lbs . |
560 |
400 |
140 |
8:00-11:00 |
1 PT = $11.20 |
1 PT = $11.20 |
Lumber
木材 |
110,000 bd ft |
1,650 |
1,300 |
650 |
9:00-1:05 |
1 PT = $1.10 |
10 PT = $11.00 |
New Milk (CME)
鲜奶 |
200,000 Lbs . |
1,080 |
800 |
300 |
8:00-1:10 |
1 PT = $20.00 |
1 PT = $20.00 |
Strand Board |
100,000 Sq. Feet |
3,000 |
2,000 |
1,463 |
9:00-1:05 |
1 PT = $10.00 |
10 PT = $100.00 |
Cotton #2 (Old/New crop)
棉花 #2 |
100,000 Lbs . |
796 |
590 |
- |
11:15-2:00 |
1 PT = $10.00 |
1 PT = $10.00 |
|
|
| |
Metals & Energies 金 属 & 能 源 |
| |
期 货 种 类 |
合 约 数 |
开仓保证金 |
过夜保证金 |
跨差交易保证金 |
交易时间（美中部） |
每点价值 |
最小波动 |
Copper
精铜 |
25,000 Lbs . |
8,100 |
6,000 |
202 |
7:10-12:00 |
1 PT = $2.50 |
5 PT =$12.50 |
Gold
黄金 |
100 Troy oz. |
3,038 |
2,250 |
108 |
7:20-12:30 |
1 Doll = $100.00 |
10 Cent = $10.00 |
Ace New York Gold*
纽约黄金（电子盘） |
33.2 Troy Oz. |
1,013 |
750 |
135 |
8:15-1:45 |
1 Doll = $33.20 |
10 Cent = $3.32 |
Platinum
铂 |
50 Troy Oz. |
2,700 |
2,000 |
500 |
7:20-12:05 |
1 Doll = $50.00 |
10 Cent = $5.00 |
Palladium
钯 |
100 Troy Oz. |
3,375 |
2,500 |
404 |
7:30-12:00 |
1 Doll = $100.00 |
5 Cent = $5.00 |
Silver/ 5000 OZ
银 |
5,000 Troy Oz. |
5,400 |
5,000 |
470 |
7:25-12:25 |
1 Cent = $50.00 |
1/2 Cent = $25.00 |
Ace New York Silver*
纽约银（电子盘） |
1,000 Troy Oz. |
1,080 |
800 |
338 |
8:15-1:45 |
1 Cent = $10.00 |
1/10 Cent = $1.00 |
Crude Oil
原油 |
1,000 Barrels |
4,050 |
3,000 |
1,000 |
9:00-1:30 |
1 Cent = $10.00 |
1 Cent = $10.00 |
Unleaded Gas
无铅汽油 |
42,000 Gal . |
6,750 |
5,000 |
1,000 |
9:05-1:30 |
1 PT = $4.20 |
1 PT = $4.20 |
Heating Oil
燃料油 |
42,000 Gal . |
6,075 |
4,500 |
1,000 |
9:05-1:30 |
1 PT = $4.20 |
1 PT = $4.20 |
Natural Gas
天然气 |
10,000 MM Btu |
10,800 |
8,000 |
3,375 |
9:00-1:30 |
1 PT = $10.00 |
1 PT = $10.00 |
Heating Oil/Unleaded Gas
燃料油 / 无铅汽油 |
- |
3,000 |
2,000 |
- |
9:00-1:30 |
- |
- |
Crude Oil/Heating Oil
原油 / 燃料油 |
- |
3,000 |
2,000 |
- |
9:00-1:30 |
- |
- |
Crude Oil/Natural Gas
原油 / 天然气 |
- |
3,000 |
2,000 |
- |
9:00-1:30 |
- |
- |
LIFFE FTSE 100
100指数（伦敦金融交易所） |
25 BP x FTSE Index |
3,500 BP |
3,500 BP |
- |
2: 00A -11: 30A |
1 PT = 2.5 BP |
5 PT = 12.5 BP |
LIFFE Gilt
镀金（ 伦敦金融交易所） |
100,000 BP |
1,900 BP |
1,900 BP |
- |
2: 00A -12: 00A |
1 PT = 10 BP |
1 PT = 10 BP |
LIFFE Euro-BTP (Italian Bond)
意大利债券（ 伦敦金融交易所） |
100,000 ECU |
1,500 ECU |
1,500 ECU |
- |
1: 55A -11: 58A |
1 PT = 10 ECU |
1 PT = 10 ECU |
Eurex Bond
欧洲债券 |
100,000 ECU |
2,045 ECU |
2,045 ECU |
- |
1: 30A -11: 56A |
1 PT = 10 ECU |
1 PT = 10 ECU |
Eurex DAX
欧洲 DAX 指数期货 |
25 x DAX Index |
10,000 ECU |
7,500 ECU |
- |
2: 30A -9: 00A |
1 PT = 25 ECU |
0.5 PT = 12.5 ECU |
SIMEX Nikkei
日经指数 (新加坡交易所) |
500JY x Nikkei index |
562,500 JY |
450,000 JY |
- |
6:00P-12: 15A |
1 PT = 500 JY |
5 PT = 2,500 JY |
SIMEX Hang Seng Index
恒生指数（新加坡交易所） |
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