Спецификации фьючерсных контрактов в AMP для NinjaTrader
Принятые обозначения
Январь |
Февраль |
Март |
Апрель |
Май |
Июнь |
F |
G |
H |
J |
K |
M |
Июль |
Август |
Сентябрь |
Октябрь |
Ноябрь |
Декабрь |
N |
Q |
U |
V |
X |
Z |
Торговые инструменты
Валюты | Энергоносители | Процентные ставки | Зерновые | Индексы | Домашний скот | Металлы | Продовольствие и волокна
Stock Index |
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|
Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
SFE SPI 200 |
AP |
Sydney Futures Exchange (SFE) |
$25 X Index Value |
H,M,U,Z |
1 / A$25.00 |
Continuous Commodity Index |
CCI |
ICE Futures U.S. |
$500 x Index Value |
F,G,J,M,Q,X |
.01 / $5.00 |
Big Dow DJIA $25 |
DD |
CBOT/Globex |
$25 x Index Value |
H,M,U,Z |
1 / $25.00 |
E-mini S&P MidCap 400 |
EMD |
CME/Globex |
$100 x Index Value |
H,M,U,Z |
0.1 / $10.00 |
E-mini S&P CNX Nifty 50 Index |
EMF |
CME/Globex |
$10 x Index Value |
H,M,U,Z |
.5 / $5.00 |
S&P CNX Nifty Index |
EN |
Singapore Exchange (SGX) |
$2 x Index Value |
H,M,U,Z |
.5 / $1.00 |
E-mini S&P 500 Index |
ES |
CME/Globex |
$50 x Index Value |
H,M,U,Z |
0.25 / $12.50 |
MDAX Futures |
F2MX |
Eurex |
€5 x Index Value |
H,M,U,Z |
1 / €5.00 |
CAC-40 Index |
FCE |
LIFFE |
€ 36,000 |
H,M,U,Z |
0.5 / €5 |
DAX Index |
FDAX |
Eurex |
€25 x Index Value |
H,M,U,Z |
0.5 / €12.50 |
Dow Jones Euro STOXX 50 |
FESX |
Eurex |
€10 x Index Value |
H,M,U,Z |
1 / €10.00 |
DJ STOXX 50 |
FSTX |
Eurex |
€10 x Index Value |
H,M,U,Z |
1 / €10.00 |
E-micro S&P CNX Nifty 50 Index |
MNF |
CME/Globex |
$2 x Index Value |
H,M,U,Z |
.5 / $1.00 |
NIKKEI 225 Index |
NK |
Singapore Exchange (SGX) |
¥500 X Index Value |
All |
¥5 / ¥500 |
NIKKEI 225 |
NKD |
CME/Globex |
$5 x Index Value |
H,M,U,Z |
5 / $25.00 |
E-mini NASDAQ 100 Index |
NQ |
CME/Globex |
$20 x Index Value |
H,M,U,Z |
0.25 / $5.00 |
USD Nikkei 225 Index |
NU |
Singapore Exchange (SGX) |
$5 x Index Value |
H,M,U,Z |
5 / $25.00 |
Mini-Russell 1000 |
RF |
ICE Futures U.S. |
$100 x Index Value |
H,M,U,Z |
0.05 / $5.00 |
S&P 500 Index |
SP |
CME/Globex |
$250 x Index Value |
H,M,U,Z |
0.10 / $25.00 |
Russell 2000 Index Mini ($100) |
TF |
ICE Futures U.S. |
$100 x Index Value |
H,M,U,Z |
0.1 / $10.00 |
MSCI Taiwan Stock Index |
TW |
Singapore Exchange (SGX) |
US$100 x SGX MSCI Taiwan Index |
H,M,U,Z |
0.1 / $10.00 |
CME Housing Washington DC |
WDC |
CME/Globex |
$250 X Index Size |
All Months |
0.20 / $50.00 |
FTSE 250 Index |
Y |
LIFFE |
€10 x Index Value |
H,M,U,Z |
0.5 / €5 |
Dow Jones $5 Mini |
YM |
CBOT/Globex |
$5 x Index Value |
H,M,U,Z |
1 / $5.00 |
FTSE 100 Index |
Z |
LIFFE |
£10 x Index Value |
H,M,U,Z |
0.5 / £5 |
Dow Jones Industrial Average |
ZDJ |
CBOT/Globex |
$10 x Index Value |
H,M,U,Z |
1 / $10.00 |
NASDAQ 100 Index |
ZND |
CME/Globex |
$100 x Index Value |
H,M,U,Z |
0.25 / $25.00 |
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Currencies |
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|
Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Australian Dollar |
6A |
CME/Globex |
100K AUD |
H,M,U,Z |
0.0001 / $10.00 |
British Pound |
6B |
CME/Globex |
62.5K £ |
H,M,U,Z |
0.0001 / $6.25 |
Canadian Dollar |
6C |
CME/Globex |
100K $ |
H,M,U,Z |
0.0001 / $10.00 |
EuroFX |
6E |
CME/Globex |
125K € |
H,M,U,Z |
0.0001 / $12.50 |
Japanese Yen |
6J |
CME/Globex |
12.5 mil ¥ |
H,M,U,Z |
0.00001 / $12.50 |
Brazilian Real |
6L |
CME/Globex |
100K R$ |
All |
0.0001 / $10.00 |
Mexican Peso |
6M |
CME/Globex |
500K MXN |
All |
0.000025 / $12.50 |
New Zealand Dollar |
6N |
CME/Globex |
100K NZD |
H,M,U,Z |
0.0001 / $10.00 |
Swiss Franc |
6S |
CME/Globex |
125K CHF |
H,M,U,Z |
0.0001 / $12.50 |
South African Rand |
6Z |
CME/Globex |
500K ZAR |
All |
0.000025 / $12.50 |
Dollar Index |
DX |
ICE Futures U.S. |
$1000 X Index Value |
H,M,U,Z |
0.005 / $5.00 |
E-mini EuroFX |
E7 |
CME/Globex |
62.5K € |
H,M,U,Z |
0.01 / $6.25 |
E-mini Japanese Yen |
J7 |
CME/Globex |
6.25 mil ¥ |
H,M,U,Z |
0.001 / $6.25 |
E-micro AUD/USD |
M6A |
CME/Globex |
10K AUD |
H,M,U,Z |
0.0001 / $1.00 AUD |
E-micro GBP/USD |
M6B |
CME/Globex |
6,250 £ |
H,M,U,Z |
0.0001 / $0.625 £ |
E-micro USD/CAD |
M6C |
CME/Globex |
10,000 CAD |
H,M,U,Z |
0.0001/1.00 CAD |
E-micro EUR/USD |
M6E |
CME/Globex |
12,500 € |
H,M,U,Z |
0.0001 / $1.25 € |
E-micro USD/JPY |
M6J |
CME/Globex |
10,000 ¥ |
H,M,U,Z |
.01/100 ¥ |
E-micro USD/CHF |
M6S |
CME/Globex |
10,000 CHF |
H,M,U,Z |
.0001/1.00 CHF |
Polish Zloty |
PLN |
CME/Globex |
500,000 Polish zloty |
H,M,U,Z |
0.002 / $10.00 |
Chinese Renminbi-US Dollar |
RMB |
CME/Globex |
1mil ¥ |
All |
0.0001 / $10.00 |
Swedish Krona |
SEK |
CME/Globex |
2,000,000 Swedish Kronor |
H,M,U,Z |
0.00001 / $20.00 |
Euro/Turkish Lira |
TRE |
CME/Globex |
125K € |
H,M,U,Z |
0.01 / 6.25 € |
US Dollar/Turkish Lira |
TRY |
CME/Globex |
200K $ |
H,M,U,Z |
0.01 / $10.00 |
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Energies |
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Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Brent Crude Oil |
BRN |
ICE Europe |
42K gal |
All |
0.01 / $10.00 |
Crude Oil |
CL |
NYMEX/Globex (NYMEXG) |
42K gal |
All |
0.01 / $10.00 |
Gas Oil |
GAS |
ICE Europe |
42K gal |
H,M,U,Z |
0.0001 / $4.20 |
Heating Oil |
HO |
NYMEX/Globex (NYMEXG) |
42K gal |
All |
0.0001 / $4.20 |
Natural Gas |
NG |
NYMEX/Globex (NYMEXG) |
10,000 mmBtu |
All |
0.001 / $10.00 |
E-mini Natural Gas |
QG |
NYMEX/Globex (NYMEXG) |
2,500 mmBtu |
All |
0.005 / $12.50 |
E-mini Heating Oil |
QH |
NYMEX/Globex (NYMEXG) |
21K gal |
ALL |
0.0001 / $2.10 |
E-mini Crude Light |
QM |
NYMEX/Globex (NYMEXG) |
21K gal |
All |
0.025 / $12.50 |
E-mini Unleaded Gasoline |
QU |
NYMEX/Globex (NYMEXG) |
21K gal |
All |
0.001 / $21.00 |
NY Harbor RBOB Gasoline |
RT |
NYMEX/Globex (NYMEXG) |
42K gal |
All |
0.0001 / $4.20 |
WTI Light Sweet Crude Oil |
WBS |
ICE Europe |
42K gal |
All |
0.01 / $10.00 |
Back to Top » |
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Metals |
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|
Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Gold |
GC |
COMEX/Globex (COMEXG) |
100 oz |
G,J,M,Q,V,Z |
0.1 / $10.00 |
Copper |
HG |
COMEX/Globex (COMEXG) |
25K lbs |
All |
0.05 / $12.50 |
E-micro Gold |
MGC |
COMEX/Globex (COMEXG) |
10 oz |
G,J,M,Q,V,Z |
0.10/$1.00 |
Palladium |
PA |
NYMEX/Globex (NYMEXG) |
100 oz |
H,M,U,Z |
0.05 / $5.00 |
Platinum |
PL |
NYMEX/Globex (NYMEXG) |
50 oz |
F,J,N,V |
0.1 / $5.00 |
miNY Copper |
QC |
COMEX/Globex (COMEXG) |
12,500 lbs |
All |
0.002 / $25.00 |
miNY Silver |
QI |
COMEX/Globex (COMEXG) |
2,500 oz |
F,G,H,K,N,U,Z |
0.0125 / $31.25 |
miNY Gold |
QO |
COMEX/Globex (COMEXG) |
50 oz |
F,G,J,M,Q,V,Z |
0.25 / $12.50 |
Silver |
SI |
COMEX/Globex (COMEXG) |
5,000 oz |
F,H,K,N,U,Z |
0.005 / $25.00 |
Mini Gold |
YG |
NYSE LIFFE US |
33.2 oz |
All |
0.1 / $3.32 |
Mini Silver |
YI |
NYSE LIFFE US |
1,000 oz |
All |
0.001 / $1.00 |
100 oz Gold |
ZG |
NYSE LIFFE US |
100 oz |
G,J,M,Q,V,X,Z |
0.10 / $10.00 |
5000 oz Silver |
ZI |
NYSE LIFFE US |
5,000 oz |
F,H,K,N,U,V,X,Z |
0.001 / $5.00 |
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Financials |
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Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Euro Bund 10-Year |
FGBL |
Eurex |
100K € |
H,M,U,Z |
0.01 / € 10.0 |
Euro Bobl 5-Year |
FGBM |
Eurex |
100K € |
H,M,U,Z |
0.005 / € 5.0 |
Euro Schatz 2-Year |
FGBS |
Eurex |
100K € |
H,M,U,Z |
0.005 / €5.00 |
Eurodollar |
GE |
CME/Globex |
$1 mil |
H,M,U,Z |
0.01 / $25.00 |
LIBOR One Month |
GLB |
CME/Globex |
$3 mil |
All |
0.005 / $12.50 |
90-Day Bank Accept |
IR |
Sydney Futures Exchange (SFE) |
A$100,000 |
H,M,U,Z |
0.01 / $24.00 |
SGX Mini 10-Year JGB |
JB |
Singapore Exchange (SGX) |
¥10,000,000 |
H,M,U,Z |
¥0.01/ ¥100 |
Short Sterling 3-Month |
L |
LIFFE |
£500,000 |
H,M,U,Z |
0.005 / £6.25 |
Long Gilt |
R |
LIFFE |
£100K |
H,M,U,Z |
0.01 / £10 |
US 10-Year Interest Rate Swap |
SR |
CBOT/Globex |
$100K |
H,M,U,Z |
$15.625 / 1/32 |
Ultra T-Bond |
UB |
CBOT/Globex |
$100K bond |
H,M,U,Z |
1/32 / $31.25 |
10-Year Aus Treasury Bond |
XT |
Sydney Futures Exchange (SFE) |
A$100,000 |
H,M,U,Z |
0.005 / $40.00 |
3-Year Aus Interest Rate Swap |
YT |
Sydney Futures Exchange (SFE) |
A$100,000 |
H,M,U,Z |
0.01 / $28.00 |
US 3-Year US Treasury Notes |
Z3N |
CBOT/Globex |
$300K note |
H,M,U,Z |
1/128 / $15.625 |
US 30-Year Treasury Bond |
ZB |
CBOT/Globex |
$100K bond |
H,M,U,Z |
1/32 / $31.25 |
US 5-Year Treasury Note |
ZF |
CBOT/Globex |
$100K note |
H,M,U,Z |
1/128 / $7.8125 |
US 10-Year Treasury Note |
ZN |
CBOT/Globex |
$100K note |
H,M,U,Z |
1/64 / $15.625 |
Fed Funds 30-Day Interest Rate |
ZQ |
CBOT/Globex |
$5 mil |
All |
0.005 / $20.835 |
US 2-Year Treasury Note |
ZT |
CBOT/Globex |
$200K note |
H,M,U,Z |
1/128 / $15.625 |
Back to Top » |
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Grains |
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|
Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Mini-Sized Corn |
XC |
CBOT/Globex |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
Mini-Sized Soybeans |
XK |
CBOT/Globex |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
Mini-Sized Wheat |
XW |
CBOT/Globex |
1,000 bu |
H,K,N,U,Z |
1/8 / $1.25 |
Corn |
ZC |
CBOT/Globex |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
Ethanol |
ZE |
CBOT/Globex |
29k gal |
All |
1/10 / $29.00 |
Soybean Oil |
ZL |
CBOT/Globex |
60K lbs |
F,H,K,N,Q,U,V,Z |
1/100 / $6.00 |
Soybean Meal |
ZM |
CBOT/Globex |
100 tons |
F,H,K,N,Q,U,V,Z |
0.10 / $10.00 |
Oats |
ZO |
CBOT/Globex |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
Rough Rice |
ZR |
CBOT/Globex |
2,000 cwt |
F,H,K,N,U,X |
0.005 / $10.00 |
Soybeans |
ZS |
CBOT/Globex |
5,000 bu |
F,H,K,N,Q,U,X |
1/4 / $12.50 |
Wheat |
ZW |
CBOT/Globex |
5,000 bu |
H,K,N,U,Z |
1/4 / $12.50 |
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Softs |
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Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Cocoa |
CC |
ICE Futures U.S. |
10 tons |
H,K,N,U,Z |
1 / $10.00 |
Cotton |
CT |
ICE Futures U.S. |
50k lbs |
H,K,N,V,Z |
0.0001 / $5.00 |
Milk Class III |
DC |
CME/Globex |
200K lbs |
All |
0.01 / $20.00 |
Coffee |
KC |
ICE Futures U.S. |
37.5k lbs |
H,K,N,U,Z |
0.0005 / $18.75 |
Lumber |
LBS |
CME/Globex |
110K board feet |
F,H,K,N,U,X |
0.10 / $11.00 |
Orange Juice |
OJ |
ICE Futures U.S. |
15k lbs |
H,K,N,U,X |
0.0005 / $7.50 |
Sugar #11 |
SB |
ICE Futures U.S. |
112k lbs |
H,K,N,V |
0.0001 / $11.20 |
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Meats |
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|
Name |
Symbol |
Exchange |
Contract Size |
Months |
Tick / $ Value |
Feeder Cattle |
GF |
CME/Globex |
50K lbs |
F,H,J,Q,U,V,X |
0.00025 / $12.50 |
Pork Bellies |
GPB |
CME/Globex |
40K lbs |
G,H,K,N,Q |
0.00025 / $10.00 |
Lean Hogs |
HE |
CME/Globex |
40K lbs |
G,J,K,M,N,Q,V,Z |
0.00025 / $10.00 |
Live Cattle |
LE |
CME/Globex |
40K lbs |
G,J,M,Q,V,Z |
0.00025 / $10.00 |
Back to Top »
There is a risk of loss in trading futures and options. Futures trading is not appropriate for all investors.
Торговля на современных рынках акций (stocks), валют (forex), бондов, фьючерсов (futures), товаров или производных инструментов опасна вероятностью неконтролируемых убытков. Будьте внимательны и осторожны при работе на финансовых рынках. Пожалуйста, не торгуйте на реальных счетах, если Вы не уверены в свой стратегии и тактике.
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