Last Updated: 20100125

OPTIONS FACT SHEET


CSI# SYMBOL EXCHANGE NAME POINT VALUE CONTRACT SIZE UNIT OF MEASURE CURRENCY START DATE STRIKE DIV EXP
2 LC CME Cattle-Live(Floor+Electronic Combined) 4 USD 40000 lb 0.01 USD / lb USD 19841030 0
3 CC CSCE Cocoa 10 USD 10 tonnes USD / tonne USD 19860313 -1
4 LH CME Hogs-Lean(Floor+Electronic Combined) 4 USD 40000 lb 0.01 USD / lb USD 19850201 1
5 PB CME Pork Bellies (Floor+Electronic Combined) 4 USD 40000 lb 0.01 USD / lb USD 19861003 1
7 CT NYCE Cotton #2 5 USD 50000 lb 0.01 USD / lb USD 19841031 0
8 HG COMEX CopperHG (Floor Trading Only) 2.50 USD 25000 lb 0.01 USD / lb USD 19880729 1
9 C CBT Corn (Floor Trading Only) 6.25 USD 5000 bu 0.01 USD / bu USD 19850227 0
10 KC CSCE Coffee 3.75 USD 37500 lb 0.01 USD / lb USD 19861003 0
11 O CBT Oats (Floor Trading Only) 6.25 USD 5000 bu 0.01 USD / bu USD 19900501 0
12 OJ NYCE Orange Juice 1.50 USD 15000 lb 0.01 USD / lb USD 19851219 1
13 PL NYMEX Platinum (Floor Trading Only) 5 USD 50 toz USD / toz USD 19901016 0
16 SI COMEX Silver (Floor Trading Only) 5 USD 5000 toz 0.01 USD / toz USD 19841004 0
17 S CBT Soybeans (Floor Trading Only) 6.25 USD 5000 bu 0.01 USD / bu USD 19841031 0
18 SM CBT Soybean Meal (Floor Trading Only) 10 USD 100 short tons USD / short ton USD 19870219 0
19 BO CBT Soybean Oil (Floor Trading Only) 6 USD 60000 lb 0.01 USD / lb USD 19870219 1
20 SB CSCE Sugar #11World (Floor Trading Only) 11.20 USD 112000 lb 0.01 USD / lb USD 19821001 1
21 W CBT Wheat (Floor Trading Only) 6.25 USD 5000 bu 0.01 USD / bu USD 19861117 0
22 KW KCBT Wheat-Kansas City 6.25 USD 5000 bu 0.01 USD / bu USD 19841101 1
23 MP CME Mexican Peso(Floor+Electronic Combined) 5 USD 500000 MXN USD USD 19950425 1
25 SF CME Swiss Franc -(Floor+Electronic Combined) 12.50 USD 125000 CHF USD USD 19850226 3
26 BP CME British Pound (Floor+Electronic Combined) 6.25 USD 62500 GBP USD USD 19850226 3
27 LB CME Lumber (Floor+Electronic Combined) 11 USD 110000 bd ft USD / 1000 bd ft USD 19870529 0
30 GC COMEX Gold (Floor Trading Only) 10 USD 100 toz USD / toz USD 19821004 0
33 FC CME Cattle-Feeder (Floor+Electronic Combined) 5 USD 50000 lb 0.01 USD / lb USD 19870109 1
41 TB CME T-Bill-U.S. 3 Mth (Floor+Electronic Combined) 2.50 USD 1000000 USD USD / basis point USD 19860410 0
44 US CBT T-Bond-U.S. (Floor+Electronic Combined) 3.125 USD 100000 USD points USD 19821001 0
49 LCC EURONEXT Cocoa (LCE) 1 GBP 10 tonnes GBP / tonne GBP 19940112 0
51 LWB EURONEXT Wheat (LCE) 1 GBP 100 tonnes GBP / tonne GBP 20000817 1
58 RS WCE Rapeseed(Canola) 2 CAD 20 tonnes CAD / tonne CAD 19930803 1
62 WW WCE Wheat-Feed(Domestic) 0.20 CAD 20 tonnes CAD / tonne CAD 19930803 2
64 CD CME Canadian Dollar (Floor+Electronic Combined) 10 USD 100000 CAD USD USD 19860618 3
65 JY CME Japanese Yen (Floor+Electronic Combined) 12.50 USD 12500000 JPY USD / 100 JPY USD 19860305 3
66 AD CME Australian Dollar (Floor+Electronic Combined) 10 USD 100000 AUD USD USD 19880111 3
68 MW MGE Wheat-Spring 6.25 USD 5000 bu 0.01 USD / bu USD 19841030 1
74 FF CBT Fed Fund Rate(1Mth)(Floor+Electronic Combined) 4.167 USD 5000000 USD USD / basis point USD 20030515 3
87 BAX ME Canadian Bankers' Acceptance-3Mth (24 hr) 2.5 CAD 1000000 CAD CAD / basis point CAD 20060823 2
88 CGB ME Canadian Govt Bond 10Yr (Floor+Electronic Combined) 10 CAD 100000 CAD percent CAD 20060823 0
89 HO NYMEX Heating Oil #2 (Floor Trading Only) 4.20 USD 42000 gal USD / gal USD 19870626 3
99 NK CME Nikkei 225 Index (Floor+Electronic Combined) 5 USD 5 USD x Index points USD 19900925 -1
100 R NYFE Russell 1000 Index 5 USD 500 USD x Index points USD 19990319 2
101 CR NYFE Continuous Commodity Index(CRB) 5 USD 500 USD x Index points USD 19881031 0
102 RL CME Russell 2000 Index (Floor Trading Only) 5 USD 500 USD x Index points USD 19930204 1
104 MD CME S&P MidCap 400 Index (Floor Trading Only) 5 USD 500 USD x Index points USD 19920213 1
119 HSI HKEX Hang Seng Index (HKFE)(Combined) 50 HKD 50 HKD x Index points HKD 20080829 -1
130 RR CBT Rice(Rough) (Floor Trading Only) 2 USD 2000 cwt USD / cwt USD 19920410 2
134 LGO ICE Gas Oil(Combined) (IPE) 1 USD 100 tonnes USD / tonne USD 19940215 0
136 LCO ICE Crude-Brent(Combined) (IPE) 10 USD 1000 bbl USD / bbl USD 19940215 1
141 ED CME Eurodollar-3 Mth -Globex(Floor+Electronic Combined) 2.5 USD 1000000 USD USD / basis point USD 19850320 2
142 EM CME LIBOR(1Mth) (Floor+Electronic Combined) 2.50 USD 3000000 USD USD / basis point USD 19910612 2
148 LKD EURONEXT Coffee-Robusta (LCE) 5 USD 5 tonnes USD / tonne USD 19940215 1
149 SP CME S&P 500 Index (Floor Trading Only) 2.50 USD 250 USD x Index points USD 19830128 0
150 TY CBT T-Note-U.S. 10 Yr w/Prj A (Floor+Electronic Combined)X 15.625 USD 100000 USD points USD 19850501 1
153 HC NYMEX HO/CLdif(OptOnly) 10 USD 1000 bbl USD / bbl USD 19941007 2
173 FSS EURONEXT Sterling Rate-3Mth (LIFFE) 1.25 GBP 500000 GBP GBP / basis point GBP 19871105 2
174 FLG EURONEXT Gilt-Long(8.75-13yr) (LIFFE) 10 GBP 100000 GBP percent GBP 19860313 1
185 FES EURONEXT Euro Swiss Franc (LIFFE) 2.5 CHF 1000000 CHF CHF / basis point CHF 19921015 2
186 AB WCE Barley(Western) 0.20 CAD 20 tonnes CAD / tonne CAD 19931201 1
188 CL NYMEX Crude Oil Light (Floor Trading Only) 10 USD 1000 bbl USD / bbl USD 19861114 1
191 NG NYMEX Natural Gas-Henry Hub (Floor Trading Only) 10 USD 10000 mmBtu USD / mmBtu USD 19921002 2
193 MV KCBT Value Line Index(Mini) 1 USD 100 USD x Index points USD 19920701 2
199 LSU EURONEXT Sugar #5(White) (LCE) 5 USD 50 tonnes USD / tonne USD 20000817 0
207 TU2 CBT T-Note-U.S. 2 Yr(Floor+Electronic Combined)-#382 w/o last digit 31.25 USD 200000 USD points USD 19920501 2
224 HU NYMEX Gasoline Unleaded (Floor Trading Only) 4.20 USD 42000 gal USD / gal USD 19890313 3
236 NW MGE Wheat-Winter 6.25 USD 5000 bu 0.01 USD / bu USD 19910624 1
251 FV CBT T-Note-U.S. 5 Yr (Floor+Electronic Combined) 3.125 USD 100000 USD points USD 19900524 1
258 BC CME Major Market Index (Floor Trading Only) 5 USD 500 USD x Index points USD 19911011 2
263 DX FINEX U.S. Dollar Index 1 USD 1000 USD x Index points USD 19860903 0
264 EU FINEX Euro 2 USD 200000 EUR USD USD 19920430 1
266 GI CME Goldman Sachs Commodity 2.50 USD 250 USD x Index points USD 19920728 1
353 E5 CME Eurodollar(5 Yr mid curve Option Only) 2.5 USD 1000000 USD USD / basis point USD 19931213 2
355 BR CME Brazilian Real 10 USD 100000 BRL USD USD 19951108 1
358 COM EURONEXT Rapeseed-Euro (MATIF) 5 EUR 50 tonnes EUR / tonne EUR 20080625 1
361 YF FINEX Swiss Franc/USD 2 CHF 200000 CHF CHF CHF 19990524 1
363 YP FINEX U.S. Dollar/British Pound 1.250 USD 125000 GBP USD USD 19961029 1
364 YY FINEX Japanese Yen/USD 200 JPY 200000 JPY JPY JPY 19960809 1
372 ZR FINEX South African Rand 1 ZAR 100000 ZAR ZAR ZAR 19980603 1
373 SS FINEX British Pound/Swiss Franc 1.250 CHF 125000 GBP CHF CHF 19990311 1
374 SY FINEX British Pound/Japanese Yen 125 JPY 125000 GBP JPY JPY 19980526 1
379 PL1 GLBX Platinum (Electronic Only; Last in Settle) 5 USD 50 toz USD / toz USD 19901016 0
382 TU CBT T-Note-U.S. 2 Yr (Floor+Electronic Combined) 6.25 USD 200000 USD points USD 19920501 2
399 E1 CME Eurodollar(1 Yr mid curve Option Only) 2.5 USD 1000000 USD USD / basis point USD 19941220 2
401 SG CME S&P 500 BARRA Growth Index 2.50 USD 250 USD x Index points USD 19960116 1
402 SU CME S&P 500 BARRA Value Index 2.50 USD 250 USD x Index points USD 19951107 1
404 DA CME Milk-Class III Fluid 20 USD 200000 lb. USD / cwt USD 19980429 2
416 EY CME Euroyen-3Mth 250 JPY 100000000 JPY JPY / basis point JPY 19970701 2
429 ND CME Nasdaq 100 Index (Floor+Electronic Combined) 10 USD 100 USD x Index points USD 19960410 0
441 DB CME Butter 4 USD 40000 lb 0.01 USD / lb USD 19960909 1
459 NE2 CME New Zealand Dollar 10 USD 100000 NZD USD USD 19970508 1
472 ZX FINEX New Zealand Dollar 2 USD 200000 NZD USD USD 19980714 1
485 YD FINEX Canadian Dollar 2 CAD 200000 CAD CAD CAD 20040226 1
487 ES CME S&P 500 Index-E-mini 0.50 USD 50 USD x Index points USD 19970909 0
496 DJ CBT Dow Jones Industrial Index(Floor+Electronic Combined) 10 USD 10 USD x Index points USD 19971006 -1
497 NQ CME Nasdaq 100 Index-E-mini 0.20 USD 20 USD x Index points USD 20041122 0
517 BL2 EURONEXT Wheat-Milling (MATIF) 12.5 EUR 50 tonnes EUR / tonne EUR 20080625 1
524 CU CME Euro(Floor+Electronic Combined) 12.50 USD 125000 EUR USD USD 19990107 3
558 FBO EURONEXT Swap Note(5 Yr) (LIFFE) 10 EUR 100000 EUR percent EUR 20020424 2
559 FBP EURONEXT Swap Note(10 Yr) (LIFFE) 10 EUR 100000 EUR percent EUR 20020424 2
562 EJ FINEX Euro/Japanese Yen 100 JPY 100000 EUR JPY JPY 19990527 1
564 RZ FINEX Euro/Swiss Franc 1 CHF 100000 EUR CHF CHF 20000107 1
565 FEI EURONEXT EURIBOR-3 Mth (LIFFE) 2.50 EUR 1000000 EUR percent EUR 19990113 2
566 GB FINEX Euro/British Pound 1 GBP 100000 EUR GBP GBP 19990409 1
588 SXF ME S&P Canada 60 (Floor+Electronic Combined) 2 CAD 200 CAD x Index points CAD 20060823 0
589 EMA EURONEXT Corn (MATIF) 0.50 EUR 50 tonnes EUR / tonne EUR 20080625 1
649 HMH HKEX Hang Seng Index-Mini (HKFE) 10 HKD 10 HKD x Index points HKD 20080829 -1
658 FBS EURONEXT Swap Note Euro-2 Yr (LIFFE) 1 EUR 100000 EUR points EUR 20020424 2
668 RM2 NYFE Mini-Russell 1000 Index (Floor Only) 1 USD 100 USD x Index points USD 20081009 0
669 QL NYMEX Coal-Central Appalachian 15.50 USD 1550 tons USD / ton USD 20090910 1
677 ER2 CME Index-E-Mini Russell 2000 1 USD 100 USD x Index points USD 20070302 1
684 EMD CME Index-S&P Midcap 400 E-mini 1 USD 100 USD x Index points USD 20070823 1
736 SMC CME E-Mini S&P 600 Smallcap Index 1 USD 100 USD x Index points USD 20080728 0
747 GG NYFE Russell 1000 Growth Index 5 USD 500 USD x Index points USD 20030520 0
748 VV NYFE Russell 1000 Value Index 5 USD 500 USD x Index points USD 20030520 0
778 YU NYFE NYSE Composite Index-Revised 0.50 USD 50 USD x Index points USD 20031001 0
795 HCE HKEX Hang Seng China Enterprises Index (HKFE) 50 HKD 50 HKD x Index points HKD 20080829 -1
811 AON NYMEX Crude Oil Average Price Options 10 USD 1000 bbl USD / bbl USD 20080312 2
812 ATN NYMEX Heating Oil Average Price Options 4.20 USD 42000 gal USD / gal USD 20080312 3
813 RAN NYMEX RBOB Average Price Options 4.20 USD 42000 gal USD / gal USD 20080312 3
814 RJN NYMEX Carbon RGGI Emissions 10 USD 1000 RGGI CO2 Allowance USD / Allowance USD 20080825 0
816 LRC EURONEXT Robusta Coffee New (LCE) 10 USD 10 tonnes USD / tonne USD 20080904 0
818 TF2 NYFE Mini-Russell 2000 1 USD 100 USD x Index points USD 20081014 0
832 RSU EURONEXT Sugar-Raw (LCE) 11.20 USD 50 long tons 0.01 USD / lb USD 20070329 0
842 EV CME S&P 500 EOM 2.50 USD 250 USD x Index points USD 20070620 0
843 EW CME E-Mini S&P 500 EOM 0.50 USD 50 USD x Index points USD 20070620 0
844 TO NYFE Russell 2000 (Floor Trading Only) 5 USD 500 USD x Index points USD 20070820 0
845 LNN CLEAR Natural Gas (Financial Settle Euro-Style Options) 1 USD 10000 mmBtu USD / mmBtu USD 20071008 2
846 LCN CLEAR Crude Oil (Financial Settle Euro-Style Options) 10 USD 1000 bbl USD / bbl USD 20071008 1
847 LBN CLEAR Heating Oil (Financial Settle Euro-Style Options) 4.20 USD 42000 gal USD / gal USD 20071008 3
848 RFN CLEAR RBOB (Financial Settle Euro-Style Options) 4.20 USD 42000 gal USD / gal USD 20071008 3
863 SI1 GLBX Silver (Electronic Only; Last in Settle) 5 USD 5000 oz 0.01 USD / oz USD 19841004 0
864 HG1 GLBX Copper (Electronic Only; Last in Settle) 2.50 USD 25000 lb USD / lb USD 19880729 0
871 IRC ICE Coffee-Robusta (IPE) 3.75 USD 37500 lb 0.01 USD / lb USD 20071009 0
916 JM NYMEX Electricity PJM (Floor Trading Only) 0.01 USD x contract size 19 days-760 MWh / 20 days-800 MWh / 21 days-840 MWh / 22 days-880 MWh / 23 days-920 MWh USD / MWh USD 20080312 2
917 EDD EURONEXT Eurodollar (LIFFE) 2.50 USD 1000000 USD points USD 20040318 2
961 P NYCE Pulp 0.20 USD 20 tonnes USD / tonne USD 20050307 0
970 CRB NYFE Reuters Jefferies CRB Index 2 USD 200 USD x Index points USD 20050713 0
975 RB NYMEX Gasoline-Reformulated Blendstock(Floor) 4.20 USD 42000 gal USD / gal USD 20060823 3
980 CFI ICE ECX EUA Emissions (IPE) 10 EUR 1000 tonnes EUR / tonne EUR 20080327 0
981 FS1 EURONEXT Sterling Future(3 Month) (LIFFE) 1.25 GBP 1 3-Month Future points GBP 20051208 2
982 FE1 EURONEXT Mid-Curve Euribor Options(1 Year) (LIFFE) 2.5 EUR 1 3-month Future points EUR 20051208 2
991 ICL ICE Crude Oil-WTI 10 USD 1000 bbl USD / bbl USD 20080327 0
5230 OEX CBOE S&P 100 Index CBOE       USD 19830322 0
5267 JPN CBOE Japan Index AMEX       USD 19900927 0
5354 XMI CBOE Major Market Index AMEX       USD 19850102 0
5367 XCI CBOE Computer Technology Index AMEX       USD 19910905 0
5368 XOI CBOE Oil & Gas Index AMEX       USD 19910905 0
5373 UTY CBOE Utility Index PHLX       USD 19910905 0
5467 MNX CBOE Mini-NASDAQ 100 Index CBOE       USD 20000814 0
5473 XAU CBOE Gold & Silver Index PHLX       USD 19850102 0
5491 NDX CBOE NASDAQ 100 Index CBOE       USD 19960604 0
5499 DJIA CBOE Dow Jones Industrial Average CBOE       USD 19971006 -1
5676 SPX CBOE S&P 500 Index CBOE       USD 19900608 0
13284 DIA CBOE Diamonds Trust AMEX       USD 20040105 2
13341 QQQQ CBOE Powershares QQQ AMEX       USD 20020919 2
13522 OEF CBOE Ishares S&P 100 Index Fund AMEX       USD 20040105 2