Dodatek 1: Specifikace kontraktů
| Konktrat | Zkratka | Burza | Hodiny obchodování | Měsíce doručení | Velikost kontraktu | Hodnota plného bodu | Minimální tick | |
| Měny (currencies) | ||||||||
| Australian Dollar (australský dolar) | AD | IMM | 7:20-14:00 | HMUZ | 100 000 AD | 1 000$ | 1/100 bodu = 10$ | |
| British Pound (britská libra) | BP | IMM | 7:20-14:00 | HMUZ | 62 500 BP | 625$ | 1/100 bodu = 6,25$ | |
| Canadian Dollar (kanadský dolar) | CD | IMM | 7:20-14:00 | HMUZ | 100 000 CD | 1 000$ | 1/100 bodu = 10$ | |
| Euro FX (Euro) | EC | IMM | 7:20-14:00 | HMUZ | 125 000 euro | 1 250$ | 1/100 bodu = 12,50$ | |
| Japanese Yen (japonský jen) | JY | IMM | 7:20-14:00 | HMUZ | 12 500 000 JY | 1 250$ | 1/100 bodu = 12,50$ | |
| Mexican Peso (mexické peso) | MP | IMM | 7:20-14:00 | HMUZ | 500,000 MP | 500$ | 1/40 bodu = 12,50$ | |
| Swiss Franc (švýcarský frank) | SF | IMM | 7:20-14:00 | HMUZ | 125 000 SF | 1 250$ | 1/100 bodu = 12.50$ | |
| U.S. dollar (index amerického dolaru) | DX | NYBOT | 8:05-15:00 | HMUZ | 1 000 | 1 000$ | 1/100 bodu = 10$ | |
| Energie (energies) | ||||||||
| Crude Oil (ropa) | CL | NYMEX | 10:00-14:30 | všechny měsíce | 1 000 barrels | 1 000$ | 1/100 bodu = 10$ | |
| Gasoline (benzín) | HU | NYMEX | 10:05-14:30 | všechny měsíce | 42 000 gallons | 420 | 1/00 bodu = 4,20$ | |
| Heating Oil (topná nafta) | HO | NYMEX | 10:05-14:30 | všechny měsíce | 42 000 gallons | 420$ | 1/100 bodu = 4.20$ | |
| Natural Gas (zemní plyn) | NG | NYMEX | 10:05-14:30 | všechny měsíce | 10,000 MMBtu | 10 000$ | 1/1000 bodu = 10$ | |
| Finanční deriváty (financials) | ||||||||
| Eurodollar | ED | IMM | 7:20-14:00 | HMUZ | 1 000 000$ | 2 500$ | 11/100 bodu = 25$ | |
| LIBOR | EM | IMM | 7:20-14:00 | všechny měsíce | 3 000 000$ | 2 500$ | 1/100 bodu = 25$ | |
| T-Bonds 30y (30ti leté pokladniční poukázky) | US | CBOT | 7:20-14:00 | HMUZ | 100 000$ | 1 000$ | 1/32 bodu = 31,25$ | |
| T-Notes 10-Year | TY | CBOT | 7:20-14:00 | HMUZ | 100 000$ | 1 000$ | 1/64 bodu = 15,63$ | |
| T-Notes 5-Year | FV | CBOT | 7:20-14:00 | HMUZ | $100,000 | 1 000$ | 1/64 bodu = 15,63$ | |
| T-Notes 2-Year | TU | CBOT | 7:20-14:00 | HMUZ | 100 000$ | 2 000$ | 1/64 bodu = 31,25$ | |
| Zrniny (grains) | ||||||||
| Corn (kukuřice) | C | CBOT | 9:30-13:15 | HKNUZ | 5,000 bu | 50$ | 1/4 bodu = 12,50$ | |
| Oats (oves) | O | CBOT | 9:30-13:15 | HKNUZ | 5,000 bu | 50$ | 1/4 bodu = 12,50$ | |
| Rough Rice (rýže) | RR | CBOT | 9:15-13:30 | FHKNUX | 200,000 lbs | 20$ | 1/2 bodu = 10$ | |
| Soybean Meal (sojový šrot) | SM | CBOT | 9:30-13:15 | FHKNQUVZ | 100 tons | 100$ | 1/10 bodu = 10$ | |
| Soybean Oil (sojový olej) | BO | CBOT | 9:30-13:15 | FHKNQUVZ | 60,000 lbs | 600$ | 1/100 bodu = 6$ | |
| Soybeans (sojové boby) | S | CBOT | 9:30-13:15 | FHKNQUX | 5,000 bu | 50$ | 1/4 bodu = 12,50$ | |
| Wheat (pšenice) | W | CBOT | 9:30-13:15 | HKNUZ | 5,000 bu | 50$ | 1/4 bodu = 12,50$ | |
| Wheat, Kansas City (pšenice) | KW | KCBT | 9:30-13:15 | HKNUZ | 5,000 bu | 50$ | 1/4 bodu = 12,50$ | |
| Softs | ||||||||
| Cocoa (kakao) | CC | CSCE | :00-11:50 | HKNUZ | 10 Metric Tons | 10$ | 1 bod = 10$ | |
| Coffee (káva) | KC | CSCE | 9:15-12:30 | HKNUZ | 37,500 lbs | 375$ | 1/20 bodu = 18,75$ | |
| Cotton (bavlna) | CT | NYCTN | 10:30-14:15 | HKNUZ | 50,000 lbs | 500$ | 1/100 bodu = 5,00$ | |
| Lumber (dřevo) | LB | CME | 9:00-13:05 | FHKNUX | 100 board feet | 110$ | 1/10 bodu =11,00$ | |
| Orange Juice (pomerančový koncentrát) | OJ | NYCE | 10:00-13:30 | FHKNUX | 15,000 lbs | 150$ | 1/20 bodu = 7,50$ | |
| Sugar (cukr) | SB | CSCE | 9:00-12:00 | FHKNUV | 112 000 lbs | 1 120 | 1/100 bodu = 11,20$ | |
| Kovy (metals) | ||||||||
| Copper (měď) | HG | NYMEX | 8:10-13:00 | FHKNUZ | 25,000 lbs | 250$ | 1/100 bodu = 2,50$ | |
| Gold (zlato) | GC | NYMEX | 8:20-13:30 | GJMQVZ | 100 troy oz | 100$ | 1/10 bodu = 10,00$ | |
| Palladium | PA | NYMEX | 8:30-13:00 | HMUZ | 100 troy oz | 100$ | 1/20 bodu = 5,00$ | |
| Platinum (platina) | PL | NYMEX | 8:20-13:05 | FJNV | 50 troy oz | 50 | 1/10 bodu = 5,00$ | |
| Silver (stříbro) | SI | NYMEX | 8:25-13:25 | FHKNUZ | 5,000 troy oz | 50$ | 1/10 bodu =5,00$ | |
| Masa (meats) | ||||||||
| Feeder Cattle (hovězí na výkrm) | FC | CME | 9:05-13:00 | FHJQUVX | 50,000 lbs | 500$ | 1/80 bodu = 6,25$ | |
| Live Cattle (hovězí na porážku) | LC | CME | 9:05-13:00 | GJMQVZ | 40,000 lbs | 400$ | 1/40 bodu = 10,00$ | |
| Lean Hogs (vepřové boky) | LH | CME | 9:10-13:00 | GJMNQVZ | 40,000 lbs | 400$ | 1/40=10,00$ | |
| Pork Bellies (zmražené vepřové půlky) | PB | CME | 8:10-12:00 | GHKNQ | 40,000 lbs | 400 $ | 1/40 bodu = 10,00$ | |
| Indexy | ||||||||
| Dow Jones Index | DJ | CBOT | 10xIndex | 10$ | 1 bod =10,00$ | |||
| GSCI | GI | CME | 8:45-13:40 | všechny měsíce | 250xIndex | 250 $ | 1/20 bodu = 25$ | |
| Nasdaq 100 | ND | CME | 8:30-15:15 | HMUZ | 100xIndex | 100$ | 1/2 bodu =50.00$ | |
| Nikkei | NK | CME | 800-315 | HMUZ | 5x dolar NK Index | 5$ | 5 bodů = 25$ | |
| Russell 2000 | RL | CME | 8:30-15:15 | HMUZ | 500x index | 500$ | 1/20 bodu = 25$ | |
| S&P500 | SP | CME | 8:30-15:15 | HMUZ | 250xIndex | 250$ | 1/20 bodu = 25,00$ | |
24.11.2004
Finančník.cz
