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Contract reference · Pre-trade verification

Futures Contract Specifications: How to Read Every Field

A futures symbol is shorthand for a complete rule set: what one contract represents, how price is quoted, the smallest legal increment, how the position settles and when trading ends. Read those terms before treating the chart as tradable.

What a specification actually does

The contract defines the exposure; the chart only displays its price

Two futures can track the same underlying market and still have different multipliers, tick values, expiration rules or settlement methods. A trader who copies a stop distance from one product into another without translating the specification has changed the dollar risk—even when both charts look identical.

ContractWhat one unit represents
Price moveHow far the quote changed
Gross P&LBefore fees and slippage

The annotated specification

Ten fields answer ten different operational questions

01

Product code

Identifies the product family on the exchange and often differs from a data vendor’s continuous-chart symbol.

Am I routing the intended instrument?
02

Contract unit or multiplier

States the amount of commodity, currency or index exposure represented by one contract.

How much exposure does one contract carry?
03

Price quotation

Defines the unit in which the market is displayed: index points, dollars per barrel, USD per EUR, thirty-seconds of par and more.

What does the number on the screen mean?
04

Minimum price fluctuation

Gives the smallest permitted increment for the named instrument. Outrights, spreads and options may use different increments.

Which prices are valid orders?
05

Tick value

Translates one minimum increment into money for one contract. It follows from tick size and contract unit.

How quickly does P&L change?
06

Listed months

Defines which expirations the exchange makes available and how far forward the listing schedule extends.

Which maturity can I actually trade?
07

Trading hours

States the exchange session, maintenance breaks and any product-specific windows. Holidays can override the normal schedule.

When can the order enter the exchange?
08

Termination of trading

Explains the last trading day and time, often through a product-specific business-day calculation.

When does this contract stop trading?
09

Settlement method

Specifies financial settlement or the delivery process, including the final price or delivery instrument.

What obligation remains at expiration?
10

Rulebook chapter

Contains the controlling legal terms, including grades, locations, price limits, position rules and settlement details.

Where is the authoritative answer?

Read one contract from left to right

An ES specification becomes a dollar relationship

Product
E-mini S&P 500 futures
Globex code
ES
Contract multiplier
$50 × S&P 500 Index
Outright tick
0.25 index points
Tick value
$12.50 per contract
Settlement
Financial

Proof of the tick value

0.25 points × $50 = $12.50 per tick

A 10-point move is 40 ticks. For one ES contract, 40 × $12.50 = $500 before costs.

This does not establish the current lead month, hours, margin or final trading date. Those must be read from the current product page, calendar, notices and account rules.

Verified examples, not a universal lookup table

Similar names can hide important contract differences

Values below cover named outright CME Group futures and were checked August 17, 2026. Options, calendar spreads and special price ranges can use different increments.

ContractCodeContract unitOutright tickTick valueFinal settlement
E-mini S&P 500ES$50 × index0.25 index points$12.50Financial
Micro E-mini S&P 500MES$5 × index0.25 index points$1.25Financial
WTI Crude OilCL1,000 barrels$0.01 per barrel$10.00Physical
Micro WTI Crude OilMCL100 barrels$0.01 per barrel$1.00Financial
GoldGC100 troy ounces$0.10 per ounce$10.00Physical
Micro GoldMGC10 troy ounces$0.10 per ounce$1.00Physical
Euro FX6E125,000 euros0.00005 USD per EUR$6.25Physical
Micro EUR/USDM6E12,500 euros0.0001 USD per EUR$1.25Physical
Micro does not always mean identical mechanics divided by ten.

MES is one tenth the ES multiplier and keeps the same outright tick size. M6E is one tenth the 6E contract unit but uses a different outright tick increment. MCL is financially settled while benchmark CL is physically settled.

“Tick” requires an instrument qualifier.

The outright future, calendar spread, option premium and block-trade convention can each have their own minimum increment. Copy the row for the exact thing being ordered.

The life-cycle fields

Listing, last trade and settlement answer separate questions

Available

Listed contract month

The exchange has opened that maturity for trading. A listing does not mean it currently has useful liquidity.

Tradable

Last trading day

The exchange rule sets the final trading time. The broker may require an earlier exit.

Resolvable

Final settlement

The remaining obligation is closed through a financial calculation or a delivery process.

Use the standard month-code alphabet—F, G, H, J, K, M, N, Q, U, V, X and Z—to decode the month, then confirm how the platform appends the year. A continuous symbol is a research or display construct; an order must route to a listed contract.

Use the full expiration and roll guide for month codes, liquidity migration, delivery, broker cutoffs and continuous charts →

Four numbers that should never be merged

Notional value, margin, tick value and stop risk are different

Contract exposure

Notional value

Current futures price × contract unit or multiplier. It changes with price and describes the economic exposure represented.

Collateral

Margin

The amount required to support the position. Exchange and broker requirements can change, and intraday terms can differ from overnight terms.

Minimum P&L step

Tick value

Minimum price increment × contract unit. It is fixed by the named specification until that specification changes.

Planned loss estimate

Stop risk

Stop distance in ticks × tick value × contracts, plus estimated commissions and slippage. A stop is not guaranteed to fill at its trigger price.

Trade-level estimateStop ticks × tick value × contracts + costsOpen the ticks-and-points calculator

Source hierarchy

When two pages disagree, move closer to the controlling rule

  1. 1

    Exchange rulebook and product chapter

    Controlling contract terms, definitions, delivery standards and formal procedures.

  2. 2

    Current product specification and expiration calendar

    Operational summary, current listings and product-specific dates.

  3. 3

    Exchange notices and holiday advisories

    Changes, launches, delistings, temporary schedules and implementation dates.

  4. 4

    Broker or account-provider rules

    Earlier liquidations, delivery restrictions, margin, permissions and symbol mapping for that account.

  5. 5

    Platform and third-party reference tables

    Useful for workflow, but verify any conflict against the sources above.

A printable order-ticket check

Complete this card for the exact contract month

Product name, root and exchange

Month code and year

Contract unit or multiplier

Quote unit and valid tick

Dollar value per outright tick

Trading hours and maintenance break

Last trade, notice and settlement dates

Financial or physical settlement

Broker cutoff and account permission

Stop ticks, total dollars and cost allowance

Official references

Sources, verification date and scope

The general definitions and eight comparison rows were checked August 17, 2026. The table deliberately omits current margin estimates and exact expiration dates because those are dynamic and contract-month specific.

This is general education, not individualized trading, investment, legal, tax, delivery or brokerage advice. Futures are leveraged and can produce losses beyond the amount deposited. Exchange rules and broker requirements can change; verify the exact current contract and account terms before placing or holding a position.