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Specifications

Tick Size

5 min read

Every futures contract has standard specifications set by the exchange. These define how prices move and how profits/losses are calculated:

  • Symbol: The short code used to identify the contract (e.g., ES for E-mini S&P 500).
  • Instrument Name: Full name of the contract (e.g., E-mini S&P 500 Futures).
  • Exchange: Where the contract is traded (CME, NYMEX, CBOT, COMEX, ICE).
  • Tick Size: Smallest possible price movement (e.g., 0.25 points).
  • Tick Value: Dollar value of one tick movement (e.g., $12.50 per tick).
  • Points per Tick: Number of index points in one tick (e.g., 0.25 points).
  • Point Value: Dollar value of a full index point (e.g., $50 per point).

Since I mainly trade /ES, /MES, /NQ, and /MNQ based on risk settings and market environment, following are my risk values and full contract specifications:

Futures Contract Specifications & Tick Matrix
SymbolInstrument NameExchangeTick SizeTick ValuePts / TickPoint ValueRisk (Average)
/ESE-MINI S&P 500CME0.25$12.504$502 contracts × 5 pts = $500
/MESMICRO E-MINI S&P 500CME0.25$1.254$510 contracts × 5 pts = $250
/NQE-MINI NASDAQ 100CME0.25$5.004$202 contracts × 20 pts = $400
/MNQMICRO E-MINI NASDAQ 100CME0.25$0.504$25 contracts × 20 pts = $200
/YMMINI-DOWCBOT1$5.001$5
/MYMMICRO E-MINI DOW JONESCBOT1$0.501$0.50
/RTYRUSSELL 2000CME0.1$5.0010$50
/M2KMICRO E-MINI RUSSELL 2000CME0.1$0.5010$5
/BTCBITCOINCME5$25.001$25
/MBTMICRO BITCOINCME5$0.501$0.50
/GCGOLDCOMEX0.1$10.0010$100
/MGCE-MICRO GOLDCOMEX0.1$1.0010$10
/QOE-MINI GOLDCOMEX0.25$12.504$50
/CLCRUDE OILNYMEX0.01$10.00100$1,000
/MCLMICRO CRUDE OILNYMEX0.01$1.00100$100
/QMMINI CRUDE OILNYMEX0.025$12.5040$500
/ZCCornCBOT0.25$12.500.25$50
/ZB30-Year T-BondCBOT1/32$31.251/32$1,000
/ZN10-Year T-NoteCBOT1/32$31.251/32$1,000
/UBUltra 30-Year T-BondCBOT1/32$31.251/32$1,000
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IFT

IFT

Professional futures trader specializing in /ES & /NQ order flow analysis.

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