| APPENDIX A of Price Map User Guide
Average Price Map Distance (APMD) - Market Values
|
| Contract |
Symbol |
Exchange |
APMD |
| SWISS FRANC |
SF |
IMM |
15-20tics |
| EURO |
EU |
IMM |
15-20tics |
| JAPANESE YEN |
JY |
IMM |
20-25tics |
| BRITISH POUND |
BP |
IMM |
30-40pts |
| CANDIAN DOLLAR |
CD |
IMM |
12-15tics |
| MEXICAN PESO |
MX |
IMM |
15-20tics |
| AUSTRALIAN DOLLAR |
DA
|
IMM
|
20-40tics
|
| |
| US 30YR TREASURY BOND |
US |
CBOT |
12-16tics |
| US 10YR TREASURY NOTE |
TY |
CBOT |
8-12tics |
| US 5YR TREASURY NOTE |
FV |
CBOT |
6-8tics |
| EURODOLLAR OPTIONS 1-4 |
ED |
IMM |
4-6tics |
| EURODOLLAR OPTIONS 5-8 |
ED |
IMM |
6-8tics |
| |
| S&P500 INDEX |
SP |
IOM |
500-1000pts |
| NASDAQ100 INDEX |
ND |
IOM |
1200-3000pts |
| DOW JONES INDUSTRIAL AVERAGE |
DJI |
CBOT |
300pts |
| S&P100 INDEX |
OEX |
CBOE |
400-600pts |
| |
| EURO BUND |
DB |
EUREX |
20-30tics |
| EURO BOBL |
DL |
EUREX |
15tics |
| EUROMARK |
QM |
EUREX |
4-6tics |
| DAX INDEX |
DD |
EUREX |
250pts |
| FTSE 100 INDEX |
QF |
LIFFE |
400pts |
| DJ EURO Stoxx 50 |
DS |
EUREX |
250pts |
| CAC40 INDEX |
PIL |
MATIF |
400pts |
|
| SOYBEANS |
S |
CBOT |
7-8cents |
| SOYBEAN MEAL |
SM |
CBOT |
5cents |
| SOYBEAN OIL |
BO |
CBOT |
2 _ cents |
| WHEAT |
W |
CBOT |
3 _ cents |
| CORN |
C |
CBOT |
3 _ cents |
|
| $20-$30 Stocks |
|
|
$1 |
| $40-$70 Stocks |
|
|
$3 |
| $80-$130 Stocks |
|
|
$5 |
| $140-$200 Stocks |
|
|
$8 |
| $200 + Stocks |
|
|
$13 |
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|
