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- Tag 6350-TickRule contains the VTT index code '1'.
- Since tag 6350-TickRule = is 1 for a market price of 510 (P = 510 > 500), the tick size for the contract is 10.
Variable Tick Table
VTT Code | Current CME | CME Globex |
|---|---|---|
1 | P < -500 | 10 |
1 | -500 ≤ P ≤ 500 | 5 |
1 | P > 500 | 10 |
2 | -5 ≤ P ≤ 5 | 0.5 |
| 2 | P < -5 | 1 |
2 | P > 5 | 1 |
3 | -10 ≤ P ≤ 10 | 1 |
| 3 | P < -10 | 2 |
3 | P > 10 | 2 |
4 | P < -500 | 25 |
4 | -500 ≤ P ≤ 500 | 5 |
4 | P > 500 | 25 |
10 | P < -300 | 25 |
10 | -300 ≤ P ≤ 300 | 5 |
10 | P > 300 | 25 |
11 | P < -300 | 10 |
11 | -300 ≤ P ≤ 300 | 5 |
11 | P > 300 | 10 |
12 | P < -5 | 0.50 |
12 | -5 ≤ P ≤ 5 | 0.25 |
12 | P > 5 | 0.50 |
13 | -25 ≤ P < 25 | 1 |
13 | P < -25 | 5 |
13 | P > 25 | 5 |
Suggested Price Display Format
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| Info |
|---|
The resulting display of price and tick below are suggested by CME Group but are not required. |
Instrument | CME Globex Tick | CME Globex Price tag 270-MDEntryPx | Display Factor tag 9787-DisplayFactor | Display Tick | Display Price |
|---|---|---|---|---|---|
ESH2 | 25 | 113700 | 0.01 | .25 | 1137.00 |
GEM2 | .5 | 9886.5 | 0.01 | .005 | 98.865 |
CME Globex Price x Display Factor = Display Price
CME Globex Tick x Display Factor = Display Tick