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CME Futures strategies

100 documented CME Futures strategies from our reference catalogue of 20,000 — names, logic and sources. Catalogued here, tested honestly, and — usually — buried in the graveyard.

$149.5B cash collateral Mar 2026
MarginsLong
$149.5B cash collateral CME 3-mo Mar 2026
Source: PRN
$170.9B non-cash collateral
MarginsLong
$170.9B non-cash collateral CME 3-mo Mar 2026
Source: PRN
1/10 conversion ratio
EquityMulti
Micro 1/10 conversion to E-mini
Source: CME
6A AUD/USD
FXLong
6A AUD/USD futures
Source: encyclopedia
6B GBP/USD
FXLong
6B GBP/USD futures
Source: encyclopedia
6C CAD/USD
FXLong
6C CAD/USD futures
Source: encyclopedia
6E EUR/USD largest FX
FXLong
6E EUR/USD futures CME largest FX
Source: encyclopedia
6J JPY/USD
FXLong
6J JPY/USD futures
Source: encyclopedia
6M MXN/USD
FXMulti
6M MXN/USD futures
Source: encyclopedia
6N NZD/USD
FXMulti
6N NZD/USD futures
Source: encyclopedia
6S CHF/USD
FXLong
6S CHF/USD futures
Source: encyclopedia
April 2026 ADV 25.9M contracts
IndustryLong
CME April 2026 ADV 25.9M contracts/day
Source: PRN
BTC Bitcoin futures CME 5 BTC
CryptoLong
BTC Bitcoin futures CME 5 BTC
Source: encyclopedia
BTIC Basis Trade at Index Close
EquityLong
BTIC Basis Trade at Index Close
Source: CME
BZ Brent crude futures
EnergyLong
BZ Brent crude oil futures financial
Source: encyclopedia
BrokerTec ADNV $1.041T
IndustryLong
BrokerTec ADNV $1.041T fixed income
Source: PRN
CC Cocoa ICE
AgMulti
CC Cocoa futures ICE
Source: encyclopedia
CL WTI crude oil
EnergyLong
CL WTI crude oil futures NYMEX
Source: encyclopedia
CME Direct front-end
TechLong
CME Direct front-end fast secure
Source: CME
CME Globex electronic platform
TechLong
CME Globex electronic trading platform
Source: CME
CME Group 4 DCMs
IndustryLong
CME Group 4 DCMs CME CBOT NYMEX COMEX
Source: CME
CT Cotton 2 ICE
AgMulti
CT Cotton No 2 futures ICE
Source: encyclopedia
Calendar spread inter-month
SpreadsLong
Calendar spread inter-month roll
Source: encyclopedia
Class III Milk DC
AgMulti
DC Class III Milk futures dairy
Source: encyclopedia
Crack spread oil refining
SpreadsLong
Crack spread oil refining 3:2:1 etc
Source: encyclopedia
Crush spread soy bean process
SpreadsLong
Crush spread soy oil + meal vs beans
Source: encyclopedia
ES E-mini S&P 500 $50x
EquityLong
ES E-mini S&P 500 $50x index
Source: CME
ETH Ether futures 50 ETH
CryptoLong
ETH Ether futures CME 50 ETH
Source: encyclopedia
Eurodollar ED retired 2023
RatesMulti
Eurodollar ED retired 2023 → SOFR
Source: encyclopedia
FT5 FTSE 100 GBP
EquityMulti
FT5 FTSE 100 GBP-denominated
Source: CME
FX Link CME-EBS roll
FXLong
FX Link CME-EBS futures-spot roll +33%
Source: PRN
FYT 5Y/10Y spread
SpreadsLong
FYT 5Y/10Y Treasury spread
Source: encyclopedia
Fed Funds futures ZQ
RatesLong
ZQ Fed Funds 30-Day futures rate expectations
Source: encyclopedia
GC Gold COMEX 100 oz
MetalsLong
GC Gold futures COMEX 100 oz
Source: encyclopedia
GF Feeder Cattle 50K lbs
AgMulti
GF Feeder Cattle futures 50000 lbs
Source: encyclopedia
HE Lean Hogs 40K lbs
AgMulti
HE Lean Hogs futures 40000 lbs
Source: encyclopedia
HG Copper 25K lbs
MetalsLong
HG Copper futures 25000 lbs COMEX
Source: encyclopedia
HO ULSD Heating Oil
EnergyLong
HO ULSD Heating Oil futures
Source: encyclopedia
KC Coffee ICE
AgMulti
KC Coffee Arabica futures ICE
Source: encyclopedia
LE Live Cattle 40K lbs
AgMulti
LE Live Cattle futures 40000 lbs
Source: encyclopedia
M2K Micro Russell 2000 $5x
EquityLong
M2K Micro E-mini Russell 2000 $5x
Source: CME
MBT Micro Bitcoin 0.1 BTC
CryptoLong
MBT Micro Bitcoin futures 0.1 BTC
Source: CME
MCL Micro WTI crude
EnergyLong
MCL Micro WTI 1/10 size
Source: CME
MES Micro S&P 500 $5x
EquityLong
Micro E-mini MES S&P 500 $5x index
Source: CME
MET Micro Ether 0.1 ETH
CryptoLong
MET Micro Ether 0.1 ETH
Source: CME
MGC Micro Gold 10 oz
MetalsLong
MGC Micro Gold 10 oz
Source: encyclopedia
MHG Micro Copper 2500 lbs
MetalsMulti
MHG Micro Copper 2500 lbs
Source: encyclopedia
MNQ Micro Nasdaq-100 $2x
EquityLong
MNQ Micro E-mini Nasdaq-100 $2x
Source: CME
MYM Micro Dow $0.50x
EquityLong
MYM Micro E-mini Dow $0.50x DJIA
Source: CME
Maintenance margin lower
MarginsMulti
Maintenance margin lower than initial
Source: encyclopedia
Micro Ag corn soybean wheat
AgLong
Micro Ag Corn/Soybean/Wheat 1/10 size
Source: CME
Micro E-mini ADV 3.5M 46% equity
IndustryLong
Micro E-mini ADV 3.5M 46% equity index ADV
Source: PRN
Micro Energy 15% energy ADV
IndustryMulti
Micro Energy 15% of overall energy ADV
Source: PRN
Micro FX 1/10 size
FXLong
Micro FX futures 1/10 size standard
Source: CME
Micro Metals 58% metals ADV
IndustryLong
Micro Metals 58% of overall metals ADV
Source: PRN
Micro Treasury Yield futures
RatesLong
Micro Treasury Yield futures 2Y/5Y/10Y/30Y
Source: CME
NG Natural gas Henry Hub
EnergyLong
NG Natural gas futures Henry Hub
Source: encyclopedia
NIY Nikkei 225 JPY-denom
EquityMulti
NIY Nikkei 225 JPY-denominated
Source: CME
NKD Nikkei 225 USD-denom
EquityMulti
NKD Nikkei 225 USD-denominated
Source: CME
NQ E-mini Nasdaq-100 $20x
EquityLong
NQ E-mini Nasdaq-100 $20x index
Source: CME
PA Palladium 100 oz
MetalsMulti
PA Palladium futures 100 oz NYMEX
Source: encyclopedia
PL Platinum 50 oz
MetalsLong
PL Platinum futures 50 oz NYMEX
Source: encyclopedia
Q1 2026 revenue $1.9B
IndustryLong
CME Q1 2026 revenue $1.9B
Source: PRN
QG e-Mini Nat Gas
EnergyMulti
QG e-Mini Natural Gas futures
Source: encyclopedia
QM e-Mini Crude
EnergyMulti
QM e-mini WTI crude oil 500 barrels
Source: encyclopedia
QO e-Mini Gold 50 oz
MetalsMulti
QO e-Mini Gold futures 50 oz
Source: encyclopedia
Quarterly expiry 3rd Friday
EquityMulti
Quarterly expiry 3rd Friday Mar Jun Sep Dec
Source: CME
RB RBOB Gasoline
EnergyLong
RB RBOB Gasoline futures
Source: encyclopedia
RTY E-mini Russell 2000 $50x
EquityLong
RTY E-mini Russell 2000 $50x small cap
Source: CME
SB Sugar 11 ICE
AgMulti
SB Sugar No 11 futures ICE
Source: encyclopedia
SI Silver 5000 oz
MetalsLong
SI Silver futures 5000 oz COMEX
Source: encyclopedia
SIL Micro Silver 1000 oz
MetalsMulti
SIL Micro Silver futures 1000 oz
Source: encyclopedia
SPAN initial margin
MarginsLong
SPAN initial margin standard CME
Source: encyclopedia
SR1 SOFR 1M futures
RatesMulti
SR1 SOFR 1-Month futures
Source: encyclopedia
SR3 SOFR 3M futures
RatesLong
SR3 SOFR 3-Month futures (replaced ED)
Source: encyclopedia
Sector futures 19 sectors
EquityLong
Equity Index Sector futures 19 sectors
Source: CME
Solana SOL futures CME 2025
CryptoLong
Solana SOL futures CME 2025 launch
Source: encyclopedia
Spark spread gas vs power
SpreadsLong
Spark spread natural gas vs electricity
Source: encyclopedia
Spot-quoted crypto futures
CryptoLong
Spot-quoted crypto futures CME 2025 launch
Source: CME
Sun 5pm-Fri 4pm CT 23h
EquityMulti
Trading hours Sun 5pm - Fri 4pm CT
Source: CME
TACO Trade at Cash Open
EquityLong
TACO Trade at Cash Open
Source: CME
TN 10Y Ultra Note
RatesLong
TN Ultra 10-Year Treasury Note futures
Source: encyclopedia
TT TTF European gas
EnergyMulti
TTF European natural gas futures financial
Source: encyclopedia
TUT 2Y/10Y rate spread
SpreadsLong
TUT 2Y/10Y Treasury yield spread futures
Source: encyclopedia
UB Ultra Bond 30Y
RatesLong
UB Ultra T-Bond futures 30Y high duration
Source: encyclopedia
US Repo ADNV $389B
IndustryLong
US Repo ADNV $389B BrokerTec
Source: PRN
VX VIX futures Cboe
VolLong
VX VIX futures Cboe Futures Exchange CFE
Source: encyclopedia
VXM Mini VIX futures
VolLong
VXM Mini VIX futures 1/10 standard
Source: encyclopedia
XRP futures CME Micro
CryptoLong
Micro XRP futures CME launched
Source: CME
YM E-mini Dow $5x
EquityLong
YM E-mini Dow Jones $5x DJIA
Source: CME
Yield-quoted micro
RatesMulti
Yield-quoted micro Treasury futures
Source: CME
ZB 30Y T-Bond
RatesLong
ZB 30-Year US Treasury Bond futures
Source: encyclopedia
ZC Corn 5000 bu CBOT
AgLong
ZC Corn futures 5000 bushels CBOT
Source: encyclopedia
ZF 5Y T-Note
RatesLong
ZF 5-Year Treasury Note futures
Source: encyclopedia
ZL Soybean Oil 60K lbs
AgMulti
ZL Soybean Oil futures 60000 lbs
Source: encyclopedia
ZM Soybean Meal 100T
AgMulti
ZM Soybean Meal futures 100 tons
Source: encyclopedia
ZN 10Y Treasury Note
RatesLong
ZN 10-Year Treasury Note futures
Source: encyclopedia
ZS Soybeans 5000 bu
AgLong
ZS Soybean futures 5000 bushels CBOT
Source: encyclopedia
ZT 2Y T-Note
RatesLong
ZT 2-Year Treasury Note futures
Source: encyclopedia
ZW Wheat 5000 bu
AgLong
ZW Wheat futures 5000 bushels CBOT
Source: encyclopedia

An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.