Note: Broad-based index options are considered by the IRS as section 1256 contracts. - see the topic Section 1256 Contracts.
Since most brokers do not provide proper identification of broad-based index options, TradeLog verifies the symbols defined in the Global Options settings and imports these as FUT-XXX in the type column, where XXX is the point multiplier.
Currently, TradeLog automatically identifies the following index options as futures: see Classifications of Exchange-Traded Index Options. A user may also define additional securities as broad-based index options in the Global Options settings (see Broad-Based Index Options Settings).
Index | Symbol | Exchange | Multiplier |
AMEX Airline Index | XAL | AMEX | 100 |
AMEX Biotechnology Index | BTK | AMEX | 100 |
AMEX Computer Technology Index | XCI | AMEX | 100 |
AMEX Defense Index | DFI | AMEX | 100 |
AMEX Gold BUGS Index | HUI | AMEX | 100 |
AMEX Japan Index | JPN | AMEX | 100 |
AMEX Major Market Index | XMI | AMEX | 100 |
AMEX Natural Gas Index | XNG | AMEX | 100 |
AMEX Oil Index | XOI | AMEX | 100 |
AMEX Pharmaceutical Index | DRG | AMEX | 100 |
AMEX Securities Broker/Dealer Index | XBD | AMEX | 100 |
CBOE Gold Index | GOX | CBOE | 100 |
CBOE Internet Index | INX | CBOE | 100 |
CBOE Oil Index | OIX | CBOE | 100 |
Dow Jones E-Mini | YM | CBOE | 5 |
Dow Jones Industrial Average | DJX | CBOE | 100 |
Dow Jones Transportation Average | DTX | CBOE | 100 |
Dow Jones Utilities Average | DUX | CBOE | 100 |
FTSE Eurotop 100 Index | EUR | AMEX | 100 |
Inter@ctive Week Internet Index | IIX | AMEX | 100 |
Morgan Stanley Commodity Related Equity Index | CRX | AMEX | 100 |
Morgan Stanley Consumer Index | CMR | AMEX | 100 |
Morgan Stanley Cyclical Index | CYC | AMEX | 100 |
Morgan Stanley Retail Index | MVR | CBOE | 100 |
Morgan Stanley Technology Index | MSH | AMEX | 100 |
Nasdaq-100 | NDX, ND | CBOE | 100 |
Nasdaq-100 E-Mini | MNX | CBOE | 100 |
Nasdaq-100 E-Mini | NQ | CME | 20 |
PHLX Defense Sector | DFX | PHLX | 100 |
PHLX Drug Sector | RXS | PHLX | 100 |
PHLX Housing Sector | HGX | PHLX | 100 |
PHLX Oil Service Sector | OSX | PHLX | 100 |
PHLX Semiconductor Sector | SOX | PHLX | 100 |
PHLX Utility SectorPHLX/KBW Bank Index | UTY | PHLX | 100 |
PHLX/KBW Bank Index | BKX | PHLX | 100 |
Russell 1000 Index | RUI | CBOE | 100 |
Russell 2000 Index | RUT | CBOE | 100 |
S&P 100 Index | OEX,SP 100 | CBOE | 100 |
S&P 400 Index | MID | AMEX | 100 |
S&P 500 E-Mini | ES | CBOE | 50 |
S&P 500 Index | SPX,SZP, SP 500 | CBOE | 100 |
S&P SmallCap 600 Index | SML | CBOE | 100 |
TheStreet.com Internet Sector | DOT | PHLX | 100 |
XPC | 250 | ||
XPP | 250 |
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