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YM (E-mini Dow futures)

The CME E-mini future on the Dow Jones Industrial Average, $5 per index point, quoted in whole points with a $5 tick.

YM is the smallest of the major index futures in dollar terms and the simplest to read, because its tick is one point and one point is $5. That makes it a common first futures contract for traders stepping off stocks.

The Dow is price-weighted, so a $400 stock moves the index far more than a $40 stock regardless of company size. YM therefore behaves differently from es in earnings season, and spread traders watch the two for divergence.

The micro version, MYM, is $0.50 per point, one-tenth the size.

Example: the Dow moves from 41,250 to 41,410, a 160-point gain. One YM contract earns 160 x $5 = $800; one MYM earns $80. The same 160 points on a $41,250 index is a 0.39% move on roughly $206,250 of notional.

Related: es, nq, rty, equity-index-futures, micro-futures

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