Global Contract Specifications, Tick Value Calculators & Multi-Asset Symbols

Instrument Ledger provides contract specifications, margin calculators, tick value models, and venue mappings across 10,000+ spot, futures, FX, equity, and commodity instruments.

Institutions: 1,800
Regulators: 83
Licence records: 0
Warnings: 0

Calculators

All calculators →

Listed contract basis & implied repo rate calculatorCompute theoretical contract fair value, cash-futures basis and implied financing repo rate.
Contract intraday 1σ / 2σ volatility band calculatorTranslate annualised contract implied volatility into session-minute 1σ and 2σ price envelopes.

Desk tools

Contract specifications & notes

Date	Note	Desk
Oct 25	CME SPAN 2 Margin & Global Futures Contract Spec Ledger: 2026 Definitive Institutional Guide, Quantitative Benchmarks & Regulatory Audit	contract-specifications
Oct 24	CME SPAN 2 Margin Parameter File — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls	Exchange Margin Models
Oct 24	CME SPAN 2 Margin Parameter File — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 24	Swap Futures Innovations: Eris SOFR vs. CME Market-Agreed Coupon (MAC) Standardized Contracts	Contract Specifications
Oct 24	Global Instrument Specification Ledger: Standardizing Tick Size, Lot Multipliers, and Initial Margin Across 10,394 Contracts	Contract Specifications
Oct 24	Perpetual Swaps vs. Dated Quarterly Futures: Reconciling 8-Hour Funding Clamps with Cost-of-Carry Basis Convergence	Derivatives Mechanics
Oct 23	CME SPAN 2 Margin Parameter File — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls	Derivatives Mechanics
Oct 23	CME SPAN 2 Margin Parameter File — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 23	Clearinghouse Default Waterfalls: Initial Margin, Skin-In-The-Game, and Mutualized Default Funds	Exchange Margin Models
Oct 23	CME SPAN 2 Margin Parameter File — Risk Limit Framework: 2026 Institutional Audit & Desk Controls	Derivatives Mechanics
Oct 22	E-Mini Tick Value Multiplier — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 22	CME G10 Currency Futures: Contract Sizes, Tick Value Mechanics, and OTC Spot Market Parity	Contract Specifications
Oct 22	E-Mini Tick Value Multiplier — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls	Exchange Margin Models
Oct 22	E-Mini Tick Value Multiplier — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls	Multi-Asset Symbology
Oct 21	Single-Stock Futures (SSF) vs. Equity Total Return Swaps: Regulatory Margin and Prime Financing Drag	Derivatives Mechanics
Oct 21	E-Mini Tick Value Multiplier — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 21	E-Mini Tick Value Multiplier — Risk Limit Framework: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 21	COMEX vs. LME Copper Contracts: Grade A Cathodes, Delivery Warrants, and Transatlantic Arbitrage	Contract Specifications
Oct 20	Perpetual Swap Funding Interval — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls	Derivatives Mechanics
Oct 20	Perpetual Swap Funding Interval — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 20	Cboe VIX Futures Term Structure: Contango Decay, Roll Yield, and Special Opening Quotation (SOQ) Settlement	Derivatives Mechanics
Oct 20	Perpetual Swap Funding Interval — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls	Derivatives Mechanics
Oct 19	Perpetual Swap Funding Interval — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 19	Eurex German Sovereign Futures: Bund, Bobl, and Schatz Delivery Baskets and Duration Sizing	Contract Specifications
Oct 19	Perpetual Swap Funding Interval — Risk Limit Framework: 2026 Institutional Audit & Desk Controls	Exchange Margin Models
Oct 19	Basis Swap DV01 Ladder — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 18	CBOT Agricultural Futures Specifications: Delivery Windows, Physical Receipts, and Variable Storage Rates (VSR)	Contract Specifications
Oct 18	Basis Swap DV01 Ladder — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls	Exchange Margin Models
Oct 18	Basis Swap DV01 Ladder — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 18	ISO 10962 Classification of Financial Instruments (CFI): Deconstructing Six-Character Symbology Codes	Multi-Asset Symbology
Oct 17	Basis Swap DV01 Ladder — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls	Derivatives Mechanics
Oct 17	Basis Swap DV01 Ladder — Risk Limit Framework: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 17	Treasury Cash-Futures Cross-Margining: CME Clearing and DTCC FICC Multi-Asset Capital Compression	Exchange Margin Models
Oct 17	Options Delta-Gamma Hedge Ratio — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls	Derivatives Mechanics
Oct 16	Options Delta-Gamma Hedge Ratio — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls	Contract Specifications
Oct 16	WTI vs. Brent Crude Futures Specifications: Cushing Pipeline Delivery vs. North Sea Cash Settlement	Contract Specifications

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Exchange Margin Models Hub →Multi-Asset Symbology Hub →Derivatives Mechanics Hub →Contract Specifications Hub →

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