Instrument reference

Instrument reference. YM, MYM, the DJIA, and US30 are different instruments.

They reference the Dow in different ways. Check the contract multiplier, tick, expiry, hours, price basis, and venue before using any published level.

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Rolling sample
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Contract snapshot

CME specifies YM at $5 times the Dow Jones Industrial Average with a one-index-point minimum tick worth $5. MYM is $0.50 times the index with a one-point tick worth $0.50. A broker-labelled US30 CFD has separate, broker-specific terms.

Reviewed September 2026

Use this page to
  • Identify whether the quote is the DJIA benchmark, a dated future, a security, or a CFD.
  • Use the product’s own multiplier and the number of contracts when calculating risk.
  • Confirm the active futures month or the broker’s rollover method.
  • Verify current hours, margin, spread, financing, settlement, and order protections.

Dow futures and CFDs are leveraged instruments. Gaps, slippage, and product-specific terms can make realised losses differ from an intended stop. Verify current exchange or broker specifications before trading.

Core products

Keep the benchmark and the tradable products separate.

01

DJIA — the benchmark

S&P Dow Jones Indices describes the DJIA as a price-weighted measure of 30 U.S. blue-chip companies. It is a calculated index, not a universal contract.

02

YM — E-mini Dow futures

CME multiplier: $5 per DJIA index point. Minimum price increment: one index point, equal to $5 per contract.

03

MYM — Micro E-mini Dow futures

CME multiplier: $0.50 per DJIA index point. Minimum price increment: one index point, equal to $0.50 per contract.

04

US30 CFDs

US30 is commonly a broker label. Contract size, quote construction, spread, financing, trading hours, and rollover policy can differ by broker.

Using a published level

Translate it to the exact product first.

01

Check the quoted market

Cash index, futures months, ETFs, and CFDs can display different prices. A number without its instrument and timestamp is incomplete.

02

Calculate the dollar distance

Multiply the point distance by $5 for each YM contract or $0.50 for each MYM contract, then by the number of contracts.

03

Handle expiry and roll

YM and MYM are dated contracts. Verify the active month and understand how a continuous chart or broker product handles the roll.

04

Treat CFDs independently

Use the broker’s current contract specification. Do not infer a CFD point value from YM or MYM.

Frequently asked questions

What is one YM tick worth?+

CME specifies a one-index-point minimum tick and a $5 multiplier, so one YM tick is $5 per contract.

What is one MYM tick worth?+

MYM has a one-index-point minimum tick and a $0.50 multiplier, so one tick is $0.50 per contract.

Is US30 another name for YM?+

No. YM is a dated exchange-traded futures contract. US30 is commonly a broker-defined CFD label with its own specification and costs.

Do YM, MYM, options, CFDs, and ETFs use the same risk calculation?+

No. Each product has distinct multipliers or share exposure, pricing, costs, hours, expiry or financing terms, and order behaviour.

Dow futures and CFDs are leveraged instruments. Gaps, slippage, and product-specific terms can make realised losses differ from an intended stop. Verify current exchange or broker specifications before trading.
CME Micro E-mini FAQOfficial YM and MYM multipliers and minimum ticks. Official DJIA overviewBenchmark description from S&P Dow Jones Indices. YM scenario methodologyHow YM-specific scenario fields are presented. MYM scenario methodologyHow smaller-contract scenarios are framed.

Use the contract—not the nickname—for risk.

Confirm product, multiplier, timestamp, and invalidation before making an independent decision.