Five dollars ($5) times the Dow Jones Industrial Average Index.  The DJIA is a price-weighted index of thirty (30) stocks. 

The third Friday of the contract month.

Cash settlement on the final settlement day. The final settlement price is $5 times a Special Opening Quotation of the index. 

Minimum price increment is one index point (equal to $5 per contract).

The DJIA Index, quoted in index points.

Mar, Jun, Sep, Dec.  Four contract months listed at all times.

The trading day preceding the final settlement day.

Electronic Only

Monday: Thursday 3:30 pm - 4:30 pm and 5:00 pm - 3:15 pm next day
Sunday: 5:00 pm - 3:15 pm next day
Quarterly futures/options: Trading can occur up to 8:30 a.m. on expiration day 
Serial options: Trading can occur up to 3:15 p.m. on third Friday of the contract month

Fungibility

BIG Dow futures ($25 multiplier), mini-sized Dow futures ($5 multiplier), and DJIA futures ($10 multiplier) are fungible contracts. 

Successive 10%, 20%, and 30% limits.  For details, please see CBOT Regulation 1008.01.

The aggregate position limit in BIG Dow futures ($25 multiplier), mini-sized futures and options ($5 multiplier), and DJIA futures and options ($10 multiplier) is 50,000 DJIA futures ($10 multiplier) equivalent contracts, net long or short in all contract months combined. 

For current information, please visit margin requirements.