MYM position size calculator
One MYM contract moves 0.5 USD per tick of 1, which is 0.5 USD per index point. Futures trade in whole contracts, so this page sizes in contracts rather than in fractions of a lot: give the calculator your account size, the percentage you are willing to lose and the stop distance, and it returns how many contracts put exactly that much at risk, always rounded down.
What makes MYM different
The micro Dow is the smallest of the three American index micros: $0.50 per index point, with a tick of one whole point. That makes the arithmetic trivial — the number of points in your stop, halved, is the dollars you lose per contract — and it makes MYM the natural place to start when the MNQ risk per contract is already too big for the account. Note that the Dow is a price-weighted index, so a single expensive component can drag it while the Nasdaq goes the other way; sizing MNQ and MYM as if they were the same trade is a common mistake.
Contract specification
| Symbol | MYM |
|---|---|
| Contract size (1 contract) | 0.5 |
| Quote currency | USD |
| Quoted decimals | 0 |
| Tick size | 1 |
| Tick value per contract | 0.5 USD |
| Minimum size | 1 contract (no fractions) |
| Indicative margin per contract | 1,000 USD |
MYM tick value by number of contracts
Values in USD, the currency MYM is quoted in. A tick here is 1.
| Size | USD per index point | Value of 1 tick |
|---|---|---|
| 1 contract | 0.5 | 0.5 USD |
| 2 contracts | 1 | 1 USD |
| 5 contracts | 2.5 | 2.5 USD |
A worked example
- Risk in money: a 10 000 USD account risking 1% puts 100 USD on the line.
- Stop distance in price: 100 ticks × 1 = 100.
- Loss per contract: 100 × 0.5 = 50 USD.
- Contracts: 100 ÷ 50 = 2, rounded down to 2.
The example assumes an account in USD. If yours is in another currency, every figure above gets multiplied by the rate from USD to your currency, which the calculator applies automatically.
Contracts for a 10 000 USD account
What each combination of risk and stop distance works out to. Read it as a sanity check on the number the calculator gives you.
| Risk | 50 ticks | 100 ticks | 200 ticks | 400 ticks |
|---|---|---|---|---|
| 0.5 % | 2 | 1 | — | — |
| 1 % | 4 | 2 | 1 | — |
| 2 % | 8 | 4 | 2 | 1 |
| 3 % | 12 | 6 | 3 | 1 |
Frequently asked questions
How much is one tick worth on MYM?
One contract is 0.5 USD per index point, so a tick of 1 is worth 0.5 USD, and here a tick is a whole index point. Two contracts double it and three triple it; there is no fraction of a contract to go below one. If your account is not in USD, multiply by the current rate from USD to your account currency.
How many MYM contracts should I trade?
Decide the loss first — most traders cap it at 1% to 2% of the account per trade — then divide that amount by the loss per contract at your stop distance. The calculator above does exactly that and rounds down, because a partial contract does not exist. If the answer comes out below one, the trade is too big for the account at that stop: widen the stop budget or fund more, never round up.
Is one MYM lot the same as one contract?
Yes. Futures have no mini or micro fraction: the minimum size is one contract and every step up is another whole contract, so the lot size the calculator returns is the number of contracts to send to the exchange. That is why the broker settings above start at a minimum lot of 1 and a lot step of 1 for this symbol.
How much margin does one MYM contract need?
This page starts from 1,000 USD per contract, the order of magnitude of the exchange's initial margin, but it is not a fixed number: the CME revises it as volatility changes, and each broker sets its own day-trading margin, often a fraction of that for positions closed before the session ends. Take the exact figure from your platform and type it under "broker settings" — it changes how much cash the position ties up, not the risk on the trade.
Educational tool. Check the size in your platform before trading; leveraged trading carries a risk of loss.