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

6:15 p.m. to 4:00 p.m. Central Time, Sunday – Friday.
Trading in expiring contracts ceases at 3:15 p.m. Central Time on the last trading day

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. 

Maintenance Margin (per contract) - $2,500
Initial Margin Mark Up Percentage - 125%
Initial Margin (per contract) - $3,125