The four major US index futures contracts — ES (S&P 500), NQ (Nasdaq 100), YM (Dow Jones), and RTY (Russell 2000) — are the dominant contracts for futures prop firm traders. Index futures account for roughly 70% of all funded-account trading volume across the firms we cover, with ES alone representing about 40%.
Every prop firm in our catalog supports the full index family on CME Globex. Differences between firms come down to position-size limits, day-trading margin, drawdown structure (intraday vs EOD), and overnight policy. This page ranks every futures prop firm we track by editorial trust score for traders building index-focused strategies. For micro contracts (MES, MNQ, MYM, M2K), see our micro futures page.
Which futures contracts can you trade at each prop firm?
The firms on this page all route to CME Globex, so the product list is close to identical: the index family, the micro family, COMEX metals, NYMEX energy and CME currency futures. What actually changes from firm to firm is the per-contract limit on your account size, the day-trading margin the firm charges for each product, whether the drawdown trails intraday or end-of-day, and whether you are allowed to hold through the close. The sections below cover the product groups that index traders most often add to their book, with the contract specs that drive those decisions. Open any firm’s review for its exact contract limits and overnight rule.
Micro contracts: MES, MNQ, MYM and M2K
Every firm on this page also supports the CME Micro family — MES, MNQ, MYM and M2K — at one-tenth the dollar exposure of the full-size index contracts, and most count ten micros as one full-size contract against your limit. Which firms suit micro-first trading best, and how the drawdown type changes the math at that size, is covered on our micro futures prop firms page.
Metals: GC and SI
Metals futures — GC (gold) and SI (silver) — serve dual roles for prop firm traders: a macro hedge against equity positions and event-driven plays around FOMC meetings, CPI releases and geopolitical risk events. GC routinely moves 50–100 points on FOMC days, producing $5,000–$10,000 swings per full-size contract.
Most successful metals strategies are event-driven rather than continuous intraday — traders position around scheduled volatility catalysts. Every firm in our catalog supports GC and SI on COMEX. For smaller-account gold exposure with ten times lower dollar swings, trade MGC instead.
Energy: CL and NG
Energy futures — CL (WTI crude oil) and NG (natural gas) — are the most event-driven contracts in the US futures complex. EIA inventory data (Wednesdays 10:30 AM ET for crude, Thursdays 10:30 AM ET for natural gas), OPEC meetings, geopolitical events and weather forecasts produce regular intraday volatility events that energy traders position around.
Energy futures require higher day-trading margin than index contracts ($1,000–$3,000 per CL contract vs about $500 for ES) and have larger typical dollar swings, so the same contract limit carries far more risk per contract in CL than in ES — size against the daily loss limit, not the contract cap. For smaller-account energy exposure, MCL covers crude at one-tenth the size.
Currency futures: 6E and the 6-series
Currency futures on CME — most notably 6E (Euro FX) and the broader 6-series (6B British pound, 6J Japanese yen, 6A Australian dollar, 6C Canadian dollar) — offer regulated, exchange-traded exposure to major currency pairs. Unlike spot forex, CME currency futures have centralized clearing, transparent pricing and access through standard futures prop firm accounts.
Currency futures move on macro catalysts: central bank policy (ECB, BOJ, Fed), CPI prints, employment data and geopolitical risk events. Daily ranges are tight on quiet days but expand sharply around scheduled releases, so the same daily-loss-limit math you use on ES applies — size for the release, not for the quiet session.