Traders Library |
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 Schwager on Futures - Fundamental Analysis
In Fundamental Analysis, the legendary Jack D. Schwager has produced the most comprehensive, in-depth book ever written on the use of fundamental analysis for futures trading. In what is destined to become the bible of the futures industry, Schwager has poured out insights gathered during his long career as a trader, researcher, bestselling writer, and highly regarded authority in the field. Jack Schwager is one of the most important and visible figures in the futures industry today... read more
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Futures Glossary |
Futures Contract
A standardized, transferable legal agreement to make or take delivery of a specified amount of a certain commodity of a certain grade or type at a specific point in the future. The price is determined at the time the agreement is made. Futures contracts must be traded on organized futures exchanges.
... read more
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Contract Specifications |
Symbology |
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Education |
» Glossary |
Futures "symbols" are represented by
1. Commodity Code/Symbol » example. NQ = E-Mini Nasdaq 100
2. Month Code » example M = June
3. Year » example 06 = 2006
Month Codes: Jan (F) Feb (G) März (H) April (J) Mai (K) Juni (M) Juli (N) Aug (Q) Sept (U) Okt (V) Nov (X) Dez (Z)
Symbol Example: E-Mini Nasdaq 100 June 2006 = NQM06 |
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Contract Month - The month in which futures contracts may be satisfied by making or accepting a delivery. Related: Delivery month contrarians also called value managers, those who assemble portfolios with relatively lower betas, lower price-book and P/E ratios and higher dividend yields, seeing value where others do not. |
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Contract Specifications Indices |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Point Value |
CRB Index |
NYBOT |
10:00-14:30; elec. 1:30-14:45 |
$500 x Index val. |
F,G,U,X |
CR |
.05 pt ($25) |
- |
Big Dow $25 |
eCBOT |
electronic 18:15-16:00 |
$25 x Index val. |
H,M,U,Z |
DD |
1 pt ($25) |
1 pt = $25 |
mini Sized Dow |
eCBOT |
electronic 18:15-16:00 |
$5 x Index val. |
H,M,U,Z |
YM |
1 pt ($5) |
1 pt = $5 |
eMini CompX |
GLOBEX |
15:30 - 16:30 CT
17:00 - 15:15 CT |
$20 x Index val. |
H,M,U,Z |
QCN (QN) |
.50 pt ($10) |
1 pt = $20 |
eMini S&P 500 |
GLOBEX |
Globex 17:00-15:15; 15:30-16:30 |
$50 x Index val. |
H,M,U,Z |
ES |
.25 pt ($12.50) |
1 pt = $50 |
eMini Nasdaq100 |
GLOBEX |
Globex 17:00-15:15; 15:30-16:30 |
$20 x Index val. |
H,M,U,Z |
NQ |
.25 pt ($5) |
1 pt = $20 |
Muni Note Index |
CME |
7:20-14:00; electronic 19:04-16:00 |
100000 |
H,M,U,Z |
- |
1/32 pt ($31.25) |
- |
Nasdaq 100+ |
CME |
8:30-15:15; Globex 15:30-16:30; 17:00- 8:15 |
$100 x Index val. |
H,M,U,Z |
ND |
.25 pt ($25) |
- |
Nikkei 225 $ |
CME |
8:00-15:15; Globex 3:00-15:15; 15:30-16:30; 17:00-18:00 |
$5 x AVE. |
H,M,U,Z |
NK |
5 pts ($25) |
- |
NYSE Index |
NYBOT |
9:30-14:30 |
$500 x Index val. |
H,M,U,Z |
YX |
.50 pt ($25) |
- |
S&P 500+ |
CME |
8:30-15:15; Globex17:00-8:15; 15:30-16:30; |
$250 x Index val. |
H,M,U,Z |
SP |
.10 pt ($25) |
- |
US Dollar Index |
NYBOT |
08:20 - 15:00 ET |
$1000 x Index val. |
H,M,U,Z |
DX |
.01 pt ($10) |
- |
DAX Futures |
EUREX |
07:50 - 22:00 CET |
$25 x Index val. |
H,M,U,Z |
FDAX |
.50 pt (€12.5) |
1 pt = €25 |
TecDax Futures |
EUREX |
07:50 - 22:00 CET |
$10 x Index val. |
H,M,U,Z |
FTDX |
1 pt (€10) |
1 pt = €10 |
SMI Futures |
EUREX |
08:00 - 22:00 CET |
CHF10 x Index |
H,M,U,Z |
FSMI |
1 pt (CHF10) |
1 pt = 10 CHF |
EuroStoxx50 |
EUREX |
07:50 - 22:00 CET |
$10 x Index val. |
H,M,U,Z |
FESX |
1 pt (€10) |
1 pt = €10 |
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Information contained herein has been compiled from sources considered reliable, however, there is no guarantee of accuracy or completeness. The information is also subject to change without notice. |
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