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 |
Initial margin requirement
When buying securities on margin, the proportion of the total market value of the securities that the investor must pay for in cash. The Security Exchange Act of 1934 gives the board of governors of the Federal Reserve the responsibility to set initial margin requirements, but individual brokerage firms are free to set higher requirements. In futures contracts, initial margin requirements are set by the exchange.
... 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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