Index future contract size

Contract Size One E-mini S&P 500 futures contract One S&P 500 futures contract Underlying Index SPX SPX Minimum Price Fluctuation (Tick Size) Full: 0.25 index points = $12.50 for premium > 5.00 Cab: 0.05 = $2.50 Reduced Tick: 0.05 = $2.50 for premium < or = 5.00 Full: 0.10 index points = $25.00 for premium > 5.00 Cab: 0.05 index points = $12.501 Reduced Tick: 0.05 = $12.50 for premium < of = 5.00

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SE-01/PM/2002 dated February 25, 2002 concerning Futures Contracts Index in the Initial Margin, 1% X Contract Size X Number of Contract X Futures Price 

Assume you have a $10,000 future account, and are risking 1% per trade. That means you can risk up to $100 per trade. You are trading the S&P 500 E-mini contract, which has a tick size of 0.25 and a tick value of $12.50. You want to buy at 1250, and place a stop loss at 1249 (four tick stop loss). These SPX options are then weighted to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. Contract Multiplier: The contract multiplier for each VX futures contract is $1000. Ticker Symbols: Cash Index - VIX VX Futures Symbols - VX* and VX01 through VX53**. Futures Contracts. Contract Name Last Change Change % U.S. stock-index futures trigger ‘limit-down’ rule. Here’s how limit rules and stock-market circuit breakers work. 9:31a. Contract size: Ibovespa futures contract multiplied by the index point value in Brazilian Reals, each point BRL0.20. Quotation: Index points. Tick size: 5 index points. Round-lot: 1 contract. Last trading day: Closest Wednesday to the 15th calendar day of the contract month. Expiration date: Closest Wednesday to the 15th calendar day of the contract month.

To determine the size of your profit or loss, you need to take into account how many futures contracts you'd traded, and the value of each contract per point of 

Information on Hang Seng Index Futures and Hang Seng Index Options traded on “Rules and Regulations” of the HKEx website for full contract specifications. Futures Contract Specifications 20:00 Arithmetic avg. of all The Steel Index (TSI ) ~ 2 decimal 14:30 Floating Price calculated for each contract month3. The first derivatives – WIG20 futures – were introduced on the Warsaw Stock Exchange in 1998. Today the exchange offers a range of diverse instruments: index  The tick size and the tick value are provided by the contract specifications for each futures contract. For example, the S&P 500 E-mini futures contracts (ES)  SGX MSCI Taiwan Index Options contracts offer another dimension of Taiwan equity Contract Size, US$100 x SGX MSCI Taiwan Index Futures Price, 1 x SGX 

Mini Hang Seng Index Futures (MHIF) n.a. 1.00 (MM in HSIO or MHIO) 3.50 Mini Hang Seng Index Options (MHIO) 0.40 0.70 (MM in HSIO or MHIF) 2.00 Hang Seng China Enterprises Index Futures (HHIF) n.a.

and importance of contract specifications associated with a futures contract. S&P 500 futures contract to gain that exposure ($50 x the S&P 500 Index). Indices Futures contract specifications listed by market. Includes exchanges, tick value, point value and more. S&P/ASX 200 TR Index Futures. Trading platform, ASX 24 (NTP). Underlying Index, XJT (S&P/ASX 200 Gross Total Return index). Contract unit, Valued at A $25  Futures Contract Specifications. The Cboe Volatility Index - more commonly referred to as the "VIX Index" - is an up-to-the-minute market estimate of expected   To determine the size of your profit or loss, you need to take into account how many futures contracts you'd traded, and the value of each contract per point of  Information on Hang Seng Index Futures and Hang Seng Index Options traded on “Rules and Regulations” of the HKEx website for full contract specifications. Futures Contract Specifications 20:00 Arithmetic avg. of all The Steel Index (TSI ) ~ 2 decimal 14:30 Floating Price calculated for each contract month3.

Contract specifications for all North American-traded futures and commodities. Conveniently collected and displayed for easy reference, sorted by sector and market. Note that this specification list is updated manually and might contain inaccuracies.

ES futures provide one of the most efficient, liquid and cost-effective ways to gain market exposure to the S&P 500 Index. A broad-based, capitalization-weighted index, the S&P 500 tracks 500 of the largest companies of the U.S. economy, and is a key indicator of the stock market’s health. For futures markets, the trade size is the number of contracts that are traded (with the minimum being one contract). The trade size is calculated using the tick value, the maximum account risk and the trade risk (size of the stop loss in ticks). Contract Size One E-mini S&P 500 futures contract One S&P 500 futures contract Underlying Index SPX SPX Minimum Price Fluctuation (Tick Size) Full: 0.25 index points = $12.50 for premium > 5.00 Cab: 0.05 = $2.50 Reduced Tick: 0.05 = $2.50 for premium < or = 5.00 Full: 0.10 index points = $25.00 for premium > 5.00 Cab: 0.05 index points = $12.501 Reduced Tick: 0.05 = $12.50 for premium < of = 5.00 The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity.

Shoreline

DD = dividend value in Index points due to go ex between current date and expiration of the contract (here the FTSE100 Index Futures Contract) r = applicable risk free interest rate t = time til expiration – this is expressed in years, i.e. 6 months til expiration, t=0.5 2. Tailor Made contracts Parameter Description Contract specifications for all North American-traded futures and commodities. Conveniently collected and displayed for easy reference, sorted by sector and market. Note that this specification list is updated manually and might contain inaccuracies. The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity. Index Futures - CAC 40 CAC 40® Index Future Exchange contract code: FCE: Contract size: Contract valued at € 10 per index point (e.g. value € 41,000 at 4,100.0) Unit of trading: 10: Pricing unit/quotation: Index points (e.g. 4,100.0) Minimum price movement (tick size and value)

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