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 |
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 |
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 Financials |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
T-Notes 10 yr |
CBOT |
7:20-14:00; electronic 17:30-16:00 |
$ 100,000 |
H,M,U,Z |
TY,TYD |
1/64 = $15.625 |
T-Notes 5 yr |
CBOT |
7:20-14:00; electronic 17:30-16:00 |
$ 100,000 |
H,M,U,Z |
FV,RFV |
1/64 = $15.625 |
T-Notes 2 yr |
CBOT |
7:20-14:00; electronic 17:30-16:00 |
$ 200,000 |
H,M,U,Z |
TU,RTU |
1/128 = $15.625 |
T-Bonds 30 yr |
CBOT |
7:20-14:00; electronic 17:30-16:00 |
$ 100,000 |
H,M,U,Z |
TB,GTB |
1/32 = $31.25 |
EuroDollar |
CME |
7:20-14:00; Globex 17:00-16:00 |
$ 1,000,000 |
Alle |
ED,RED |
½ tick = $12.50 |
EuroYen |
CME |
7:20-14:00; Globex 17:00-16:00; MOS 21:20-4:00 |
Y 100,000,000 |
H,M,U,Z |
EY |
.005 = Y1,250,00 |
Libor 1Mo |
CME |
7:20-14:00; Globex 17:00-16:00 |
$ 3,000,000 |
Alle |
EM,GLB |
.005 = $12.50 |
Euro Bund Future |
EUREX |
08:00 - 22:00 CET |
€ 100,000 |
H,M,U,Z |
FGBL |
.01 = €10.00 |
Euro Bobl Future |
EUREX |
08:00 - 22:00 CET |
€ 100,000 |
H,M,U,Z |
FGBM |
.01 = €10.00 |
Euro Schatz Future |
EUREX |
08:00 - 22:00 CET |
€ 100,000 |
H,M,U,Z |
FGBS |
.01 = €10.00 |
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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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