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 |
CFTC
The Commodity Futures Trading Commission, the federal agency created by Congress to regulate futures trading. The Commodity Exchange Act of 1974 became effective April 21, 1975. Previously, futures trading had been regulated by the Commodity Exchange Authority of the USDA.
... 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 Energy |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Crude Oil e-miNY |
NYMEX |
Globex 18:00-17:15 |
500 barrels |
All |
QM |
$.025/barrel = $10 |
Crude Oil Light |
NYMEX |
9:00-14:30; Globex 18:00-17:15 |
1K bbl. $/bbl. |
All |
CL |
1c/barrel = $10.00 |
Heating OIl |
NYMEX |
9:00-14:30; Globex 18:00-17:15 |
42K gal. $/gal. |
All |
HO |
.01c/gal = $4.20 |
Nat. Gas-Henry Hub |
NYMEX |
9:00-14:30; Globex 18:00-17:15 |
10K mm/btu |
All |
- |
.1c/mmBtu = $10.00 |
Natural Gas-e-miNY |
NYMEX |
Globex 18:00-17:15 |
2,500 mmBtu |
All |
QG |
$.005 mmBtu = $12.50 |
Heizöl |
WTB |
10:15 - 17:00 CET |
$20 x Index val. |
All |
HE |
.01 pt (€1) |
Crude Oil-Brent |
NYMEX |
Globex 18:00-17:15 |
1,000 barrels |
All |
- |
1¢/barrel = $10.00 |
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Contract Specifications Metals |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Copper High Grade |
COMX |
8:10-13:00; Globex 18:00-17:15 |
25K lbs. c/lbs. |
All |
HG |
.05c/lb = $12.50 |
Gold |
COMX |
8:20-13:30; Globex 18:00-17:15 |
100 oz. $/oz. |
All |
GC |
10c/oz = $10.00 |
Palladium |
NYMEX |
8:30-13:00; Globex 18:00-17:15 |
100 oz. $/oz. |
All |
PA |
5c/oz = $5.00 |
Platinum |
NYMEX |
8:20-13:05; Globex 18:00-17:15 |
50 oz. $/oz. |
All |
PL |
10 c/oz = $5.00 |
Silver |
COMX |
8:25-13:25; Globex 18:00-17:15 |
5K oz. c/oz. |
All |
SI |
.5c/oz = $25.00 |
Gold mini sized |
CBOT |
electronic 18:16-16:00 |
33.2 fine troy ozs |
All |
YG |
10c/oz = $3.32 |
Silver mini sized |
CBOT |
electronic 18:16-16:00 |
1,000 troy oz. |
All |
YI |
$.001/troy oz = $1.0 |
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Contrakt Specs Softs |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Butter-Cash Settled |
CME |
Globex 9:05 Mon - 13:55 Fri,
daily stop 16:00-17:00 |
20,000 lbs. |
All |
- |
.025¢/lb. = $5.00 |
Cocoa |
NYBOT |
8:00-11:50; elec. 4:00-14:00 |
10mtns $/mtns |
H,K,N,U,Z |
CC |
$1/ton = $10 |
Coffee |
NYBOT |
8:30-12:30; elec. 3:30-14:00 |
37.5K lbs $/lbs |
H,K,N,U,Z |
KC |
.05c/lb = $18.75 |
Cotton |
NYBOT |
10:30-14:15; elec. 21:00-14:30 |
50K lbs c/lb |
H,K,N,V,Z |
CT |
.01c/lb = $5.00 |
Milk |
CME |
9:05-13:10;
Globex 9:05 Mon - 13:55 Fri,
daily stop 16:00-17:00 |
200,00 lbs |
All |
DA |
$.01/cwt = $20.00 |
Orange Juice |
NYBOT |
10:00-13:30; elec. 8:00-14:00 |
15K lbs c/lb |
F,H,K,N,U,X |
OJ |
.05c/lb = $7.50 |
Sugar #11 |
NYBOT |
8:10-12:30; elec. 3:30-14:00 |
112K lbs c/lb |
F,H,K,N,V |
SB |
.01c/lb = 11.20 |
Sugar #14 |
NYBOT |
elec. 7:00-14:45 |
112K lbs c/lb |
F,H,K,N,U,X |
SE |
.01¢/lb. = $11.20 |
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Contract Specs Grains&Oilseeds |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Corn |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
5,000 bu |
H,K,N,U,Z |
NC |
1/4 c/bu = $12.50 |
Corn mini sized |
CBOT |
9:30-13:45; Globex 18:00-6:00 ;
9:30-13:45 |
1,000 bu |
H,K,N,U,Z |
YC |
1/8 c/bu = $1.25 |
Oats |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
5,000 bu |
H,K,N,U,Z |
NO |
1/4 c/bu = $12.5 |
Rough Rice |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
2,000 cwt |
F,H,K,N,U,X |
NNR |
.5c/cwt = $10.00 |
Soybeans |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
5,000 bu |
F,H,K,N,Q,U,X |
NS |
1/4 $/bu = $12.50 |
Soybean Meal |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
100 tons |
F,H,K,N,Q,U,V,Z |
NSM |
10c/ton = $2.000 |
Soybean Oil |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
60.000 lbs |
F,H,K,N,Q,U,V,Z |
NBO |
.01c/lb = $6.00 |
Wheat |
CBOT |
9:30-13:15; Globex 18:00-6:00 ;
9:30-13:15 |
5,000 bu |
H,K,N,U,Z |
NW |
1/4 c/bu = $12.50 |
Wheat |
KCBT |
9:30-13:15; elec. 18:00-6:00,
9:30-13:15 |
5,000 bu |
H,K,N,U,Z |
KW |
1/4 c/bu = $12.50 |
Wheat mini sized |
CBOT |
9:30-13:45; Globex 18:00-6:00 ;
9:30-13:45 |
1,000 bu |
H,K,N,U,Z |
YW |
1/8 c/bu = $1.25 |
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Contract Specifications Livestock |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Feeder Cattle |
CME |
9:05-13:00; Globex 9:05 Mon-13:55 Fri
with 16:00-17:00 shutdowns |
50,000 lbs |
F,H,J,K,Q,U,V,X |
FC |
2.5 c/cwt = $12.50 |
Live Cattle |
CME |
9:05-13:00; Globex 9:05 Mon-13:55 Fri
with 16:00-17:00 shutdowns |
40,000 lbs |
G,J,M,Q,V |
LC |
2.5 c/cwt = $10.00 |
Lean Hogs |
CME |
9:05-13:00; Globex 9:05 Mon-13:55 Fri
with 16:00-17:00 shutdowns |
40,000 lbs |
G,J,K,M,N,Q,V,Z |
LH |
2.5 c/cwt = $10.00 |
Pork Bellies |
CME |
9:05-13:00; Globex 9:05 Mon-13:55 Fri
with 16:00-17:00 shutdowns |
40,000 lbs |
G,H,K,N,Q |
PB |
2.5 c/cwt = $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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