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 FX |
Contract |
Exchange |
Trading Hours |
Size |
Month |
Symbol |
Tick Value |
Australian Dollar |
IMM |
7:20-14:00; Globex 17:00-16:00 |
A$ 100,000 |
H,M,U,Z |
AD,RAD |
.01c/AD = $10.00 |
British Pound |
IMM |
7:20-14:00; Globex 17:00-16:00 |
£ 62,500 |
H,M,U,Z |
BP,RBP |
.02 c/£ = $12.50 |
Canadian Dollar |
IMM |
7:20-14:00; Globex 17:00-16:00 |
C$ 100,000 |
H,M,U,Z |
CD,RCD |
.01c/CD = $10.00 |
Mexican Peso |
IMM |
7:20-14:00; Globex 17:00-16:00 |
MP 500,00 |
All |
MP |
.0025c/MP = $12.50 |
Japanese Yen |
IMM |
7:20-14:00; Globex 17:00-16:00 |
¥ 12,500,000 |
H,M,U,Z |
JY,RJY |
.0001c/¥ = $12.50 |
New Zealand Dollar |
IMM |
7:20-14:00; Globex 17:00-16:00 |
NZ $100,000 |
H,M,U,Z |
NE,6N |
.01c/NZ$ = $10.00 |
Euro FX |
IMM |
7:20-14:00; Globex 17:00-16:00 |
€ 125,000 |
H.M.U.Z |
EC,6E |
.01c/€ = $12.50 |
Swiss Franc |
IMM |
7:20-14:00; Globex 17:00-16:00 |
CHF 125,000 |
H,M,U,Z |
SF,6F |
.01c/SF = $12.50 |
E-Mini Euro FX |
IMM |
7:20-14:00; Globex 17:00-16:00 |
€ 62,500 |
H,M,U,Z |
E7 |
.01c/€ = $6.25 |
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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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