Anda di halaman 1dari 21

rbob gasoline (RB) - nymex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin

Requirements Delivery Months Trading Hours Exchange Delivery Month Symbol Key

2 42,000 gallons 0.0001 1

Margin ALL MONTHS Hours CME Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q

wheat (ZW) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

4.85 5000 bushels 0.0025 $12.50

soybean meal (ZM) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value

275 100 tons 0.1 1 Margin F, H, K, N, Q, U, V, Z Hours CME

Margin H, K, N, U, Z Hours CME

1 $5000.00 Point Value Margin Requirements Delivery Months Trading Hours Exchange

Delivery Month Symbol Key

Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M,

Delivery Month Symbol Key

Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q

rough rice (ZR) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange Delivery Month Symbol Key 2000 cwt

14.3

cocoa (CC) - ice Price Format Example Contract Size

3095 10 metric tons (mt) 1

0.005 $10.00

Minimum Tick Fluctuation/Value

1 $2000.00 Point Value Margin Margin Requirements F, H, K, N, U, X Delivery Months Hours Trading Hours CME Exchange Jan=F, Feb=G, Mar=H, Delivery Month Symbol Key Apr=J, May=K, Jun=M,

Margin H, K, N, U, Z Hours ICE Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q

heating oil (HO) - nymex Price Format Example Contract Size Minimum Tick $4.20 Fluctuation/Value $42000.00 Point Value Margin Requirements Delivery Months Trading Hours Exchange b=G, Mar=H, Apr=J, Delivery Month Symbol Key n=M, Jul=N, Aug=Q,

2 42,000 gallons 0.0001 $4.20 1 $42000.00 Margin ALL MONTHS Hours CME Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q, Sep=U, Oct=V, eurodollar (GE) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange Delivery Month Symbol Key

corn (ZC) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange Delivery Month Symbol Key soybean oil (ZL) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

3.56 5000 bushels 0.0025 $12.50 1 $5000.00

Margin H, K, N, U, Z Hours CME Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q, Sep=U, Oct=V, Delivery Month Symbol Key oats (ZO) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

soybeans (ZS) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

0.3795 60,000 lbs 0.0001 $6.00 1 $6000.00 Margin F, H, K, N, Q, U, V, Z Hours CME

$10.00 $100.00

b=G, Mar=H, Apr=J, n=M, Jul=N, Aug=Q,

Delivery Month Symbol Key

Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q, Sep=U, Oct=V, Delivery Month Symbol Key

coffee (KC) - ice Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange Delivery Month Symbol Key 37,500 lbs

131.7

cotton (CT) - ice Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

$10.00

0.05 $18.75 1 $375.00

b=G, Mar=H, Apr=J, n=M, Jul=N, Aug=Q,

Margin H, K, N, U, Z Hours ICE Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q, Sep=U, Oct=V, Delivery Month Symbol Key

997.225 $1,000,000 0.005 $12.50 1 $2500.00 Margin H, M, U, Z Hours CME Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q,

9.3 5000 bushels 0.0025 $12.50 1 $5000.00 Margin F, H, K, N, Q, U, X Hours CME Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q,

2.3 5000 bushels 0.0025 $12.50 1 $5000.00 Margin H, K, N, U, Z Hours CME

Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q,

75.17 50,000 lbs 0.01 $5.00 1 $500.00 Margin H, K, N, U, Z Hours ICE Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q,

Cash Risk Futures Risk Date Stock Entry Stop Stop Size Target Target Size R/R
Target: 1:1 (Partial Profits) Cash Qty (Rounded Down)

500 1000 Long PNB 600 583 17 620 20 1.18 617 29

Risk in Nifty points:

20 Short Axis 1282 1285 3 0.23% 1276 6 0.47% 2 1279 166

2.83% 3.33%

Date Nifty Futures Spot Price Spot SL Futures Price Approx. Futures SL Risk (Points): Spot 1:1 Spot Target

Long 5803 5785

Short

18

128000

us dollar index (DX) - ice Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

80.2 $1000 x index value 0.005 $5.00 1 $1000.00 Margin H, M, U, Z Hours ICE

emini dow (YM) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange
emini crude oil (QM) - nymex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

10900 $5 x index value 1 $5.00 1 $5.00 Margin H, M, U, Z Hours CME

us 30-yr treasury bonds (zb) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange crude oil (CL) - nymex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

118.29 $100,000 32/32 Margin H, M, U, Z Hours CME 0.03125 $31.25 $1000.00

77 500 barrels 0.025 $12.50 1 $500.00 Margin ALL MONTHS Hours CME

77 1000 barrels 0.01 $10.00 1 $1000.00 Margin ALL MONTHS Hours CME

copper (HG) - comex Price Format Example Contract Size

298.75 25,000 lbs

natural gas (NG) - nymex Price Format Example Contract Size

5.4 10,000 mmBtu

Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

$12.50 Margin ALL MONTHS Hours CME

0.05 $12.50 $250.00

Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

0.001 $10.00 1 $100.00 Margin ALL MONTHS Hours CME

gold (GC) - comex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

1075 100 ounces 0.1 $10.00 1 $100.00 Margin H, M, U, Z Hours ICE

silver (SI) - comex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

16.5 5000 ounces 0.005 $25.00 1 $5000.00 Margin F, H, K, N, U, Z Hours CME

us 10-yr treasury notes (zn) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

118.29 $100,000 0.015625 $15.625 64/64 $1000.00 Margin H, M, U, Z Hours CME

emini nasdaq100 (NQ) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange emini s&p500 (ES) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange emini russell2000 (TF) - ice Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

NQ 1840 $20 x index value 0.25 $5.00 1 $20.00 $2200 H, M, U, Z Hours CME ES 1120 $50 x index value 0.25 $12.50 1 $50.00 $3850 H, M, U, Z Hours CME TF 626 $100 x index value 0.1 $10.00 1 $100.00 $4400 H, M, U, Z Hours ICE

Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange canadian dollar fx (6C) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements

Delivery Months Trading Hours Exchange swiss franc fx (6S) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

british pound fx (6B) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange euro fx (6E) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange australian dollar fx (6A) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange japanese yen fx (6J) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange canadian dollar fx (6C) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements

BP 1.575 $6.25 62,500 british pounds $62500.00 0.0001 1 $1650 H, M, U, Z Hours CME EC 1.37 125,000 euro 0.0001 $12.50 1 $125000.00 $3300 H, M, U, Z Hours CME AD 0.863 100,000 aussie dollars 0.0001 $10.00 1 $100000.00 $2475 H, M, U, Z Hours CME JY 1.12 12,500,000 jyen 0.0001 $12.50 1 $125000.00 $3025 H, M, U, Z Hours CME CD 0.933 100,000 canadian dollars 0.0001 $10.00 1 $100000.00 $1650

Delivery Months Trading Hours Exchange swiss franc fx (6S) - globex Price Format Example Contract Size Minimum Tick Fluctuation/Value Point Value Margin Requirements Delivery Months Trading Hours Exchange

H, M, U, Z Hours CME

0.939 125,000 swiss francs 0.0001 $12.50 1 $125000.00 Margin H, M, U, Z Hours CME

Sym Feed Tick Size 1 tick =


Initial Margin Maintenance Margin 1 pt = Months RTH (EST) Expiry Date

ES = 107XN CME
0.25

NQ= 107XN CME


0.25

$12.50
$3850

$5
$2420

TF = 107XN YM = 107XN ICE CBOT 0.1 $10


$5280

$50 H,M,U,Z
9:30-16:15 3rd Fri EC = 103XN CME 0.0001

$20 H,M,U,Z
9:30-16:15 3rd Fri

$100 H,M,U,Z
9:30-16:15 3rd Fri

H,M,U,Z
9:30-16:15 3rd Fri

Sym Feed Tick Size 1 tick =


Initial Margin Maintenance Margin

AD=103XN CME
0.0001

BP = 103XN CD = 103XN CME CME


0.0001 0.0001

$12.5
$3300

$10
$2475

$6.25
1815

$10
$1650

10 ticks = 0.0010
Months RTH (EST) Expiry Date

$125 H,M,U,Z
8:20-15:00 3rd Mon (ZN) TY = 114XN CBOT 0.015625 $15.625

$100 H,M,U,Z
8:20-15:00 3rd Mon (ZB)US = 114XN

$62.5 H,M,U,Z
8:20-15:00 3rd Mon

$100 H,M,U,Z
8:20-15:00 3rd Tue

Sym Feed Tick Size 1 tick =


Initial Margin Maintenance Margin

CBOT
0.03125 $31.25

10 ticks = 0.0010
Months RTH (EST) Expiry Date

$156.25 H,M,U,Z 8:20-15:00


Last Thu. Of Prior Month

312.5 H,M,U,Z 8:20-15:00


Last Thu. Of Prior Month

Sym Feed Tick Size 1 tick =


Initial Margin Maintenance Margin

GC Comex 0.1 $10

SI Comex 0.005 $25

CL Nymex 0.01 $10

NG Nymex 0.001 $10

10 ticks = 0.0010
Months RTH (EST) Expiry Date

$100 G, J, M, Q,V,Z 8:20-13:30 Last Thu Corn CBOT

$250 G, J, M, Q,V,Z 8:25-13:25

$100 All months 9:00-14:30

$100 All months 9:00-14:30

Sym Feed Tick Size 1 tick =

Soybean CBOT

Wheat CBOT

Initial Margin Maintenance Margin

10 ticks = 0.0010
Months RTH (EST) Expiry Date Markets Jose Trades Sugar SB Power Trading Radtio Coffee KC Aug 7th, 2013 Cotton CT

Cocoa CC

Wheat W

JY = 103XN SF = 103XN CME CME


0.0001 0.0001

$12.5
$3850

12.5
$2640

$125 H,M,U,Z
8:20-15:00 3rd Mon

$125 H,M,U,Z
8:20-15:00

FGBL Eurex

FGBM Eurex

YI ??

QM ??

HO HG Heating Oil Copper $4.2

All months 9:00-14:30

Anda mungkin juga menyukai