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August 31, 2007

财籽 :: 阅读主题 – Emini

Filed under: Uncategorized — manoftoday @ 9:11 pm



Lets take NQ, nq is the emini futures for ndx, e mini means it is 0.2 of a full nasdaq futures contract, for a full nasdaq futures contract, one trading size is ndx times 100 == $130500 as of today, so a nq trading size is 0.2X130500=$26100, but for futures, you only need 10% of the trading size as margin, basically, it means you only need $2610 to start one NQ futures, that’s why futures trading is a highly leveraged game, basically you are using $1 to bet a 10$ win/loss.
as for the gain, once you buy a NQ, whenever ndx move 1point, you move $20. If you are very good at market directions, your gain could be very high annurized.
ES is for emini, similar as NQ, it’s 0.2 of a full spx futures contract, but since the full spx futures contract goes $250 for each point of spx move, so the ES contract move $50 for each point spx move.
ES daytrade margin 2.5k, hold overnight margin 7.5k
EMINI 基本上可以被看成是上了margin的ETF (例如 NQ 可以认为是大约8倍杠杆的QQQ).
slow market, 没有区别, fast market, future变化的比指数要快, 显的跟凶猛一些

Source: 财籽 :: 阅读主题 – Emini


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