Sentences with phrase «notional value of a futures contract»

The amount of initial margin is small relative to the underlying notional value of a futures contract.

Calculate the notional value of a futures contract by multiplying the size of the contract by the price per unit of the commodity represented by the spot price.

Not exact matches

4 Sarao traded a ton of E-mini futures during the flash crash — «62,077 E-mini S&P contracts with a notional value of $ 3.5 billion» — and made «approximately $ 879,018 in net profits» that day, or a profit of about 2.5 basis points on the notional amount, which I guess isn't bad for one day's work.

Customers of E * TRADE must have a futures - enabled account in order to submit trades and according to contract specifications, E * TRADE's margin requirement is 80 percent of the notional value of the contract.

Futures margin generally represents a smaller percentage of the notional value of the contract, typically 3 - 12 % per futures contract as opposed to up to 50 % of the face value of securities purchased on Futures margin generally represents a smaller percentage of the notional value of the contract, typically 3 - 12 % per futures contract as opposed to up to 50 % of the face value of securities purchased on futures contract as opposed to up to 50 % of the face value of securities purchased on margin.

Each Eurodollar futures contract has a notional or «face value» of $ 1 million, though the leverage used in futures allows one contract to be traded with a margin of about $ 1,000.

At a spot price of $ 9, the notional value of a soybean futures contract is $ 45,000.

The notional value of the contract is calculated by multiplying the contract unit by the futures price.