E-mini (Stock Index Futures)
Investment Dictionary:
E-mini (Stock Index Futures)
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Stock Index Futures - Futures contracts with a stock index as the underlying interest. A security that uses composite stock indexes to allow investors to speculate on the performance of the entire market. The settlement of the contract is in cash.
Stock Index Futures
A futures contract traded that uses a market index as the underlying instrument. Typically, the value of the contract is $500 times the underlying index. The delivery mechanism is usually cash settlement.
Stock Index Futures - A particular type of futures contract that is based on a stock index, such as the S&P 500.
Stock index futures - Futures contracts based on market indexes, e.g. NYSE Composite Index Futures Contracts.
Stock Index Futures
Like currencies, interest rates, and prices for agricultural products, stock index values also vary according to numerous market pressures.
European stock index futures
5 years prison of which 2 years are suspended - may still appeal ruling
Boris Picano-Nacci ...
Cash settlement contractsFutures contracts, such as stock index futures, which settle for cash, not involving the delivery of the underlying.
Related: Derivative markets Cash settlement contracts Futures contracts, such as stock index futures, which settle for cash, not involving the delivery of the underlying.
They temporarily restrict trading in stocks, stock options, and stock index futures when prices fall too far, too fast.
stocks ended just over two years ago, stock index futures prices and U.S. Treasury bond futures prices have traded in an inverse relationship. When stock prices are up, bond prices are usually down.
Since the value line composite could not be traded until 1982 (Stock index futures), the following results are theoretical based on the value of the composite. In 10/12/1979 the value line composite was at 115.
Computerized trading undertaken by large institutions to exploit differences in price between expiring stock index futures and the underlying stock when both ought to be equal. The resulting arbitrage play produces essentially riskless profit.
Shock Absorber: A temporary restriction in the trading of certain stock index futures contracts that becomes effective following a significant intraday decrease in stock index futures prices.
" Sutcliffe's Stock Index Futures is as thorough a review of the issues relating to index futures as one is likely to find.
Traders will also use the premium of stock index futures relative to the price of the security itself to gauge investor sentiment. One unknown sentiment indicator is to track the current market views of investment newsletters.
Shock Absorber: A temporary restriction in the trading of stock index futures which becomes effective following a significant intraday decrease in stock index futures prices.
It's actually when single stock options, stock index options, and stock index futures contracts all expire at once. In the United States it's from 3 PM to 4 PM New York time on the third Friday of March, June, September, and December.
The Friday once each quarter when stock index futures, index options, and stock options simultaneously expire.
Index Arbitrage: The simultaneous purchase (sale) of stock index futures and the sale (purchase) of some or all of the component stocks that make up the particular stock index to profit from sufficiently large intermarket spreads between the ...
For example, the simultaneous buying (selling) of stock index futures (i.e., S&P 500) while selling (buying) the underlying stocks of that index, capturing as profit the temporarily-inflated basis between these two baskets.
Investment strategy that uses computers programmed to buy or sell large numbers of securities to take advantage of price discrepancies stock index futures or options and the actual stocks represented in those averages (see Arbitrage).
The simultaneous purchase (sale) of stock index futures and the sale (purchase) of some or all of the component stocks which make up the particular stock index to profit from sufficiently large intermarket spreads between the futures contract and the ...
For example, assume that in anticipation of rising stock prices you buy one June S&P 500 stock index futures contract at a time when the June index is trading at 1000. And assume your initial margin requirement is $10,000.
An event that occurs when the contracts for stock index futures, stock index options and stock options all expire on the same day. Triple witching days happen four times a year on the third Friday of March, June, September and December.
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Before the crash of 1987, S&P 500 stock index futures carried an exchange minimum margin of about $12,000 . Immediately after the crash, margins required by some brokers rose to $36,000 and higher.
A trading strategy that uses stock index futures and/or stock index options to protect stock portfolios against market declines.
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Corn-Hog Ratio ...
Financials - Futures contracts that include interest rate futures and stock index futures.
Floor Trader - A trader who actually works in the trading pits of a futures exchange, trading either on their own account, or on behalf of their firm.
Futures contracts such as stock Index futures that settle for Cash and do not involve Delivery of the underlying.
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On the third Friday of every March, June, September, and December, contracts for stock index futures, stock index options, and stock options all expire at the end of the day. The triple witching hour is the final trading hour on those days.
The commodities traded in futures markets include stock index futures; agricultural products like wheat, soybeans and pork bellies; metals; and financial instruments.
The main securities market in Korea that trades equities, bonds, stock index futures, stock index options and equity options. It was established in 1956, and is now fully automated, and without a trading floor.
Circuit breakers: Trading halts, curtailment of automated trading systems and/or price movement limits used by the exchanges to attempt to prevent the free-fall of stock or stock index futures markets.
Long Answer: Perhaps the number one precaution to take at the start of a deflationary crash is to make sure that your investment capital is not invested "long" in stocks, stock mutual funds, stock index futures, ...
The report cites the disruptive influence of a single trader's huge $4 billion sale of stock index futures contracts as the primary cause of the move.
Portfolio insurance: A method of hedging, or protecting, the value of a stock portfolio by selling stock index futures contracts when the stock market declines. The practice was a major contributor to the October 1987 stock market crash.
IDEM Membership (CBOT): A Chicago Board of Trade membership of trading privileges for futures contracts in the index, debt, and energy markets category (gold, municipal bond index, 30-day fed funds, and stock index futures).
Financial futures are usually of three main types: interest rate futures; stock index futures or currency futures.
The limit basically serves to protect investors from an extremely volatile market. Keep in mind, however, that limits are not placed on all types of contracts. For example, stock index futures and currency futures do not normally have maximum ...
These include the number of odd lot sales (i.e., what are the smallest investors doing?), the put/call ratio (i.e., how many people are buying puts versus calls?), the premium on stock index futures, ...
 See also: Index futures, Index, Stock, Future, Stock Index
  
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