Calculating the P&L for the 6A, 6C, 6J, 6E, etc.

Discussion in 'Index Futures' started by md2324, May 12, 2017.

  1. md2324

    md2324

    Lets assume that the 6E moved 31 pips in our favor

    The " Value " of the 6E is $125,000

    To figure out how much we made, do we just multiply........ $125,000 x .0031 ?

    And what about or the Micros ...... the 6E micro = $125 ......... so is it $125 x .31 ?

    Thanks so much for the help
     
    murray t turtle likes this.
  2. Xela

    Xela


    6E = $6.25 per tick per contract: http://www.cmegroup.com/trading/fx/g10/euro-fx_contract_specifications.html
    6A = $10 per tick per contract: http://www.cmegroup.com/trading/fx/g10/australian-dollar_contract_specifications.html
    6J = $6.25 per tick per contract: http://www.cmegroup.com/trading/fx/g10/japanese-yen_contract_specifications.html
    6C = $5 per tick per contract: http://www.cmegroup.com/trading/fx/g10/canadian-dollar_contract_specifications.html



    31 x $6.25 = $193.75 per contract.
     
  3. md2324

    md2324

    Xela, thank you so much
     
  4. Handle123

    Handle123

    In futures markets, they don't move in "pips" but in "ticks".
     
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  5. Overnight

    Overnight

    6E Micro...

    http://www.cmegroup.com/trading/fx/e-micros/e-micro-euro_contract_specifications.html

    31 ticks in M6E is 31x$1.25 = $38.75 per contract.

    The underlying matters not when trading futures. Stop focusing on it. The only reason you would care about the underlying is if you wish to hold a futures position past it's Last Trade Date.
     
    md2324 and Xela like this.
  6. Xela

    Xela

    By the way, beware the comparative lack of liquidity with "micro" futures. Depending on the type of trading you're trying to do, it can matter a lot.

    It may sound opinionated to you (and if so I apologise for that) but IMO people without enough capital to trade E6 safely, at $6.25 per tick, probably shouldn't be trading futures at all. I'm "just saying": don't imagine that trading micro futures is any kind of realistic "back-door entrance into trading futures for the undercapitalised". :confused:
     
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  7. Benihana

    Benihana

    They didn't decrease the size of E6 when they halved the tick value though. The micro futures are still 10% the size of a normal contract, which is a pretty substantial difference.
     
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  8. %%
    Most medical doctors are good @ analysis, md 2324;
    RSI may not be the best, but relative strength is a valid concept.Most medical doctors take on ed debt+ get by with it, but few, NOT many or any trading that over leveraged stuff. Some tocks, CME stock, some derivatives will work ......... NOT a prediction. I figure you are a medical doctor but even if I'm wrong you live in Maryland ;the rest is right, as far as probabilities.
     
    md2324 likes this.
  9. %%
    I wondered if he had enough capital , if he was an medical doctor, he might?? NOT that he should, just because he could !! Some went to medical school without debt. Some were sent without debt.I also meant to write, about 7 days ago = ''100% of foreclosures are caused by debt''
     
  10. punisher

    punisher

    You might be coming fro forex markets. FYI some CME currency features contracts have ticks that would be equivalent of 0.5pip while others tick more like "full" pips. Make sure you don't confuse the two. For example: making 31pips in Eur/Usd would be equivalent to 62 ticks in 6E. However the value of the underlying contract 6E is 125,000 Euro (not $), as opposed to 100,000 for Eur/Usd. Hence the Eur/Usd pip value ($10) does not equal 2 ticks in 6E ($12.50).
     
    #10     Jun 30, 2017