Index Futures

Index futures are the most widely traded futures markets by the retail and professional investor.

The major exchanges have recognised their popularity and the need to compete with both the spread betting and CFD providers and so have taken the decision to launch mini contracts to sit alongside the standard contracts allowing a more flexible access to these markets.

Mini and Micro contracts

The standard contracts remain highly liquid and traded but it is the new mini and micro contracts that are winning favour with the new and relatively inexperienced trader. Most index futures contracts are traded on a quarterly basis although some, like the French CAC 40 and the Swiss Market Index (SMI) are traded monthly.

When trading index futures it is essential that you understand what monetary value each 'lot' in the market has as well as the trading times and the expiry date of the contract you are trading, remembering that the expiry date is not always the last trading date.

Tip: Always make a note of the expiry of the contract you are trading and be aware that in the days leading up to the expiry the liquidity and trading volumes are likely to drop as traders switch their positions into the next contracxt month (also referred to as 'rolling over').

Expensive mistakes have been made in the past where new traders have found themselves trading contracts that have a value of 10 times the level they believed or trying to close positions after the last day of dealing. Your futures broker will be able to give you this information (we have listed some of the most popular contract specifications below) or you can go to the exchange websites where they list all of the contracts they offer.

Most Popular Index Futures

The most popular index futures are the FTSE, the S&P500, the German Dax 30, the French CAC 40, the Dow Jones and the Nasdaq 100. The Japanese Nikkei and the Hong Kong Hang Seng are widely traded in Asia but due to the trading hours of these markets being overnight UK time they aren't overly popular with the UK trading community.

FTSE 100 Index Futures

This is a quarterly contract (expiries in March, June, September and December) and is a prediction of where the underlying FTSE100 market will be at these times. The market is traded on Euronext and has an expiry date of the 3rd Friday of the contract month with the contract expiring between 10.10 and 10.30am on that day. This contract is cash settled.

S&P 500 Index Futures

This is a quarterly contract (March, June, September and December) and is a prediction of where the underlying S&P 500 market will be at these times. The market is traded on the CME and has standard, mini and micro contracts available. These contracts expire on the 3rd Friday of each contract month and is cash settled.

GERMAN DAX 30 Index Futures

This is a quarterly contract (March, June, September and December) and is a prediction of where the underlying DAX 30 will be at these times. The market is traded on the Eurex exchange expiring on the 3rd Friday of each quarter. This market is cash settled.

FRENCH CAC 40 INDEX FUTURES

This is a monthly contract and is a prediction of where the underlying CAC 40 cash market will be at these times. The market is traded on EURONEXT, expires on the last trading day of each month and is cash settled.

DOW JONES 30 Index Futures

This is a quarterly contract (March, June, September and December) and is a prediction of where the Dow Jones Industrial Average will be at these times. The market is traded on the CME and expires on the third Friday of each contract month. This market is cash settled.

NASDAQ 100 Index Futures

This is a quarterly contract (March, June, September and December) and is a prediction of where the NASDAQ 100 will be at these times. The market is traded on the NASDAQ and expires on the third Friday of each contract month. This market is cash settled.

Market Exchange Contract Months Cash Settled? Standard Lot Size Mini Lot Size
FTSE100 NYSE Euronext Mar, Jun, Sep, Dec Yes £10 per point N/A
S&P 500 CME Mar, Jun, Sep, Dec Yes $25 per 0.1 $5 per 0.1
DAX 30 Eurex Mar, Jun, Sep, Dec Yes €25 per point N/A
CAC 40 NYSE Euronext Monthly Yes €10 per point N/A
DOW JONES 30 CME Mar, Jun, Sep, Dec Yes $25 per point $5 per point
NASDAQ 100 NASDAQ Mar, Jun, Sep, Dec Yes $25 per 0.25 $5 per 0.25

Further resources on Futures trading

 

Comparing Futures brokers

Below is a table of Futures brokers with a few key account-opening criteria that we believe should be considered when you are deciding which broker to open an account with. It's not always about price; finding a broker that suits your style of trading and your technical requirements can be just as important as shaving a few pence off of your dealing costs.

Start comparingFutures brokers

 

 

BrokerDemo AccountBroker FeaturesApply
Berkeley Futures
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  • Demo Account
  • Managed Accounts
  • Charting
  • Research
  • Account Opening Download
  • API/FIX Connectivity
  • Trading Platforms Available
Applyfor accountDemo unavailableLearn more about Berkeley Futures
 
Sucden Financial Limted
true
  • News
  • Demo Account
  • Charting
  • Research
  • Account Opening Online
  • API/FIX Connectivity
Applyfor accountDemo unavailableLearn more about Sucden Financial Limted
 
Options Express Inc
true
  • News
  • Phone Trading
  • Demo Account
  • Charting
  • Research
  • Account Opening Online
  • API/FIX Connectivity
Applyfor accountDemo unavailableLearn more about Options Express Inc
 

 

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