May 2011
Intermediate to advanced
366 pages
11h 31m
English
book
Managed Futures for Institutional Investors: Analysis And Portfolio Construction
by Galen Burghardt, Brian Walls
Content preview from Managed Futures for Institutional Investors: Analysis And Portfolio Construction
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P1: OTA/XYZ P2: ABC
JWBT468-c01 JWBT468-Burghardt March 15, 2011 3:52 Printer Name: Courier Westford
22 A Practical Guide to the Industry
EXHIBIT 1.2 S&P 500 Contract Specifications
DES
Futures Contract Description
25) View All Notes
Trading Hours
Related Dates
Cash Settled
First Trade Mon Jun 23, 2008
Valuation Date Fri Sep 18, 2009
Price Range
Hedger
4,500
4,500 Up Limit 968.00
Life Low 662.00
DecSep
Life High 1,339.50
Down Limit 828.00
Last Trade Fri Sep 18, 2009
Local
16:30-16:15
Exchange
15:30-15:15
Msg: ECO STATS
Name S&P500 EMINI FUT Sep09
Contract Size 50 $ × index
index points
Contract Value $ 45,775 @ 13:41:19
Margin Limits
Initial
5,625
Cycle
1) Future
Australia 61 ...
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