InvestingWinners.com

What are Futures?

  • Home
  • What are Futures?

Futures- also known as commodities- started trading around the mid-1800s in the United States. If you were a farmer in the middle of the 19th century, you would be growing your corn or wheat or another crop. Let us imagine Little House’s Pa Ingalls growing wheat in Kansas as an example…

wheat-640960_1920.jpg

Ingalls plants the seed in the springtime, grows wheat all summer, and harvests in autumn. After the harvest, he brings it to market.

The big market at that time was Chicago. Many farmers like Ingalls would have to put their wheat on a train or horses & wagons and get it to Chicago. If Ingalls were one of the few farmers to arrive first in Chicago, he would get a fairly decent price for the wheat.

A problem arose when everybody was harvesting their wheat and there was an abundance of that commodity coming to market at the same time. The first few farmers to market first would get a decent price, but when a huge supply kept pouring in from others, the price of wheat would plummet. Naturally, farmers complained that’s not fair.

Big buyers of wheat like bread & cereal companies needed to make sure they would have a good supply of wheat in the future. So, they decided to make a contract: Farmer(s) agree to deliver so many bushels of wheat at a future date for a set amount of money.

Since it did not make sense for each individual farmer to make an individual contract with each individual bread & cereal company, they set up an exchange in Chicago called the Chicago Mercantile Exchange (CME):

  • Farmers like Ingalls would telegraph that they have a certain amount of wheat for sale.
  • Bread & cereal companies would telegraph saying they have a certain amount of wheat to buy.

Contracts were facilitated by people called locals or speculators or market makers. The price of those contracts that were for delivery at a future date rose and fell, based upon the supply and demand of that commodity. If there was a:

  • great amount of rain and sun, there would be a huge supply of wheat, so prices would fall.
  • drought or flood or other disasters, the supply of wheat would be less, and prices of wheat futures would rise.

This commodities futures market worked very well with wheat. So, the same approach expanded with the exchange facilitating oil futures, gasoline futures, gold futures, silver futures, platinum futures, cotton futures, corn futures, different currency futures, and even stock index and bond index futures.

pasted-image.png

Futures are a leveraged asset class, which- in this context, means one can apply a relatively small amount of money to temporarily control a large amount of upside potential. For example, one could put a little money towards a futures contract that represents the entire S&P500 (called S&P500 Emini Futures- symbol ES).

While it may have cost around $150,000 to buy as little as one share of each of the 500 stocks in that Index, a futures position may cost as little as about $1300 to control that same $150,000. That is the leverage… using a small amount of money to control a large amount of upside opportunity… as if one has invested $150K to buy all of those shares of stock.

Every point an S&P futures contract moves is worth $50. What is a “point?” A point is a 1-dollar move in the price, so a 10-point move would be worth $500, and a 100-point would be worth $5,000.

If the futures contract moves 30 points over say- 2 days, like it commonly does in our Swinging SPY Futures Express, it would yield a $1500 profit ($50 times 30 points). In another trade held- say- 7 days: if the position moves 100 points, the profit would be $5,000. Again, each point in ES is worth $50, so X points times $50 projects profit in the ES trade: X times $50.

At the point in time we have written this article, the average daily range (meaning high-to-low or vice versa) of the ES is 50 points. That is an average move, NOT that it moves 50 points every day. So, on a quiet market day, it might move as little as about 20 points, and on a volatile day, it might move as much as about 100 points.

Why is important to know this?

  1. It implies how much an investor could make or lose in this kind of trade.
  2. As volatility rises, the Chicago Mercantile Exchange (CME) may increase or decrease the margin requirements.

What is the Margin requirement on the ES (the only future we recommend in the Swinging SPY Futures Express service)? The requirements can modestly rise & fall based on the volatility and price of the index. As those variables go up, the CME may increase the margin requirements. Why? As the index increases in price, a big point move like 50 to 100 points is going to be easier & occur more quickly.

At the time we wrote this lesson, the CME Margin Requirement was $12,800, which means how much money an investor would need to have on hand to buy 1 ES Mini contract. If he or she wanted to buy 2 contracts, they would need 2 times $12,800 or $25,600. 3 would be $38,400. And so on.

Why would a subscriber buy more than one? Why do investors buy more than one share of stock? They want to make MORE money.

What is a Mini Contract? The standard contract an individual trader or investor would be buying or selling, is comparable to buying a substantial number of shares in a stock. For example, let us compare the SPY (an ETF) vs. the ES (the futures contract) both representing the S&P500 index (modestly rounding some numbers to keep the math in these examples simple):

  • If (stock-minded) Investor A buys 100 shares of SPY (at about $500/share at the time this was written), the cost would be approx. $50,000. The SPY represents 1/10th of the S&P500 Index. The average true range of the SPY is about $5, which means on an average day, the index moves about $500. So, if today was an average day and the investor owned 100 shares of SPY, they would make about $500 on a favorable move… which is- on a $50K investment- 1%.
  • If (futures-minded) Investor B opted to buy 1 ES futures contract, it would cost around $13K for 1 contract. Since the ES is 10X the SPY, the average daily move is about 50 pts. Each point is worth $50 and the average daily move is 50 points so- in a favorable move- this investor would make $50 times 50, or $2500. $2500/$13,000 (for the contract) = a 19.2% profit. This is the leverage in futures referenced early in this lesson. It is generally 20:1 leverage in futures.

In these examples, the two investors wanting to trade the S&P500 index this way are investing $50K for 100 shares of SPY OR approx. $13K for 1 ES Emini (futures) contract. Their ROIs on the money invested are either 1% or 19.2% respectively. Yes, that’s about $50K to make a 1% ROI vs. $13K to make a little over 19% ROI. 

What if an investor does not have $ 13K-$50K? Are they out? No:

  1. One option would be to buy as little as 1 share of the SPY instead of the 100 shares in that example. That would cost only about $500… BUT the upside potential would be only $5 profit. $5 is still 1% but obviously, it is an EXTRAORDINARILY LONG road to get rich on only $5 profit-per-trade.
  2. Another option would buy more shares like maybe 3 shares of SPY for about $1500, but the profit would only be 3 X $5 per share, or $15. That is still a 1% profit but also an unimpressive ROI.
  3. Futures-minded Investor B could opt to take advantage of what is called a MICRO ES futures contract (symbol MES). What is a micro? A micro contract is 1/10th of a mini contract, so instead of $13K as described in the prior example, a micro would cost only $1,300. The 1/10th also applies to the points calculation: instead of $50-per-point, it becomes $5-per-point. The average range is still approx. 50 points, so if Investor B closed a micro-ES trade favorably, they make 50 times $5 or $250. The percentage gain vs. the $1,300 invested is still $19.2%, so the very same leverage as the mini contract.

The point in all of this is that Investor B trading the micro uses $1,300 to profit $250 while Investor A using $1,500 to trade 3 shares of the SPY makes only $15. Which investor is likely happiest?

It is this kind of example that moves many “I’d never trade futures” investors to rethink that mentality… particularly since BOTH of these investors are very simply trading bullish or bearish moves on the S&P500 index. No wheat, no corn, no oil, no silver… just singularly focused on the S&P500 moving UP or DOWN.

ES micros were launched in 2018 with great success. Why were they immediately successful? It facilitated people with small accounts to easily trade futures. 1/10th of the regular contract is quite affordable.

These examples all revolve around a favorable move. What if a trade moves the wrong way? In either scenario, the investor needs some cushion to weather a negative outcome: usually about 2-3X the amount they want to invest in each trade. They should also use one of a couple of types of what are called STOP orders, previously described in another lesson but very simply:

  • A stop is a level below the entry price (or above in a bearish or short trade) where your broker would automatically close the trade. This is essentially automatically bailing out at a certain price BELOW entry… or ABOVE entry in a short (or bearish) position.
  • A time stop is getting out after a few days if the trade is not moving in the desired direction.

For an example of applying a stop in a micro futures position, let us imagine that Investor B’s maximum loss level- which is where he or she wants to put the stop- is $100. If they invested $1,300 in one MES (a micro-S&P Future) contract and the contract price is- say- $5K, their stop would be $4,980: that’s $100 (maximum) loss target = 20 points at $5-per-point, so $5,000 minus 20 = $4,980.

If instead of the micro, Investor B used the regular ES contract- what is called the Mini– a 20-point loss would be $1,000 (20 times $50 per point), WHICH IS WHY GETTING THE DIRECTION RIGHT IS IMPERATIVE.

In the Swinging SPY Futures Express service, we do NOT use Stops. Instead, we continuously monitor the position and switch from bull (long) to bear (short) and back again as our advanced systems & analysis dictates our market bias day to day. The goal is to maximize subscriber ROI while minimizing downside loss.

Our founder- Sal Giamarese sums up this topic like this…

Futures are my favorite asset class to trade. There is no other place I know where you can multiply your capital as quickly as in the Commodity Futures markets. Besides the leverage of 20 to 1 or greater, there are also great tax benefits when trading futures such as:

  • what is known as “the wash sale rule” does NOT apply to futures. You can buy and sell- over and over the very same futures contract within a 30-day period and still be able to deduct the losses against the gains. The same is NOT true for stock investing.
  • Another benefit is that 60% of net gains are taxed at the much lower long-term capital gains rate. This is automatic. You can hold the futures position anywhere from one minute to one week or longer and still get the benefit of paying lower taxes on the gains. To get a comparable benefit, a stock trader must hold the stock for a whole year.

Now we are not tax experts, so any questions about taxes should be directed to an expert tax advisor. I share those examples because they are great, tangible MONEY benefits to illustrate some added-value reasons to get into futures.

I added futures trading to my own trading arsenal (mostly stocks, funds & options before that) back in 2007. The profitable methodology I created- which underpins the Futures Trading service we offer to subscribers- has never had a 3-month period of losses since then and delivers upwards of about 3-5 trades each month.

Question or Comment?