Same PnL on all the Major Finacials ......

M

md2324

Good Evening,

I want to post the same Pnl " Move " , and associate it with the Four major Financials , and ask for help in giving the Actual Pnl ( in $ terms ) for each.

The PnL " Move " we will use for all of the Four Financial is ... 0.05

So what would this be in $ terms for .......... ZB, ZN, ZT and ZF ?


Thank you for the help.

Bonds and the way in which you calculate a move and thus your PnL still confuses me a bit,
so just trying to gain a better understanding
Thanks much
 
go to CME.com, click on the contract, click on Contract Specifications and you will get something like


Points ($1,000) and halves of 1/32 of a point. For example, 126-16 represents 126 16/32 and 126-165 represents 126 16.5/32. Par is on the basis of 100 points.
Trading Hours SUN - FRI: 5:00 p.m. - 4:00 p.m. Minimum Price Fluctuation One-half of one thirty-second (1/32) of one point ($15.625, rounded to the nearest cent per contract), except for intermonth spreads, where the minimum price fluctuation shall be one-quarter of one thirty-second of one point ($7.8125 per contract).
 
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