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Micro E-mini Nasdaq 100 Futures Trading Strategies – Contract Specifications Discussed

Last Updated on 23 July, 2024 by Trading System

Ever since the emergence of stock index futures on the commodity exchanges, they have been the delight of futures traders because the contracts do not require physical delivery at expiration. As a result, different categories of stock index futures contracts are created to make the product accessible to all kinds of traders.

For the Nasdaq 100 Index futures markets, there are standard, e-mini, and micro e-mini contracts. The Micro E-mini Nasdaq futures are meant to cater to traders and investors with little capital, as the margin requirement is not even up to a thousand bucks.

Micro E-mini Nasdaq 100 Futures Contract Specifications

Micro E-mini Nasdaq 100 Futures Contract Specifications

Here are the main specifications for the Micro E-mini Nasdaq 100 Futures Contract:

  1. Contract Size: 1/10th of the E-mini Nasdaq 100 Futures Contract.
  2. Ticker Symbol: MNQ
  3. Underlying Index: The Nasdaq 100 Index, which tracks the performance of the largest non-financial companies listed on the NASDAQ Stock Market.
  4. Expiration Date: The third Friday of the contract month.
  5. Trading Hours: Sunday-Friday 6:00 p.m. to 5:00 p.m. (ET) with a 60-minute break each day from 5:00 p.m. to 6:00 p.m. (ET).
  6. Price Quotation: Points, with each point equal to $1.
  7. Minimum Price Fluctuation: 1 point or $0.10 per contract.
  8. Daily Price Limit: 7% above or below the previous day’s settlement price. Trading Strategies
  9. Trading Venue: CME Globex electronic trading platform.
  10. Contracts Traded: Monthly contracts, with the nearest two months being the most actively traded.
  11. Delivery: Cash-settled, with no physical delivery of the underlying index.
  12. Margin Requirements: The minimum amount of collateral required to trade the Micro E-mini Nasdaq 100 Futures Contract.
  13. Contract Months: March, June, September, December.
  14. Final Settlement: Based on the official settlement price of the underlying index on the expiration date.
  15. Delivery Grades: None, as the contract is cash-settled.
  16. Clearing: Cleared through the Options Clearing Corporation (OCC).
  17. Daily Mark-to-Market: The process of valuing the contract at the end of each trading day based on the current market price.
  18. Position Limits: The maximum number of contracts that an individual or entity can hold in a given futures contract.
  19. Tax Treatment: Tax treatment may vary based on the jurisdiction and individual circumstances. It is recommended to consult a tax professional for guidance.

These specifications provide an overview of the Micro E-mini Nasdaq 100 Futures Contract, but it is important to note that these may change over time and it is always recommended to review the current specifications before trading.

What is the Nasdaq 100 Index?

The Nasdaq 100 Index is a stock market index that consists of the 100 largest, non-financial companies (both U.S. and non-U.S. companies) listed on the Nasdaq stock exchange. It includes large companies from the technology, biotech, healthcare, industrial, and retail sectors.

With more than half of the index’s weight, technology stocks make up the bulk of the index. Amazon, travel services, and other stocks from the retail sector make up about 25 percent of the weight, while biotech, healthcare, and industrial sector round-up the index.

The Nasdaq 100 Index was first calculated on January 31, 1985, by the NASDAQ and has been maintained by the exchange since then. It uses a modified market-capitalization weighting system in calculating the index. So, even though the component stocks are weighted according to their market cap, some distribution rules are in place to limit the influence of the largest companies, thereby balancing the index with all components.

 

Micro E-mini Nasdaq 100 Trading Strategies

Nasdaq Daytrader
Nasdaq Daytrader

The Nasdaq Micro E-mini Futures market is perfect for those who want to trade strategies from the bigger E-mini contract, with a limited account size. The market is fairly liquid, although it doesn’t beat the liquidity of the bigger E-mini contract.

Some of the types of trading strategies that usually work well in the equity index markets, are mean reversion strategies and breakout strategies. Of these two, the mean reversion systems tend to be those that are the easiest to find and build.

If you want to learn how to build your own trading strategies, we recommend that you look closer at our definitive guide to building a trading strategy.

For those of you who would like to get your hands on various types of edges, we offer a unique edge membership where you as a member get access to new edges every month! Have a look!

Micro E-mini Nasdaq 100 Futures are a type of futures contract that allows traders to speculate on the performance of the Nasdaq 100 stock market index. These futures contracts are traded on the CME Group exchange and have become increasingly popular among traders due to their lower capital requirements and greater access to leverage.

Traders may use a variety of strategies when trading Micro E-mini Nasdaq 100 Futures. One approach is to use momentum-based strategies. These strategies involve identifying the direction of the prevailing trend in the market and then entering and exiting positions accordingly. Alternatively, traders may employ breakout strategies, which involve entering a position when the price breaks out of a defined range, or range trading strategies, which involve buying near the lower end of the range and selling near the upper end.

Trend following strategies are also viable options for traders looking to take advantage of longer-term trends in the Nasdaq 100 index. These strategies involve identifying the overall direction of the trend and then entering a position in the same direction.

Finally, traders may use a combination of strategies to take advantage of short-term and long-term trends in the market. For example, a trader may combine momentum and trend following strategies to enter a position when the trend is in line with the momentum of the market.

Our strategy library offers a wide range of strategies for trading Micro E-mini Nasdaq 100 Futures. These strategies are designed to help traders identify entry and exit points in the market, as well as to manage risk. By utilizing these strategies, traders can seek to maximize their returns and minimize their risks.

What are Micro E-mini Nasdaq 100 futures?

What are Micro E-mini Nasdaq 100 futures?
What are Micro E-mini Nasdaq 100 futures?

Futures are tradable financial derivative contracts that require the trading parties to receive or deliver the specified value of the underlying index on a future date, at an already agreed price. The Micro E-mini Nasdaq 100 futures are a type of electronically traded Nasdaq 100 futures whose value is one-tenth of the E-mini Nasdaq 100 futures. Just like the e-mini and the standard contracts, the underlying asset is the Nasdaq 100 Index.

In May 2019, the Chicago Mercantile Exchange Group launched the Micro E-mini Nasdaq 100 futures — together with other equity index micro futures — on its Globex electronic platform to help less-capitalized retail traders gain exposure to the Nasdaq 100 futures at a much lower cost than the already existing e-mini contracts. As with the e-mini version, the contracts are financially settled.

Micro futures are still leveraged instruments, so a trader only needs to deposit a portion of the total worth of the contract, known as the margin, to be able to trade the contract. The margin may vary depending on the contract expiration.

Trading Strategies

Trading outcomes are marked to market — at the end of every trading day, the clearinghouse of the exchange credit/debit each trader’s account with the profit or loss made on that day. Traders whose accounts are falling below the required margin are required to deposit more money to be able to keep their trade.

Why trade Micro E-mini Nasdaq 100 futures?

Why trade Micro E-mini Nasdaq 100 futures?
Why trade Micro E-mini Nasdaq 100 futures?

These are some of the reasons traders play the Micro E-mini Nasdaq 100 futures:

Hedging: Retail investors may use the Micro E-mini Nasdaq 100 futures to hedge their exposure in tech stocks.

Speculation: Many traders in the futures market, especially the less-capitalized ones, are speculators.

Portfolio diversification: The Micro E-mini Nasdaq 100 futures provide a cheaper way to invest in a diversified portfolio of tech stocks without owning the individual company stocks.

Seasonality Micro Nasdaq 100

The Nasdaq 100 index is composed of the 100 largest, non-financial companies listed on the Nasdaq stock exchange. As a result, the index is heavily influenced by the performance of technology stocks, making it a popular instrument for traders.

Seasonality is an important factor to consider when trading the Nasdaq 100. Different months have different trading patterns, so it is important to understand the seasonal trends in order to maximize profits.

January is usually a strong month for the Nasdaq 100, as investors tend to be optimistic about the new year and the potential for growth. Many technology stocks have strong fourth-quarter results, which helps to drive the index higher.

February is often the weakest month for the Nasdaq 100, as investors take a more cautious approach after January’s strong gains.

March is typically a good month for the Nasdaq 100, as investors look forward to the spring and begin making investments in technology stocks.

April is usually a mixed month for the Nasdaq 100, as investors take a more cautious approach.

May is typically a strong month for the Nasdaq 100, as investors look to capitalize on the spring rally in technology stocks.

June is often a weak month for the Nasdaq 100, as investors become more cautious ahead of the summer months.

July is usually a strong month for the Nasdaq 100, as technology stocks benefit from a pick-up in demand during the summer months.

August is typically a mixed month for the Nasdaq 100, as investors take a more cautious approach after July’s strong performance.

September is often a strong month for the Nasdaq 100, as investors look to capitalize on the back-to-school buying season.

October is usually a weak month for the Nasdaq 100, as investors become more cautious ahead of the holiday season.

November is typically a strong month for the Nasdaq 100, as technology stocks benefit from the holiday shopping season.

December is often a mixed month for the Nasdaq 100, as investors take a more cautious approach after November’s strong performance.

By understanding the seasonal trends in the Nasdaq 100, traders can better position themselves to capitalize on potential opportunities.

The benefits of Micro E-mini Nasdaq 100 contract over the Mini contract

The Micro E-mini Nasdaq 100 contracts have the following benefits over the mini and standard contracts:

Capital efficiency: Compared to the $7,500 required for the E-mini Nasdaq 100 futures contract, only a $750 maintenance margin is required to carry the micro e-mini contract. Also, the tick value for the micro contract is a fraction of the mini version.

Ease of diversification: With the micro contracts being less capital intensive, traders can afford to trade other assets at the same time.

Emotional control: A trader’s emotional control is normally dependent on the amount at risk. The lower margins and tick size for the micro contracts make them easier to manage.

How does the Micro E-mini Nasdaq 100 futures trade?

The Micro E-mini Nasdaq 100 futures are offered exclusively on the Chicago Mercantile Exchange (CME) Group’s Globex electronic trading platform. Trading is open Sunday to Friday from 6:00 p.m. to 5:00 p.m ET the next day.

A contract of Nasdaq 100 futures (MNQ) is equivalent to $2 times the current value of the Nasdaq 100 Index. The minimum price fluctuation is as follows:

  • Outright: 0.25 index point or $0.50 per contract
  • Calendar Spread: 0.05 index points or $0.10 per contract

There are quarterly contracts (March, June, September, and December) listed for five consecutive quarters. The margin required to maintain one contract of the Micro E-mini Nasdaq 100 futures is just $750.

At expiration, the contract is settled with cash. The last trading day is the third Friday of the contract month, and trading terminates at 9:30 a.m. ET.

How to start trading E-mini Nasdaq 100 futures

If you are interested in trading this contract, you will have to open an account with the exchange through a futures broker and deposit the required margin. Be cautious about futures trading though — it may appear easy to make money from futures trading, but you can also lose all invested.

What are some important dates and reports that affect Micro E-mini Nasdaq 100 Futures?

The Micro E-mini Nasdaq 100 Futures is an exchange-traded contract based on the Nasdaq 100 index, which tracks the performance of 100 of the largest companies listed on the Nasdaq exchange. As such, the price of the Micro E-mini Nasdaq 100 Futures is affected by a variety of factors, including economic reports and announcements, as well as changes in overall market sentiment.

In terms of economic reports and announcements, the most important dates and reports that affect the price of the Micro E-mini Nasdaq 100 Futures include the release of the monthly Non-Farm Payrolls Report, the release of the GDP Report, the release of the Consumer Price Index, and the release of the Producer Price Index. These reports provide insight into the overall health of the U.S. economy, which in turn can affect the performance of the Nasdaq 100 index.

In addition, the release of the Federal Reserve’s Beige Book, which provides a summary of economic activity across the country, can also have a significant impact on the price of the Micro E-mini Nasdaq 100 Futures. Other reports that can affect the price of the Micro E-mini Nasdaq 100 Futures include the weekly Initial Jobless Claims Report, the monthly Durable Goods Orders Report, and the monthly Retail Sales Report.

Changes in overall market sentiment can also have a significant impact on the price of the Micro E-mini Nasdaq 100 Futures. Major news events, such as elections and political developments, can have a significant impact on the stock market and the Nasdaq 100 index, which in turn can affect the price of the Micro E-mini Nasdaq 100 Futures.

Finally, changes in the interest rate set by the Federal Reserve can also have an impact on the price of the Micro E-mini Nasdaq 100 Futures. When the Federal Reserve raises or lowers the interest rate, it can have an effect on the stock market and the performance of the Nasdaq 100 index, which can in turn affect the price of the Micro E-mini Nasdaq 100 Futures.

In summary, the price of the Micro E-mini Nasdaq 100 Futures is affected by a variety of factors, including economic reports and announcements, changes in overall market sentiment, and changes in the Federal Reserve’s interest rate. By keeping track of the dates and reports mentioned above, investors can get a better understanding of the factors that are likely to affect the price of the Micro E-mini Nasdaq 100 Futures.

The factors that affect Micro E-mini Nasdaq 100 futures

Here are some of the factors that can affect the Micro E-mini Nasdaq 100 futures:

Trade policy changes: Any change in trade policy can affect stock prices and influence the value of the index futures.

Political events: Events like elections, referendums, wars, and other geopolitical events affect stock prices and the value of the index.

Changes in interest rates: The stock market usually responds to changes in interest rates, and the Nasdaq Index is not an exception.

Micro E-mini Nasdaq 100 FuturesTrading Strategies cot report.

The Commodity Futures Trading Commission (CFTC) Commitments of Traders (COT) report is a weekly report released every Friday at 3:30 p.m. Eastern time. The report shows the total number of contracts held by commercial and non-commercial traders, as well as the number of contracts held by each category of trader. This report can be a valuable tool for traders as it provides insight into the positioning of large market participants and can help traders identify potential trading opportunities and develop trading strategies.

For example, if the COT report shows that large commercial traders have a large long position in a particular futures contract, this could be an indication that prices in the underlying asset are likely to move higher. On the other hand, if large commercial traders hold a large short position, this could be an indication that prices are likely to move lower.

Additionally, the COT report can also be used to identify potential trading opportunities in the opposite direction. If the COT report shows that large commercial traders are heavily positioned in one direction, this could be an indication that the market is overbought/oversold and that a reversal may be imminent.

In summary, the COT report can be a valuable tool for traders looking to develop Nasdaq 100 E-mini futures trading strategies. By analyzing the positions held by large commercial and non-commercial traders, traders can gain insight into the direction of the market, identify potential trading opportunities, and develop strategies to take advantage of them.

 

Trading Strategies

Conclusion

The Micro E-mini Nasdaq 100 futures offer small investors a means to diversify their portfolio, as well as hedge their exposure in technology stocks. It also provides retail traders with an opportunity to speculate on the direction of the Nasdaq 100 Index. The contract is traded exclusively on the CME’s Globex electronic trading platform.

Here is our archive with articles about other tradeable futures markets.

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