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Cabot Investing Handbook

Everything You Ever Wanted to Know About Futures Investing

In Brief:

  • Futures are standardized contracts to buy/sell assets at a future date and price.
  • Used for hedging (risk management) and speculation (profit from price moves).
  • Highly leveraged: Small price changes can mean big gains or losses.
  • Most contracts are closed before delivery; physical settlement is rare for most traders.
  • Futures trading is regulated, transparent, and central to global finance, but not suitable for everyone.

NOTE: Futures trading is complicated and risky. We do not recommend it for novice, risk-averse, or low-engagement investors. Always consult with a financial advisor before engaging in futures or other advanced trading strategies.

Futures trading is a cornerstone of global finance, offering a way to hedge risks, speculate on price movements, and facilitate price discovery for everything from oil and corn to stock indices and cryptocurrencies.

A futures contract is a standardized, legally binding agreement to buy or sell an asset at a predetermined price on a specific future date. These contracts are traded on regulated exchanges and are used for a wide variety of underlying assets.

Each contract specifies the quantity, quality, and delivery date/location for the underlying asset. It also spells out the obligations of the parties, specifically that both the buyer and the seller are obligated to transact at the contract’s expiration—unlike options, which give the right but not the obligation.

Futures are traded on exchanges (such as CME, NYMEX), which provides transparency, liquidity, and eliminates counterparty risk by acting as the central clearing party.

There are four types of futures contracts.

  1. Commodity Futures: Oil, gold, corn, wheat, coffee, etc.
  2. Financial Futures: Stock indices (S&P 500, Nasdaq), bonds, interest rates
  3. Currency Futures: EUR/USD, JPY/USD, GBP/USD, etc.
  4. Cryptocurrency Futures: Bitcoin, Ethereum, etc.

How Do Futures Work?

Enter a Contract: The buyer agrees to purchase and the seller agrees to deliver (or settle) the asset at the set price on the expiration date.

Margin and Leverage: Traders only need to deposit a fraction of the contract’s value (the “initial margin”), allowing for significant leverage. For example, for a $250,000 S&P 500 futures contract with a 10% margin requirement, a trader only needs $25,000 to control the position.

Settlement: For common commodities such as oil or wheat, the agreements are physically settled, with the buyer receiving the appropriate amount of the commodity. For financial futures such as the S&P 500 Index, the difference between the contract price and the market price at expiration is settled in cash.

Close a Position: Most traders close (offset) their positions before expiration by entering a futures contract taking the opposite side of the trade to avoid having to take physical delivery.

How to Trade Futures

  1. Open a Futures Trading Account: Requires approval and a margin deposit with a registered broker.
  2. Choose a Market and Contract: Decide on the asset (oil, gold, S&P 500, etc.) and contract month.
  3. Place an Order: Buy (long) if you expect prices to rise; sell (short) if you expect a decline.
  4. Monitor and Manage: Track daily price movements, margin requirements, and news affecting your positions.
  5. Close or Roll Over: Offset your position before expiration to avoid delivery, or roll over to a new contract month.

Examples of Futures Trading in Action

  1. A wheat farmer fears prices will fall before harvest. In April, wheat trades at $6/bushel. The farmer sells (shorts) September wheat futures at $6. If prices fall to $5 at harvest, the farmer’s crop sells for less, but the short futures position gains $1 per bushel—offsetting the loss.
  2. An investor believes oil prices will rise from $70 to $80 per barrel. They buy (go long) one NYMEX crude oil futures contract (1,000 barrels) at $70. If oil rises to $80, they can sell the contract for a $10,000 profit ($10 × 1,000 barrels).
  3. Suppose the S&P 500 is at 5,000, and the futures contract is worth $50 × index level = $250,000. With a 10% margin, a trader only needs $25,000 to enter. If the index rises 10% to 5,500, the contract is worth $275,000—a $25,000 gain, or 100% return on margin. If the index falls 10%, the entire margin is lost.

Common Futures Contracts

Asset ClassExample ContractContract SizeSettlementTypical Use
CommoditiesCrude Oil (NYMEX)1,000 barrelsPhysicalHedging, Speculation
CommoditiesGold (COMEX)100 troy ouncesPhysicalHedging, Speculation
AgricultureCorn (CBOT)5,000 bushelsPhysicalHedging, Speculation
FinancialS&P 500 E-mini (CME)$50 × index levelCashHedging, Speculation
CurrenciesEuro FX (CME)125,000 eurosCashHedging, Speculation
Interest Rate10-Year Treasury Note$100,000 face valueCashHedging, Speculation
CryptoBitcoin (CME)5 BTCCashSpeculation

There are three primary categories of parties that participate in the futures market. The first includes people trying to hedge against price increases or variability. Farmers, airlines, manufacturers, and importers/exporters use futures to lock in prices and protect against adverse price movements. For example, an airline might buy jet fuel futures to secure a fixed price and avoid uncertainty and cost spikes.

The second group are traders or investors seeking to profit from price movements without intending to take delivery use futures. Speculators provide liquidity and help with price discovery. For example, a trader buys gold futures expecting prices to rise, planning to sell before expiration.

Finally there are arbitrageurs who are looking for differences between markets and related contracts which they can exploit for risk-free profit.

Key Features of Futures Markets

Standardization: All futures contracts specify the quantity and quality of the asset, delivery date and location, and the settlement method (physical/cash).

Centralized Exchanges: Futures are traded on major exchanges (e.g., CME, NYMEX, ICE), ensuring transparency, liquidity, and standardized rules.

Daily Mark-to-Market: Gains and losses are settled daily. If losses exceed margin, the trader must deposit more funds (margin call).

Regulation: The Commodity Futures Trading Commission (CFTC) and National Futures Association (NFA) regulate US futures markets to protect participants and ensure fair trading.

Leverage and Margin in Futures Trading

Futures trading is highly leveraged, meaning small price moves can result in large gains or losses relative to the initial margin. Leverage magnifies both profits and losses and losses can exceed the initial investment.

So, a futures contract with an initial value of $250,00 would have a $25,000 initial margin, representing 10% of the contract value. The chart below illustrates some gain and loss scenarios.

Price ChangeContract ValueGain/Loss% Gain/Loss
20%$300,000$50,000200%
10%$275,000$25,000100%
0%$250,000$00%
-10%$225,000($25,000)-100%
-20%$200,000($50,000)-200%

As you can see in the bottom row, the buyer would not only lose the initial $25,000 margin but would be required to pay in an additional $25,000 if that 20% drop in price remained at the time of settlement. In theory, the contract value could drop to zero, in which case the buyer would be out the full initial value of the contract – $250,000.

You can see how that leverage works both ways. That’s why futures traders much have a high risk-tolerance.

Risks in Futures Trading

Leverage RiskSmall price movements can wipe out the margin deposit, leading to large losses
Liquidity RiskSome contracts may be thinly traded, making it hard to enter/exit positions at desired prices
Market RiskFutures prices can be volatile, driven by news, weather, politics, and macroeconomic events
Margin CallsAdverse moves require additional funds to maintain positions; failure to meet calls leads to forced liquidation
Settlement RiskPhysical delivery can occur if positions are not closed before expiration—important for commodity traders

Futures trading is a powerful tool for hedging, speculation, and price discovery across global markets. Its advantages—high liquidity, leverage, and transparency—are balanced by significant risks, especially for inexperienced traders.

Futures are best suited for those who have a solid understanding of the markets, risk management, and the unique mechanics of these contracts.

If you’re interested in futures trading, start by learning the basics, use paper trading to practice, and always manage your risk carefully.