Futures trading

Skill mahmoud20138/Tradecraft/plugins/tradecraft/skills/futures-trading

102 Claude Code skills across 7 categories -- trading strategies, Azure, VSCode extensions, AI prompts, and custom automation skills

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npx -y skills add mahmoud20138/Tradecraft --skill futures-trading

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Futures markets: contract specs, margin, rollover dates, commodity futures, index futures, interest rate futures, contango/backwardation, basis risk. USE FOR: futures contract, futures margin, rollover, expiry, contango, backwardation, commodity futures, crude oil futures, gold futures, ES futures, NQ futures, S&P futures, Nasdaq futures, treasury futures, basis risk, futures spread, USOILm, XAUUSDm futures.

SKILL.md

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Skill: Futures Trading | Domain: trading | Category: asset-class | Level: intermediate Tags: trading, asset-class, futures, contracts, rollover, contango

Futures Trading — Asset Class Reference

Contract Mechanics

Expiry: Futures expire on a fixed date (quarterly for index/rates, monthly for commodities)
Rollover: Roll to next contract before expiry (typically 5–10 days before)
Basis: Difference between futures price and spot price
Contango: Futures > Spot (normal for commodities with storage costs)
Backwardation: Futures < Spot (supply squeeze signal for commodities)

Key Futures Instruments

Contract	Exchange	Tick Size	Session (UTC)
ES (S&P 500)	CME	$12.50	23:00–22:00
NQ (Nasdaq)	CME	$5.00	23:00–22:00
CL (Crude Oil)	NYMEX	$10.00	00:00–23:00
GC (Gold)	COMEX	$10.00	23:00–22:00
ZN (10Y Note)	CBOT	$15.625	00:00–22:00

Contango/Backwardation Signal

def term_structure_signal(spot: float, front_month: float, next_month: float) -> dict:
    basis_1 = front_month - spot
    basis_2 = next_month - front_month
    structure = ("CONTANGO" if basis_1 > 0 and basis_2 > 0 else
                 "BACKWARDATION" if basis_1 < 0 and basis_2 < 0 else "MIXED")
    return {
        "structure": structure,
        "basis_front": round(basis_1, 2),
        "basis_next": round(basis_2, 2),
        "signal": {
            "CONTANGO": "Normal — no supply shock. Bearish medium-term for commodities.",
            "BACKWARDATION": "Supply squeeze or high demand. Bullish near-term.",
            "MIXED": "Transitioning — watch for structure shift.",
        }.get(structure),
    }

Oil & Gold (Your Instruments)

# Exness CFD equivalents of futures
OIL_CFD  = "USOILm"   # Tracks WTI crude front-month
GOLD_CFD = "XAUUSDm"  # Tracks COMEX gold spot/front-month

# Key oil fundamentals
OIL_DRIVERS = ["EIA inventory (Wed 14:30 UTC)", "OPEC decisions",
                "USD strength (inverse)", "geopolitical risk premium"]
GOLD_DRIVERS = ["Real yields (inverse)", "USD index (inverse)",
                "Risk sentiment", "Central bank buying"]

Futures Rollover Impact

Price gaps at rollover — check if your broker adjusts or creates gap
Exness CFDs typically adjust continuously — no hard rollover gap
Watch COT reports for large spec positioning at rollover dates