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Glossary

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Lagging Indicators

Market indicators showing the general direction of the economy and confirming or denying the trend implied by the leading indicators.

Last Trading Day

The final day when trading may occur in a given futures or options contract month. Futures contracts outstanding at the end of the last trading day must be settled by delivery of the underlying commodity or securities or by agreement for monetary settlement (in some cases by EFPs).

Leading Indicators

Market indicators that signal the state of the economy for the coming months. Some of the leading indicators include: average manufacturing workweek, initial claims for unemployment insurance, orders for consumer goods and material, percentage of companies reporting slower deliveries, change in manufacturers' unfilled orders for durable goods, plant and equipment orders, new building permits, index of consumer expectations, change in material prices, prices of stocks, change in money supply.

Lift

A trader is said to be "lifting" the offer when he/she initiates a trade that buys directly from the best offered price. This trade likely believes that the contract price will rise & is willing to give up the perceived edge to another trader by buying from his/her offer.

Limit Move

The increase or decrease of a price by the maximum amount allowed for any one product for any one trading session. These price limits are established by the exchanges, and approved by the CFTC. They vary from contract to contract. See price limit.

Limit Order

A customer sets a limit on price or time of execution of a trade, or both; for example, a "buy limit" order is placed below the market price. A "sell limit" order is placed above the market price. A sell limit is executed only at the limit price or higher (better), while the buy limit is executed at the limit price or lower (better).

Limits

See Position Limit, Price Limit, Limit Move, and Variable Limit.

Liquidity

A characteristic of a security or commodity market with enough units outstanding to allow large transactions without a substantial change in price. Institutional investors are inclined to seek out markets with high amounts of liquidity so their trading activity does not influence the market price.

Liquidate

Selling (or purchasing) futures contracts of the same delivery month purchased (or sold) during an earlier transaction or making (or taking) delivery of the cash commodity represented by the futures contract.

Loan Rate

The amount lent per unit of a commodity to farmers.

Local

Floor & screen-based traders who trade primarily for their own account. Locals, like speculators, provide liquidity to the market so hedgers can transfer price risk.

Long

One who has bought futures contracts or owns a cash commodity. See Purchasing Hedge.

Long hedge

A hedger who is short the cash (needs the cash commodity) buys a futures contract to hedge his future needs. By buying a futures contract when he is short the cash, he is entering a long hedge. A long hedge is also known as a substitute purchase or an anticipatory hedge.

Low

The lowest price of the day for a particular futures contract.

 



Risk Disclaimer: PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. BE ADVISED THAT THERE IS SUBSTANTIAL RISK OF LOSS WHEN INVESTING IN FUTURES AND DERIVATIVE MARKETS, INCLUDING MANAGED FUTURES, FUTURES OPTIONS, AND FOREX. NO SYSTEM OR CTA TRADING PROGRAM CAN GUARANTEE PROFITS OR FREEDOM FROM LOSS. THESE INVESTMENTS MAY NOT BE SUITABLE FOR ALL INVESTORS. Lions Futures is legally obliged to inform investors of a potential conflict of interest in recommending CTAs, given that Lions Futures is compensated through fees or commissions by CTAs. This material and any views expressed herein are provided for information purposes only and should not be construed in any way as an endorsement or inducement to invest in any specific program. Before investing in any program, you must obtain, read and examine thoroughly its disclosure document or offering memorandum. Any performance included herein is based upon information that has been compiled by Lions Futures.com from CTA disclosure documents and by third party independent CTA tracking services such as Barclay Group, Ltd., AutumnGold, CTA Research Corp., CTA Info, Institutional Advisory Services Group, and International Traders Research. All sources we use are free to the public. Such information has not been independently reviewed or audited by Lions Futures.com or its affiliates and therefore neither Lions Futures.com nor its affiliates make any representation as to its accuracy or completeness.