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What is notional value?

Notional value helps you determine how much risk and leverage are in a contract.

Notional value is the total value of the underlying asset being bought or sold in a futures transaction.

Notional Value = Contract Size x Current Price

Notional Value is useful in determining hedge ratios if the trader is looking to use futures to offset risk.

For example, if the contract size of the Micro S&P (MES) contract is $5, then the notional value is $5 x the current MES price.

$5 x 4450 = $22250

If a trader wished to protect $100,000 of stock market exposure (in an IRA account, for example) they would need to sell short 5 MES contracts.