Point Multiplier Model
Standard US100 CFDs use a multiplier of $1.00 per full index point per contract. At 21,000 index price, 1 contract represents $21,000 in notional exposure.
Calculate contract sizing for Nasdaq 100 index CFDs. Translate technical index point stops directly into structured risk-managed contract quantities.
1 contracts = 1 contracts · 1 Points = $1 / contracts
Contract specifications may vary by broker. Verify your broker's trading specification window.
Specifications derived from standard institutional Nasdaq 100 · US100 contracts.
Account equity $10,000 USD, 1% risk budget ($100 USD), Long US100 with a 50 point technical stop distance.
2 contracts × 50 points × $1.00/point = exactly $100.00 USD risk at stop.
Indices trade as point-multiplier contracts rather than fractional currency lots. Understanding the contract multiplier is critical to avoid accidental over-leverage.
Standard US100 CFDs use a multiplier of $1.00 per full index point per contract. At 21,000 index price, 1 contract represents $21,000 in notional exposure.
Many CFD brokers enforce 1-contract minimum steps. Sizing rounds down to the nearest whole contract, ensuring risk stays strictly inside your budget.
During earnings seasons and macroeconomic releases, the Nasdaq 100 can easily move 200 to 400 points. Position sizing must accommodate wider technical stops.
Explore contract specifications and risk calculation rules across major markets.
On standard US100 CFDs, 1 full index point is worth $1.00 USD per contract. For mini contracts with a 0.1 multiplier, 1 point equals $0.10 USD.
1 contract is worth the current index price multiplied by the contract multiplier. If US100 is trading at 21,000, 1 contract equals $21,000 USD notional.
Index CFDs typically use minimum trade steps of 1 contract (or 0.1 on fractional platforms). The calculator floors down to protect your risk ceiling.