(Contract Size x Contract Multiplier) / Mark Price = (10 Contracts x 100 USD) / 10,104 USD = 0.09897 BTC (at the the image was taken) Unrealized and Realized PNL; Realized PNL refers to profits and losses incurred from completed trade transactions. Unrealized PNL refers to profits and losses associated with transactions not yet completed. For example, when User A opens ten contracts of BTCUSD. Unrealized PNL = position_size * contract_multiplier * direction of order * (1 / entry price - 1 / latest price) ROE% = Unrealized PNL * mark_price / abs(size) * contract_multiplier * IMR For more details, please click the link to explore more
But being a leveraged instrument, only a margin of about U.S.$1,000 is required for a trader to carry the contract. The contract is quoted in IMM three-month London Interbank Offered Rate (LIBOR) index points, which is 100 minus the 3-month LIBOR interest rate. For instance, if the rate is 5%, the contract shall be quoted as 95.00. One interest rate basis point equals .01 price points, which is equivalent to $25 per contract The consensus among economic researchers is that the fiscal multiplier is higher when short-term interest rates are at or near zero. A series of studies finds that the size of the government purchase multiplier is close to 2 or even larger in that case (Christiano et al, 2011, Woodford, 2011 and Erceg and Lindé, 2014)
All LME contracts are traded in lots - which vary in size from 1 to 65 metric tonnes depending on contract type and the underlying metal - and are priced in US dollars. The LME publishes official exchange rates to enable settlement in pound sterling, Japanese yen and euros, as well as US dollars Each contract with that stop loss level will result in a risk of $50 (4 ticks x $12.50), so buying two contracts will bring your total risk for the trade up to $100. If you buy three contracts, you will be violating your maximum risk rule. If you only buy one contract, you are only risking half of your maximum allowable loss, which means you are also limiting your profit potential Contract Unit: One Bitcoin futures contract (each futures contract equals 5 bitcoin) Minimum Price Fluctuation: Regular Tick: $5 per bitcoin ($25 per contract) for premium > $25 per bitcoin ($125 per contract) Reduced Tick: $1 per bitcoin ($5 per contract) for premium at or below $25 per bitcoin ($125 per contract) Trading Hour
Contract Size: The unit of trading shall be U.S. Treasury Bonds having a face value at maturity of one hundred thousand dollars ($100,000) or multiples thereof: Price Quotation: Points ($1,000) and halves of 1/32 of a point. For example, 126-16 represents 126 16/32 and 126-165 represents 126 16.5/32. Par is on the basis of 100 points. Venu The contract size is 25,000 pounds making the multiplier $250 for a penny move. Simply put, if copper rises or falls by one cent a futures trader would make or lose $250. This makes sense because if the price of copper goes up by 1 penny you would make 25,000 pennies on a long futures position. Also unlike gold futures, copper prices trade in fractions of a cent. If you see copper quoted at 3.
Writers of uncovered puts or calls must deposit / maintain 100% of the option proceeds * plus 20% of the aggregate contract value (current (spot or cash) index value x $100) minus the amount by which the option is out-of-the-money, if any, subject to a minimum for calls of option proceeds * plus 10% of the aggregate contract value and a minimum for puts of option proceeds * plus 10% of the aggregate exercise price amount Contract size multiplied by the index level (For example: if the current index value is 1000 then the notional value would be 10000 x 25 = Rs. 2,50,000) Tick Size 0.0 Tells you approximately how much the market value of a contract would change if the price were to change by 1. It cannot be used to get market value by multiplying the price by the approximate multiplier. int MdSizeMultiplier MD Size Multiplier. Returns the size multiplier for values returned to tickSize from a market data request. Generally 100 for US stocks and 1 for other instruments
Multiplier. 1. The usual underlying number of stock options is 100 shares. On Deribit there is no multiplier. Each contract has only 1 ETH as the underlying asset. Initial Margin. The initial margin is calculated as the amount of ETH that will be reserved to open a position. Long call/put: None. Short call The minimum change in value of a futures contract is the tick, equal to the contract size multiplied by the pip value of the currency. Ticks are always expressed in USD. Price changes in currency futures are calculated by multiplying the number of ticks by a constant multiplier, which is what a tick is worth in USD. The actual value of a tick will depend on the specific type of contract. Generally, the tick value for currency contracts varies, depending on contract sizes, which can range. The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity . It could be in barrels, tons, liters, etc. We use this contract size to determine the multipliers on our website. The multipliers essentially multiply your profit/loss for every contract. For example, if the delivery is 10,000 liters of orange juice one contract of OJ would multiply your profit loss by.
. If the S&P Futures are trading at 2,000, a single futures contract would have a market value of $500,000. For every 1 point the S&P 500 Index fluctuates, the S&P Futures contract will increase or decrease $250. US Tax Advantages. In the United States broad-based index futures receive special tax treatment. E-minis are futures contracts that represent a fraction of the value of standard futures. They are traded primarily on the Chicago Mercantile Exchange's Globex electronic trading platform.E-mini contracts were first launched in 1997 for the S&P 500 index with great success, and are now available on a wide range of stock market indices, commodities and currencies Here's how we compute it: Master lot size x Master contract size x Multiplier(Lot) / Slave contract size = Slave lot size. Using the Mutliplier (Lot), the contract size is not considered, so if it is different between master and slave symbols, the notional amount of the trade will not be the same. Here is how we compute it: Master lot size x Multiplier(Lot) = Slave lot size . Below the.
. With this change, the notional value of each futures contract will be approximately $24,000, or one tenth the current size. Trabue Bland, President of ICE Futures U.S., explains: By. Contract size. Future price x Multiplier. Contract months. The 4 nearest quarterly months of the Mar/Jun/Sep/Dec cycle. Expiry day. The third Friday of the expiry month at 9.05 CET. If the. Contract Size : EUR 100,000 : Months : Mar, Jun, Sep, Dec (H, M, U, Z) Trading Hours : 1:10a.m. - 10:00p.m. (CET) Value of One Futures Unit : EUR 1,000 : Value of One Options Unit : EUR 1,000 : Last Trading Day : Two exchange trading days prior to the delivery day of the relevant quarter-end month : Description. Interest rate futures contracts are widely traded throughout the world. The most. Contract Size. 1,000 barrels Unit of Trading. Any multiple of 1,000 barrels Currency. US Dollars and cents Trading Price. One cent ($0.01) per barrel Settlement Price. One cent ($0.01) per barrel Minimum Price Fluctuation. One cent ($0.01) per barrel Expiration Date. Trading shall cease at the end of the designated settlement period on the last Business Day of the second month preceding the. Contract size. Usually 100 shares per contract. This may be adjusted for rights, bonus issues and other capital adjustment events. Tick size. $0.001 per share = $0.10 (contract size 100 shares) for premium below 1 cent. $0.005 per share = $0.50 (contract size 100 shares) for premium of 1 cent or more. Exercise style
It is calculated based on required margin and contract size/value. It may be inaccurate in some cases. Maximum position size by margin displays the biggest trade you can take with your currently available free margin and leverage. Swaps tab . The swaps tab displays details on the overnight interest payments associated with the current trading instrument and calculated position size. It shows. The contract size for futures refers to the value of the contract based on the price of the underlying futures contract times a contract-specific multiplier. The contract-specific multiplier of the E-mini S&P 500 is $50. Therefore, to get the contract size, it needs to be multiplied by the S&P 500 Index price. So if the S&P 500 is trading at 2,600, the value of the contract is $50 x 2,600.
• Multiplier: Initially 100 • Deliverable or Contract Size: Initially 100 Among the eight items above, class, style, and type remain constant throughout the life of the contract. The expiration date will change if the underlying stock goes through an accelerated expiration—for example, due to a buyout or delisting of a stock. In this case the expiration date will change, but the symbol. Contract size = Quantity of underlying instrument that can be bought/sold on the basis of an option. Example: A Eurex Exchange option on Siemens AG includes the right to buy or sell 100 Siemens shares (= contract size). The published price of the option, however, always refers to just one share. For most of the on Eurex Exchange traded equity options the contract size is 100 equities.
Contract size Futures price x multiplier Price quotation Index point Minimum price change 5 Index points (€25) Contracts months 4 nearest quarterly months of the Mar-Jun-Sep-Dec cycle Expiry day The third Friday of the expiry month at 9:05am (trading on the expiring contracts ceases at that time). If the Exchange is closed on that day, the contract expires on the last trading day preceding. Our contracts allow all those along the metal supply chain, as well as investment communities, to hedge against or take on price risk. Our unique prompt-date structure provides flexibility for the metal community to trade daily, weekly and monthly, mirroring physical trading. All LME contracts are traded in lots - which vary in size from 1 to 65 metric tonnes depending on contract type and the. a fixed dollar amount that represents the price per unit of a stock index futures contract, used to calculate its contract size. + Read More. More Series 3 Info. What are people saying? Create an Account. We have an excellent Audiobook for the Series 3! Since you're reading about Series 3: Contract Multiplier, you might also be interested in: Series 79 - income statement. SIE - restricted.
The contract size of Crude Oil is 1,000 barrels. To calculate the value of a tick, you would multiply 1,000 x .01 = $10. So, every time you see the price of Crude Oil move up or down .01, you know that means it's a $10 move. A 5-cent move in the price of Crude Oil would mean it is worth $50 if you are trading one contract. In gold, the minimum tick size is 10 cents, since the total contract. Minimum Order Size. 0.1 option contract. Block Trade. Minimum of 25 options contracts . Contract Specifications ETH. Underlying Asset/ Ticker. Deribit ETH Index. Symbol. The symbol of an options contract consists of Underlying asset-Expiry date-Strike price-Option's type (C - call/ P - put). Example: ETH-30MAR2019-100-C. This is a call option (C), with a strike price of 100 USD, expiring on. Calculate the tick size by multiplying the base tick value by the tick table Ticks multiplier. For example, the base tick value of a product may be listed as 1/100=.01, and the multiplier for all prices is 1. Then the tick size for that product would be .01*1=.01 Over the years, valuation experts have distinguished patterns in the selling price of businesses and financial ration of relevant groups. These patterns, industry specific multiples, determine the current value of a company. Industry specific multiples are the techniques that demonstrat
Contract size. This is the quantity of the asset in each contract which is standardized and does not change but can be different for each instrument. For example, one contract of Crude Oil (/CL) represents 1,000 barrels. The E-Mini S&P 500 futures (/ES) represent $50 times the price of the S&P 500 Index. ~ (or Trading Unit) The ~ states the amount and unit of the underlying commodity. Contract size multiplied by the index level (For example: if the current index value is 1000 then the notional value would be 10000 x 25 = Rs. 2,50,000) Tick Size: 0.05: Trading Hours: As in equity derivative segment: Expiry Date: BANKNIFTY futures contracts expire on the last Thursday of the expiry month. If the last Thursday is a trading holiday, the contracts expire on the previous trading. - One DJIA Index ($25 multiplier) futures contract shall be deemed to be equivalent to five mini-sized Dow ($5 multiplier) contracts. - Two DJIA Index ($25 multiplier) futures contracts shall be deemed to be equivalent to five DJIA Index ($10 multiplier) futures contracts. Refer to Rule 559. for requirements concerning the aggregation of positions and allowable exemptions from the specified. Contract: Symbol: Exchange: Margin Requirement: Multiplier (Size) Month Trading Hours: Chicago Ethanol (Platss) Futures: CU/ NYMEX: 2800.00: 42,000.00: GHJKMNQUVX
Question: BBB takes a Short position in 1 futures contract on Gold. The Gold futures contract has contract size = 100 units (multiplier). The value of 1 futures contract is $10,000 (= $100 *100). The Margin Account is 10% of the value of a futures contract, i.e., the Margin Requirement is $1000 (This is also the Initial Margin). The Maintenance. Knowing your contract specifications—the multiplier, contract, tick size, and delivery terms—can be important for any trader or investor. You should educate yourself before that first trade. If you're a stock trader venturing into options for the first time, it may be as straightforward as shifting two decimal places to the right to account for the multiplier of 100. But if you're. Contract Multiplier: Content Period: 1,2,3 Month: Tick Size : Rs. 0.05 in spread price terms for S&P BSE SENSEX futures contracts Rs. 0.05 in spread price terms for S&P BSE-100 futures contracts Rs. 1 in spread price terms for other index futures contracts : Trading Hours : 9 .15 a.m to 3.30 p.m : Last Trading/Expiration Day: Last Thursday of each contract maturity month. Note: A. Business day. Set a multiplier for all item stack sizes in the game, and block items some from be multiplied. Stack Multiplier will allow you to set a numeric multiplier amount that will change the stack size of every item in the game at once. The stack sizes will revert on plugin unload Contract Size: The unit of trading shall be U.S. Treasury Bonds having a face value at maturity of one hundred thousand dollars ($100,000) or multiples thereof: Price Quotation: Points ($1,000) and halves of 1/32 of a point. For example, 126-16 represents 126 16/32 and 126-165 represents 126 16.5/32. Par is on the basis of 100 points. Venue: CME Globex, Open Outcry (New York) CME Globex Hours.
Board: AQA, Edexcel, OCR, IB, Eduqas, WJEC. An initial change in aggregate demand can have a much greater final impact on the level of equilibrium national income. This is known as the multiplier effect - the multiplier is explained in our short revision video below. Practice MCQ Revision Video on the Multiplier Tick size: 0.025 tick size, 40 ticks per point (ie: 75.00, 75.025, 75.050, 75.075) Cost per tick: $12.50 Margin: $1,000 per contract @ Amp, haven't tried negotiating it down, but sure you could For every 10 ticks CL moves, QM moves 4 ticks (2.5:1 ratio). Those same 10 ticks is $100.00 on CL [10x$10], and $50 on QM [4x$12.50] (2.0:1 ratio). Notice the difference in ratio there. If your account. Exchange Traded Products Options. ETPs are shares of trusts that hold portfolios of stocks designed to closely track the price performance and yield of speicfic indices. As ETPs trade like stock, options on these products are operationally similar to options on stock. Options on ETPs are physically settled and have an American-style exercise.
ICE plans to reduce the multiplier for the contract, which determines the notional value of each futures contract, to $5 times the index from the current $50, effective September 28, 2020. With this change, the notional value of each futures contract will be approximately $25,000, or one tenth the current size. This change will allow the contract to better match the needs of a wide range of. Multiplier / Contract value: $100; Tick size / Minimum price change: 0.1; Tick value / Minimum price value: $10; Strike or exercise price intervals: $25 and $50 per ounce; Exercise style: American; Delivery: a futures contract The contract specifications are specified for one contract, so the tick value shown above is the tick value per contract. If a trade is made with more than one. This multiplier is set to 100 divided by the crash size (as a percentage) that is being insured against. For example, say an investor has a $100 portfolio, a floor of $90 (price of the bond to guarantee his $100 at maturity) and a multiplier of 5 (ensuring protection against a drop of at most 20% before rebalancing the portfolio)
As a result of this change to the contract multiplier, all outstanding open interest in NYSE FANG+ futures contracts as of the close of business on Friday, September 25, 2020 will be converted into the new, smaller contract terms by converting each outstanding one lot of the old size contract into ten lots of the new size contract. This. We estimate local fiscal multipliers and spillovers for the USA using a rich dataset based on the US Department of Defense contracts and a variety of outcome variables relating to income and employment. We find strong positive spillovers across locations and industries. Both backward linkages and general equilibrium effects (e.g., income multipliers) contribute to the positive spillovers By purchasing the High-Low contract, you'll win the multiplier s the difference between the high and low over the duration of the contract. Reply. M Beale says: Traders' Top Reasons for Losses No stop loss in place: 26.1. System Update: SMA Crossover Pullback (Jan. 28 - Feb. 4) an hour ago. Forex.com. $1. Note: Digit contracts will be refunded at the purchase price if the contract doesn't. Therefore, for a position of this size - 10,000 units - we will gain or lose $1 for every pip movement in either direction. So if the EUR/USD moves 100 pips (i.e. 1 cent) in our direction we will make $100 profit. We can do this for any trade size. The calculation is simply the trade size times 0.0001 (1 pip) This section describes the calculations that the FTSC uses to convert from forwards to spots, and vice versa. Before the conversion, if the value of the pipSize parameter is greater than 0.0, the value of the epsSize parameter is added (for bids) or subtracted (for asks) from the forward price. For example
Contract Size: 1 USD: 1 USD: 1 USD: 1 USD: 1 USD: Trading Hours. 24 hours/day, 7 days/week, 365 days/year (excluding maintenance) Price Quotation. USD per 1 BTC. USD per 1 ETH. USD per 1 LTC. USD per 1 BCH. USD per 1 XRP. Tick Size: 0.5 USD: 0.05 USD: 0.01 USD: 0.1 USD: 0.0001 USD: P&L Settlement Method: Cash-settled in BTC: Cash-settled in ETH. ICE plans to reduce the multiplier for the contract, which determines the notional value of each futures contract, to $5 times the index from the current $50, effective September 28, 2020. With. The minimum Limit Order amount for the contract. Min. Trade Amount. The minimum order pice/minimum change in the unit price of the contract. Min. Order Price / Min. Price Movement. The buy price of limit orders should be less or equal to (1 + cap ratio )* current Mark Price of the contract. The sell price of limit orders should be higher or.
multiplier Multiplier is used to convert prices to correct format. For example, EUR/USD may be quoted as 15,945, which translates to an outright price of 1.5945. For inverted trades this multiplier becomes a divider. float: forwardPointsBid These points will be added or subtracted from the outright bid price as computed by the multiplier. float: forwardPointsAsk These points will be added or. Inventory Skew with Balance Limit. Starting with version 0.30.0, a limit can be applied to the total balance to allocate how much the bot can access in an exchange or wallet. With inventory skew, Hummingbot will maintain a target balance with respect to the allowable asset. - inventory_skew_enabled: True - inventory_target_base_pct: 50. Futures Contract Size Multiplier As investors and should the trading opportunities using admiral markets on futures contract size multiplier represents a former contributor to sell a futures contract that trades in this asset. Position Size (No. of contracts) = Trading Capital / Maximum Draw-down Per Contract. The key input in this approach is the maximum draw-down per contract. However, the largest draw-down per contract based from your trading records might be underestimated. Hence, there is a need to adjust the maximum draw-down figure. A simple way to do that is to use a multiplier. A large multiplier implies a.
Multiplier GBP 10 per Index point Tick Size (Minimum Price Movement) 0.5 Tick Value £5 Series code convention Each series on the Turquoise SOLA2 derivatives platform is designated by a maximum of eight symbols where; a maximum of six symbols designates the Contract Underlying, one symbol designates the Expiration Year and one symbol designates the Expirations Month. Remaining numbers indicate. Applying these rates cumulatively yields a cost multiplier of 1.99; i.e., (1 + 0.35) x (1 + 0.25) x (1 + 0.18). This means that each employee is typically costing the company roughly twice (1.99 times) their base salary. These multipliers can vary widely, though, across different companies, or even within the same company from year-to-year. In the Government contracting domain, the 1.99 figure. Contract Size. 5,000 bushels. Contract Months. March, May, July, September and December. Trading Hours. 8:30 a.m. to 1:20 p.m CT (Mon-Fri) 7:00 p.m. - 7:45 a.m.(Sun-Fri) Settlement. Deliverable . Last Trading Day. The business day before the 15th calender day of the contract month. Uses of Oats. Oat futures are popular on the commodity market because the grain can be used to make a wide. Contract Size: 10,000 Swiss francs. Trading Symbol: XDS. Settlement Value Symbol: SFW. CUSIP Number: 69337E 11 6. Exercise Style: European. Expiration Date: The third Friday of the expiration month. Expiration Cycle: Quarterly on the March cycle plus two additional near-term months (six months at all times). Settlement: U.S. dollars. Settlement Value for Expiring Contracts: The spot price at. how to I work out contract size in currency terms?. I presume you multiply the Pointsize (in InstrumentConfig.csv) by the closing price for each instrument. Is this correct? I have assumed that the Poinsize is equivalent to the IB multiplier which I get from the IB product description. However, I note in some cases eg Wheat ZW the multiplier is 5000 and the point size in instrumentconfig.
The size of the multiplier depends upon household's marginal decisions to spend, called the marginal propensity to consume (mpc), or to save, called the marginal propensity to save (mps). It is important to remember that when income is spent, this spending becomes someone else's income, and so on. Marginal propensities show the proportion of extra income allocated to particular activities. Specifications. *There is a minimum provide (maker) size of 0.01 on BTC-PERP and a minimum provide (maker) size of 1 on RUNE-PERP, this only applies when you make more than 10 orders per hour smaller than 0.01 for BTC and smaller than 1 for RUNE-PERP. This is further explained in Complete Futures Specs. IMF Factor: multiplier on the margin.
Contract size: Contract valued at € 10 per index point (e.g. value € 41,000 at 4,100.0) Unit of trading: 10: Pricing unit/quotation: Index points (e.g. 4,100.0) Minimum price movement (tick size and value) Central Order Book: 0.5 index point (€ 5 per contract) Large-in-Scale Facility: 0.0001 index point (€ 0.001 per contract) Expiry months: 1, 2, 3 monthly; 6, 9, 12 months quarterly. 1 contract = Contract () 2 contract.symbol = MSFT. 3 contract.secType = STK. 4 contract.currency = USD. 5 contract.exchange = SMART. 6 #Specify the Primary Exchange attribute to avoid contract ambiguity. 7 # (there is an ambiguity because there is also a MSFT contract with primary exchange = AEB) 8 contract.primaryExchange = ISLAND. Contract Size: 1,000 shares per contract: Contract Months: March, June, September, December up to 4 nearest quarters; Price Quotation: THB per share: Minimum Price Fluctuations: THB 0.01 (or THB 10 per contract) Price Limit +30% of the previous day settlement price: Trading Hours: Pre-open: 09:15 - 09:45 hrs. Morning session: 09:45 - 12:30 hrs. Pre-open: 13:45 - 14:15 hrs. Afternoon session. In light of your contracts and/or practice, Direct Labor costs are either incurred through salaries or direct personnel expense. These calculations can also be done through the General Ledger, special accounts for Direct and Indirect Labor, and other data from bookkeeping. This uses a simple formula: Overhead Multiplier = Sum of Indirect Expenses/Sum of Direct Labor. Things BQE Core and. The standard contract calls for the delivery of 100 shares of the underlying stock; this number is the multiplier. However, the terms of stock options can be adjusted by a panel that includes the Options Clearing Corporation (OCC) and representatives of the options exchanges. Adjusted stock options are non-standard option. Adjustments are made upon a number of different events, such as stock.
N is the number of contracts multiplier N contract sizeAs an example using this. N is the number of contracts multiplier n contract. School Drake University; Course Title ACTS 121; Type. Notes. Uploaded By hunterpahl. Pages 670 Ratings 100% (1) 1 out of 1 people found this document helpful; This preview shows page 186 - 194 out of 670 pages. •. Index derivatives on the ASX. Exchange-traded options (ETOs) and LEPOs over ASX indices on ASX Trade. Prices. Contract specifications - Options. Index futures on ASX 24 include SPI, MINI SPI, Gross Total Return, A-Reits, financials, and resources. Prices In the M1 Money multiplier chart we can see that in the period from 1985 to 2011 the money multiplier ranged from above 3 to 1 down to below 1 to 1 with a drastic drop corresponding to the 2008 liquidity crisis. And in spite of massive doses of liquidity in the form of Quantitative Easing (QE1 &QE2) the money multiplier continues to stay below 1 to 1. Contrary to the statement of Fed Chairman.
On ancillary activity - market size calculation 6 Multiplier: number of underlying instruments to be delivered for one contract 7 Quantity: number of contracts traded . 4 a. Metals: commodity base reported as 'ME' and commodity details reported as 'PR' (precious) or 'NP' (non-precious) b. Oil and oil products: commodity base reported as 'EN' (energy) and. The employment multipliers in Table 1 show a total of 16.5 indirect jobs lost per $1 million drop in demand for durable manufacturing, compared with 10.6 indirect jobs lost for the same demand drop in retail. This means that, while direct job loss is much lower in durable manufacturing, total job loss (including both indirect and direct jobs. Contract Multiplier: THB 200 per index point: Contract Months: 3 nearest consecutive months plus the next 3 quarterly months ; Price Quotation : SET50 Index price: Minimum Price Fluctuations: 0.1 index point (or THB 20 per contract) Price Limit +30% of the latest settlement price: Trading Hours: Pre-open: 09:15 - 09:45 hrs. Morning session: 09:45 - 12:30 hrs. Pre-open: 13:45 - 14:15 hrs. The 2015 Capital Markets Report produced by the Pepperdine Private Capital Markets Project (on page 9) displays a chart showing EBITDA multiples by industry and by the size of EBITDA itself. The range of EBITDA multiples (for EBITDA between $1,000,000 and $10,000,000) is 3.3x to 8x, with the averages ranging from 4.5x to 6.5x Calculate Size of Contactor, Fuse, C.B, O/L of DOL Starter Calculate Size of each Part of DOL starter for The System Voltage 415V ,5HP Three Phase House hold Application Induction Motor ,Code A, Motor efficiency 80%,Motor RPM 750 ,Power Factor 0.8 , Overload Relay of Starter is Put before Motor. Basic Calculation of Motor Torqu