CME Group E-mini S&P 500
From MarketsWiki
| E-Mini S&P 500 futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | $50 times the Standard & Poor's 500 Stock Index | |
| Point Value | .01 index points =$0.50 | |
| Tick Value | Regular 0.25=$12.50; Calendar Spread 0.05=$2.50 | |
| Contract Months | Five months in the March Quarterly Cycle | |
| Last Trading Day | Business day of determination of the Final Settlement Price (normally, the 3rd Friday of the contract month) | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Mon/Thurs 5:00 p.m.-3:15 p.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-3:15 p.m. Month end(3:15 p.m.) LTD(8:30 a.m.) |
| Ticker Symbol | N/A | ES; EG (all-or-none) |
| Price Limits | N/A | Successive 10%, 20%, and 30% limits; overnight ETH - 5% |
| E-Mini S&P 500 options | ||
| Trade Unit | One futures contract | |
| Point Value | 1 point = .01 index points = $0.50 | |
| Tick Value | Regular 0.25=$12.50 for premium >5.00; Half Tick 0.05=$2.50 for premium < or =5.00; Cab 0.05=$2.50 | |
| Option Months | Four months in the March quarterly cycle and two months not in the March cycle (serial months). Mar, Jun, Sep, Dec. | |
| Strike Prices | All listed intervals | |
| Exercise Style | American | |
| Option Expiration Day | Need OED rules! | |
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Mon/Thurs 5:00 p.m.-8:15 a.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-8:15 a.m. Chicago time |
| Ticker Symbol | N/A | N/A |
| Price Limits | N/A | Successive 10%, 20%, and 30% limits; overnight ETH - 5% |
Notes
Also See
CME Group stock index products


