CME Group E-mini S&P MidCap 400

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E-Mini S&P MidCap 400 futures
Exchange CME Group
Settlement Cash settled
Trade Unit $100 times the Standard & Poor's MidCap 400
Point Value 1 point = .10 index points = $10.00
Tick Value Regular 0.10=$10.00; Calendar Spread 0.05=$5.00
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 Clearing=ME; Ticker=EMD
Price Limits N/A Successive 10%, 20%, and 30% limits; overnight ETH - 5%
 
E-Mini S&P MidCap 400 options
Trade Unit One futures contract
Point Value 1 point = .10 index points = $10.00
Tick Value Need tick value!
Option Months Four (4) consecutive March Quarterly Cycle Months and two (2) serial months
Strike Prices Quarterly options: Options will be listed at 5 point increments, in a range 10 percent above and below the referencing index for all months; the nearest two quarterly months will also have 2.5 point strike listings in a range of 15 index points above and below the referencing index. Serial months will list the same strike prices as the quarterly options with the same underlying futures contract month.
Exercise Style American
Option Expiration Day Need OED rules!
  No Open Outcry Electronic
Trading Hours N/A Sun/Thurs 5:00pm -3:15pm & 3:15pm - 4:30pm 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.
Ticker Symbol N/A Clearing calls/puts=ME; Ticker calls/puts=EMD
Price Limits N/A N/A

Notes

Also See

CME Group stock index products

References

CME Group Web site

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