CME Group E-mini S&P SmallCap 600

From MarketsWiki

Jump to: navigation, search
This page needs a sponsor.
Put your logo here!
Email us for information
on how to support MarketsWiki.


E-mini S&P SmallCap 600 futures
Exchange CME Group
Settlement Cash settled
Trade Unit $100 times the S&P SmallCap 600 Index
Point Value 1 point = 1.00 = $100.00
Tick Value Regular: 0.1 = $10.00

Calendar Spread: 0.5 = $5.00

Contract Months Five months in the March Quarterly Cycle, Mar, Jun, Sep, Dec.
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Trading Hours 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 & Holidays 5:00 p.m.-3:15 p.m. LTD: 8:30 am.
Ticker Symbol N/A SMC
Price Limits N/A Successive 10%, 20%, and 30% price limits based on the average daily close of the cash index in the last month of the preceding quarter. Price limits are effective only for limit moves below the previous day's close.
 
E-mini S&P SmallCap 600 options
Trade Unit One futures contract
Point Value 1 point = 1.00 = $100.00
Tick Value Regular: 0.1 = $10.00

Cab: 0.05 = $5.00

Option Months Four consecutive quarterly months and 2 serial months.
Strike Prices Need strike price description!
Option Expiration Day Need OED rules!
  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 & Holidays 5:00 p.m.-3:15 p.m. LTD: 8:30 a.m.
Ticker Symbol N/A
  • Clearing = SMC
  • Globex = SMC
Price Limits N/A Options trading halted when lead S&P 600 futures lock limit.

Notes

Resources

CME Group E-mini S&P SmallCap 600 Contract Specifications

Personal tools