CME Group S&P MidCap 400

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S&P MidCap 400 futures
Exchange CME Group
Settlement Cash settled
Trade Unit $500 times the Standard & Poor's MidCap 400 Stock Price Index.
Point Value 1 point = .01 index points = $5.00
Tick Value Regular: 0.05 = $25.00
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 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 & Holidays 5:00 p.m.-8:15 a.m.
Ticker Symbol N/A MD
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.
 
S&P MidCap 400 options
Trade Unit One futures contract
Point Value .01 index point = $5.00
Tick Value Regular: 0.05 = $25.00

Cab: 0.025 = $12.50

Option Months Four months in the March quarterly cycle. Non-March quarterly cycle months may be listed based on demand. Mar, Jun, Sep, Dec.
Strike Prices Need strike price description!
Option Expiration Day Need OED rules!
  No Open Outcry No Electronic Market
Trading Hours N/A 8:30 am-3:15 pm LTD: 3:15 pm
Ticker Symbol N/A
  • Clearing Calls/Puts = MD
  • Ticker Calls/Puts = MD
  • American Flex: Calls = XZC Puts = XZP
  • European Flex: Calls = YZC Puts = YZP
Price Limits N/A Options trading halted when lead MidCap S&P 400 futures lock limit.

Notes

Resources

CME Group S&P MidCap 400 Contract Specifications

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