CME Group E-mini S&P 500

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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

References

CME Group Web site

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