CME Group E-mini S&P 500

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E-mini S&P 500 futures
Exchange CME Group
Settlement Cash settled
Contract Size $50 times the Standard & Poor's 500 Stock Index
Pricing Unit .01 index points =$0.50
Tick Value Outright: 0.25 index points=$12.50

Calendar Spread: 0.05 index points=$2.50

BTIC: 0.05 index points=$2.50

TACO (ESQ): 0.05 index points=$2.50

Contract Months Five months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
Last Trading Day Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A CME Globex: Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with trading halt 4:15 p.m. - 4:30 p.m.

BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET

Clearport: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET

Ticker Symbol N/A CME Globex: ES

CME ClearPort: ES

Clearing: ES

BTIC: EST

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 Tick: 0.25 index points ($12.50) for premium > 5.00 index points ($250.00)

Reduced Tick: 0.05 index points ($2.50) for premium at or below 5.00 index points ($250.00)

CAB: 0.05 index points ($2.50)

Option Months Four months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
Strike Prices All listed intervals
Exercise Style American Style. An option can be exercised until 8:00 p.m. ET on any business day the option is traded
  No Open Outcry Electronic
Trading Hours N/A CME Globex: Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with trading halt 4:15 p.m. - 4:30 p.m.

Clearport: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET

Ticker Symbol N/A ES
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

E-mini S&P 500 Futures Contract Specs

Settlement Procedures

CME Position Limits

CME 358

Price Limits

Quote Vendor Symbols Listing