CME Group S&P 500/Citigroup Growth

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S&P 500/Citigroup Growth futures
Exchange CME Group
Settlement Cash settled
Contract Size $250 times the Standard & Poor's 500/CITICORP Growth Index
Pricing Unit 1 point = .01 index points = $2.50
Tick Value Outright: 0.10 Index Points=$25.00

Calendar Spread: 0.05 index points=$12.50

BTIC Minimum Price Fluctuation: 0.05 index points=$12.50

Contract Months Two months in the March Quarterly Cycle. Mar, Jun, Sep, Dec.
Last Trading Day Trading can occur up until 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month

BTIC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of 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 SG
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 500/Citigroup Growth options
Trade Unit One futures contract
Point Value 1 point = .01 index points = $2.50
Tick Value Regular: 0.1 = $25.00 for premium > 5.00

Half Tick: 0.05 = $12.50 for premium < or = 5.00

Cab: 0.05 = $12.50

Option Months Two months in the March quarterly cycle and two months not in the March cycle (serial months) & Flex Options. Mar, Jun, Sep, Dec.
Strike Prices Need strike price description!
  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: 3:15 p.m.
Ticker Symbol N/A
  • Clearing Calls/Puts = SG
  • Ticker Calls/Puts = SG
  • American Flex: Calls = XGC Puts = XGP
  • European Flex: Calls = YGC Puts = YGP
Price Limits N/A Options trading halts when lead S&P 500 Citicorp Growth index futures lock limit.

Notes

Resources

http://www.cmegroup.com/trading/equity-index/us-index/sandp-500-citigroup-growth_contract_specifications.html CME Group S&P 500/Citigroup Growth Contract Specifications]