Difference between revisions of "CME Group E-mini NASDAQ-100"

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|ctype    =  Stock index
 
|ctype    =  Stock index
 
|cash    =  y
 
|cash    =  y
|months  =  Five months in the March Quarterly cycle
+
|months  =  Five months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
 
|fnd      =   
 
|fnd      =   
|ltd      =  The business day immediately preceding the day of determination of the Final Settlement Price (normally, the Thursday prior to the 3rd Friday of the contract month)
+
|ltd      =  Trading can occur up until 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
 
|unit    =  $20 times the NASDAQ-100 Index  
 
|unit    =  $20 times the NASDAQ-100 Index  
 
|ptdesc  =   
 
|ptdesc  =   
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|tickVal  =  Regular 0.25=$5.00; Calendar Spread 0.05=$1.00  
 
|tickVal  =  Regular 0.25=$5.00; Calendar Spread 0.05=$1.00  
 
|elect    =  y
 
|elect    =  y
|elHours  =  MON – FRI: 5:00 p.m. previous day – 4:15 p.m.; trading halt from 3:15 p.m. – 3:30 p.m. Chicago time
+
|elHours  =  Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with  trading halt 4:15 p.m. - 4:30 p.m.
 
|elLimit  =  Successive 10%, 20%, and 30% limits; overnight ETH - 5%  
 
|elLimit  =  Successive 10%, 20%, and 30% limits; overnight ETH - 5%  
 
|elSym    =  ND
 
|elSym    =  ND
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|oed      =  <!-- Rules for determining Option Expiration Day -->
 
|oed      =  <!-- Rules for determining Option Expiration Day -->
 
|options  = y
 
|options  = y
|opUnit    =   
+
|opUnit    =  One E-mini NASDAQ-100 futures contract
|opMonths  =  Four March quarterly cycle contract months + two serial months
+
|opMonths  =  Four months in the March Quarterly Cycle (e.g. Mar, Jun, Sep, Dec)
 
|opPtdesc  =   
 
|opPtdesc  =   
 
|opPtval  =  1 point = .01 index points = $0.20
 
|opPtval  =  1 point = .01 index points = $0.20
 
|opTickPt  =   
 
|opTickPt  =   
 
|opTickVal =  Regular 0.25=$5.00 for premium >3.00; Cabinet trades -0.05=$1.00; Special "Half Tick" 0.05=$1.00 for premium < or =3.00  
 
|opTickVal =  Regular 0.25=$5.00 for premium >3.00; Cabinet trades -0.05=$1.00; Special "Half Tick" 0.05=$1.00 for premium < or =3.00  
|opExercise=  American  
+
|opExercise=  American Style. An option can be exercised until 7:00 p.m. on any business day the option is traded
 
|opElect  =  y
 
|opElect  =  y
|opEHours  =  MON – FRI: 5:00 p.m. previous day – 4:15 p.m.; trading halt from 3:15 p.m. – 3:30 p.m. Chicago time
+
|opEHours  =  Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with  trading halt 4:15 p.m. - 4:30 p.m.
 
|opELimit  =  Options trading halted when lead E-Mini Nasdaq-100 future locks limit.
 
|opELimit  =  Options trading halted when lead E-Mini Nasdaq-100 future locks limit.
 
|opESym    = NQ  
 
|opESym    = NQ  
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== References ==
 
== References ==
 
[http://www.cmegroup.com CME Group Web site]
 
[http://www.cmegroup.com CME Group Web site]
 +
 +
[http://www.cmegroup.com/confluence/display/EPICSANDBOX/NASDAQ+100 Settlement Procedures]
 +
 +
[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Postion Limits]
 +
 +
[http://www.cmegroup.com/rulebook/CME/IV/350/359/359.pdf CME 359]
 +
 +
[http://www.cmegroup.com/trading/equity-index/price-limit-guide.html Price Limits]
 +
 +
[http://www.cmegroup.com/tools-information/vendorSymbol.html Quote Vendor Symbols Listing]
 +
 
[[Category:Indexes]]
 
[[Category:Indexes]]
 
[[Category:Indices]]
 
[[Category:Indices]]
 
[[Category:NASDAQ]]
 
[[Category:NASDAQ]]
 
[[Category:CME Group]]
 
[[Category:CME Group]]

Revision as of 14:00, 14 June 2018

SONIA Futures MarketsWiki 728x120.jpg


E-mini Nasdaq 100 futures
Exchange CME Group
Settlement Cash settled
Contract Size $20 times the NASDAQ-100 Index
Pricing Unit .01 index points =$0.20
Tick Value Regular 0.25=$5.00; Calendar Spread 0.05=$1.00
Contract Months Five 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
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with trading halt 4:15 p.m. - 4:30 p.m.
Ticker Symbol N/A ND
Price Limits N/A Successive 10%, 20%, and 30% limits; overnight ETH - 5%
 
E-mini Nasdaq 100 options
Trade Unit One E-mini NASDAQ-100 futures contract
Point Value 1 point = .01 index points = $0.20
Tick Value Regular 0.25=$5.00 for premium >3.00; Cabinet trades -0.05=$1.00; Special "Half Tick" 0.05=$1.00 for premium < or =3.00
Option Months Four months in the March Quarterly Cycle (e.g. Mar, Jun, Sep, Dec)
Strike Prices All listed series
Exercise Style American Style. An option can be exercised until 7:00 p.m. on any business day the option is traded
  No Open Outcry Electronic
Trading Hours N/A Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with trading halt 4:15 p.m. - 4:30 p.m.
Ticker Symbol N/A NQ
Price Limits N/A Options trading halted when lead E-Mini Nasdaq-100 future locks limit.

Notes

Also See

CME Group stock index products

References

CME Group Web site

Settlement Procedures

CME Postion Limits

CME 359

Price Limits

Quote Vendor Symbols Listing