Difference between revisions of "CME Group E-mini S&P 500"

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|months  =  Five months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)  
 
|months  =  Five months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)  
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
|ltd      =  Business day of determination of the Final Settlement Price (normally, the 3rd Friday of the contract month)
+
|ltd      =  Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
 
|unit    =  $50 times the Standard & Poor's 500 Stock Index
 
|unit    =  $50 times the Standard & Poor's 500 Stock Index
 
|ptdesc  =   
 
|ptdesc  =   
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|tickVal  =  Regular 0.25=$12.50; Calendar Spread 0.05=$2.50  
 
|tickVal  =  Regular 0.25=$12.50; Calendar Spread 0.05=$2.50  
 
|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    =  ES; EG (all-or-none)
 
|elSym    =  ES; EG (all-or-none)
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|options  =  x
 
|options  =  x
 
|opUnit    =  <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
 
|opUnit    =  <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
|opMonths  =  Four months in the March quarterly cycle and two months not in the March cycle (serial months). Mar, Jun, Sep, Dec.
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|opMonths  =  Four months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
 
|opPtdesc  =  <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
 
|opPtdesc  =  <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
 
|opPtval  =  1 point = .01 index points = $0.50
 
|opPtval  =  1 point = .01 index points = $0.50
 
|opTickPt  =  <!-- option tick size in points -->
 
|opTickPt  =  <!-- option tick size in points -->
 
|opTickVal =  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  
 
|opTickVal =  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  
|opExercise=  American
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|opExercise=  American Style. An option can be exercised until 8:00 p.m. ET on any business day the option is traded
 
|opElect  =  x
 
|opElect  =  x
|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  = Successive 10%, 20%, and 30% limits; overnight ETH - 5%  
 
|opELimit  = Successive 10%, 20%, and 30% limits; overnight ETH - 5%  
 
|opESym    =   
 
|opESym    =   
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== References ==
 
== References ==
 
[http://www.cmegroup.com CME Group Web site]
 
[http://www.cmegroup.com CME Group Web site]
 +
 
[[Category:CME Group]]
 
[[Category:CME Group]]
 +
 +
[http://www.cmegroup.com/confluence/display/EPICSANDBOX/Standard+and+Poors+500+Futures Settlement Procedures]
 +
 +
[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Position Limits]
 +
 +
[http://www.cmegroup.com/rulebook/CME/IV/350/358/358.pdf CME 358]
 +
 +
[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]

Revision as of 13:39, 14 June 2018

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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 Regular 0.25=$12.50; Calendar Spread 0.05=$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 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 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 (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 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 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

Settlement Procedures

CME Position Limits

CME 358

Price Limits

Quote Vendor Symbols Listing