CME Group E-mini S&P MidCap 400
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Revision as of 16:13, 10 August 2011 by JohnJLothian (Talk | contribs)
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| E-Mini S&P MidCap 400 futures | ||
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| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | $100 times the Standard & Poor's MidCap 400 | |
| Point Value | 1 point = .10 index points = $10.00 | |
| Tick Value | Regular 0.10=$10.00; Calendar Spread 0.05=$5.00 | |
| 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 | Clearing=ME; Ticker=EMD |
| Price Limits | N/A | Successive 10%, 20%, and 30% limits; overnight ETH - 5% |
| E-Mini S&P MidCap 400 options | ||
| Trade Unit | One futures contract | |
| Point Value | 1 point = .10 index points = $10.00 | |
| Tick Value | Need tick value! | |
| Option Months | Four (4) consecutive March Quarterly Cycle Months and two (2) serial months | |
| Strike Prices | Quarterly options: Options will be listed at 5 point increments, in a range 10 percent above and below the referencing index for all months; the nearest two quarterly months will also have 2.5 point strike listings in a range of 15 index points above and below the referencing index. Serial months will list the same strike prices as the quarterly options with the same underlying futures contract month. | |
| Exercise Style | American | |
| Option Expiration Day | Need OED rules! | |
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Sun/Thurs 5:00pm -3:15pm & 3:15pm - 4:30pm 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. |
| Ticker Symbol | N/A | Clearing calls/puts=ME; Ticker calls/puts=EMD |
| Price Limits | N/A | N/A |
Notes
Also See
CME Group stock index products
