Difference between revisions of "CME Group S&P MidCap 400"

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|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
 
|ltd      =  Trading can occur up to 8:30 a.m. on the 3rd Friday of the contract month<!-- Rules for determining Last Trading Day -->
 
|ltd      =  Trading can occur up to 8:30 a.m. on the 3rd Friday of the contract month<!-- Rules for determining Last Trading Day -->
|unit    = $500 times the Standard & Poor's MidCap 400 Stock Price Index. <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
+
|unit    = $100 times the Standard & Poor's MidCap 400 Stock Price Index. <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
|ptval    = 1 point = .01 index points = $5.00 <!-- Dollar (or other currency) value of a single contract point -->
+
|ptval    = 1 point = .01 index points = $1.00 <!-- Dollar (or other currency) value of a single contract point -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
 
|tickVal  = 0.05=$5.00 <!-- Dollar (or other currency) amount of trading tick -->
 
|tickVal  = 0.05=$5.00 <!-- Dollar (or other currency) amount of trading tick -->
 
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
 
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
|elHours  = MON – FRI: 5:00 p.m. previous day – 4:15 p.m.; trading halt from 3:15 p.m. – 3:30 p.m. <!-- Electronic trading hours; leave blank if none -->
+
|elHours  = SUN – FRI: 5:00 p.m. previous day – 4:00 p.m.; trading halt from 3:15 p.m. – 3:30 p.m. <!-- Electronic trading hours; leave blank if none -->
 
|elLimit  = 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. <!-- Price limits on electronic trading session; leave blank if none -->
 
|elLimit  = 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. <!-- Price limits on electronic trading session; leave blank if none -->
|elSym    = MD <!-- Ticker symbol for electronic platform; leave blank if none -->
+
|elSym    = EMD <!-- Ticker symbol for electronic platform; leave blank if none -->
 
|outcry  =  <!-- Y if an open outcry session exists for trading; leave blank if electronic only -->
 
|outcry  =  <!-- Y if an open outcry session exists for trading; leave blank if electronic only -->
 
|ooHours  =  <!-- Open outcry trading hours; leave blank if none -->
 
|ooHours  =  <!-- Open outcry trading hours; leave blank if none -->
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|opMonths  = Four months in the March quarterly cycle. Two Serial Months (i.e., Jan, Feb, Apr) <!-- List of option months -->
 
|opMonths  = Four months in the March quarterly cycle. Two Serial Months (i.e., Jan, Feb, Apr) <!-- List of option months -->
 
|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  = .01 index point = $5.00 <!-- dollar (or other currency) value of one market point -->
+
|opPtval  = .01 index point = $1.00 <!-- dollar (or other currency) value of one market point -->
 
|opTickPt  =  <!-- option tick size in points -->
 
|opTickPt  =  <!-- option tick size in points -->
|opTickVal = Regular: 0.05 = $25.00  
+
|opTickVal = Regular: 0.05 = $5.00  
Cab: 0.025 = $12.50 <!-- option tick size in currency -->
+
Cab: 0.025 = $2.50 <!-- option tick size in currency -->
 
|opExercise=  <!-- Exercise style, American, European or leave blank if not relevant -->
 
|opExercise=  <!-- Exercise style, American, European or leave blank if not relevant -->
 
|opElect  =  <!-- Any value if electronic trading is used -->
 
|opElect  =  <!-- Any value if electronic trading is used -->
|opEHours  = MON – FRI: 5:00 p.m. previous day – 4:15 p.m. Central Time; trading halt from 3:15 p.m. – 3:30 p.m. <!-- trading hours for electronic platform; leave blank if none -->
+
|opEHours  = SUN – FRI: 5:00 p.m. previous day – 4:00 p.m. Central Time; trading halt from 3:15 p.m. – 3:30 p.m. <!-- trading hours for electronic platform; leave blank if none -->
 
|opELimit  = Options trading halted when lead MidCap S&P 400 futures lock limit. <!-- Daily price limit for electronic platform; leave blank if none -->
 
|opELimit  = Options trading halted when lead MidCap S&P 400 futures lock limit. <!-- Daily price limit for electronic platform; leave blank if none -->
 
|opESym    = EMD <!-- Ticker symbol for electronic session -->
 
|opESym    = EMD <!-- Ticker symbol for electronic session -->

Latest revision as of 15:47, 15 June 2018

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S&P MidCap 400 futures
Exchange CME Group
Settlement Cash settled
Contract Size $100 times the Standard & Poor's MidCap 400 Stock Price Index.
Pricing Unit 1 point = .01 index points = $1.00
Tick Value 0.05=$5.00
Contract Months Five months in the March Quarterly Cycle. Mar, Jun, Sep, Dec.
Last Trading Day Trading can occur up to 8:30 a.m. 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 SUN – FRI: 5:00 p.m. previous day – 4:00 p.m.; trading halt from 3:15 p.m. – 3:30 p.m.
Ticker Symbol N/A EMD
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 MidCap 400 options
Trade Unit One futures contract
Point Value .01 index point = $1.00
Tick Value Regular: 0.05 = $5.00

Cab: 0.025 = $2.50

Option Months Four months in the March quarterly cycle. Two Serial Months (i.e., Jan, Feb, Apr)
Strike Prices Need strike price description!
  No Open Outcry No Electronic Market
Trading Hours N/A SUN – FRI: 5:00 p.m. previous day – 4:00 p.m. Central Time; trading halt from 3:15 p.m. – 3:30 p.m.
Ticker Symbol N/A EMD
Price Limits N/A Options trading halted when lead MidCap S&P 400 futures lock limit.

Notes

Resources

CME Group S&P MidCap 400 Contract Specifications