CME Group S&P MidCap 400

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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