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E-mini MSCI EAFE

Product Overview

E-mini MSCI EAFE Futures
E-mini MSCI EAFE futures provide a way to efficiently gain broad exposure to the premier benchmark international equity index, which represents more than $1.5 trillion in investments. They also enable you to:

  • Access more than 1,100 companies in Europe, Australasia, and the Far East using a single electronic trade.
  • Eliminate the backoffice burdens of using baskets of country-specific futures to create synthetic index exposure
  • Take advantage of historically lower tracking error compared to alternative vehicles
  • Use a financial tool that accommodates a range of strategies, different market environments and varied objectives
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General News & Announcements for Equity
RSS

Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products


Reduced Fees on Spread-Traded E-mini Options

Retroactive to May 1, 2008, CME Group has waived CME Globex fees on the following E-mini equity index options: 

ELIGIBLE CONTRACTS (Must Be Traded As Part of a Spread)
American-Style

• E-mini S&P 500 options
• E-mini NASDAQ-100 options
• E-mini S&P MidCap 400 options
European-Style
• End-of-month (EOM) E-mini S&P 500 options


Block trades for E-mini Russell 2000

CME Group is offering an expanded block trade program for E-mini Russell 2000 products. This program is designed to help facilitate an orderly transition of open interest with the end of our contractual listing rights nearing (September 2008). Waivers have been added for certain block transactions.


CME Product Market Data
Report Type

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Contract Specification View
Trade Unit $50 times the MSCI EAFE Index
Settle Method Cash Settled
Point Size 1 point = $50 .01 index point = .50
Strike Price Interval
Strike
Limits/Price Banding
Tick Size (Minimum Fluctuation)
Regular0.1=$5.00
Calendar Spread0.1=$5.00
Trading Hours Mon/Thur 3:30 p.m. to 3:15 p.m. Central time the next day, with a shutdown period between 4:30 p.m. and 5:00 p.m. Central time; Sundays and Holidays 5:00 p.m. to 3:15 p.m. Central time the following day. LTD: 10:00 a.m.
Listed
Product Codes Clearing=EFE Ticker=EFE Globex=EFE
Minimum Block Size
Product Calendar First four months in March Quarterly Cycle (March June, September, and December
View current product listings
General News & Announcements for Equity
RSS

Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products


Reduced Fees on Spread-Traded E-mini Options

Retroactive to May 1, 2008, CME Group has waived CME Globex fees on the following E-mini equity index options: 

ELIGIBLE CONTRACTS (Must Be Traded As Part of a Spread)
American-Style

• E-mini S&P 500 options
• E-mini NASDAQ-100 options
• E-mini S&P MidCap 400 options
European-Style
• End-of-month (EOM) E-mini S&P 500 options


Block trades for E-mini Russell 2000

CME Group is offering an expanded block trade program for E-mini Russell 2000 products. This program is designed to help facilitate an orderly transition of open interest with the end of our contractual listing rights nearing (September 2008). Waivers have been added for certain block transactions.


Contracts Currently Eligible to Trade and Recently Expired Contracts
Contract Month Product Code First Trade Date Last Trade Date Settlement Date
SEP08 EFEU08 09/24/2007 Add to Outlook 09/19/2008 09/19/2008
DEC08 EFEZ08 12/24/2007 Add to Outlook 12/19/2008 12/19/2008
MAR09 EFEH09 03/20/2008 Add to Outlook 03/20/2009 03/20/2009
JUN09 EFEM09 06/20/2008 Add to Outlook 06/19/2009 06/19/2009
General News & Announcements for Equity
RSS

Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products


Reduced Fees on Spread-Traded E-mini Options

Retroactive to May 1, 2008, CME Group has waived CME Globex fees on the following E-mini equity index options: 

ELIGIBLE CONTRACTS (Must Be Traded As Part of a Spread)
American-Style

• E-mini S&P 500 options
• E-mini NASDAQ-100 options
• E-mini S&P MidCap 400 options
European-Style
• End-of-month (EOM) E-mini S&P 500 options


Block trades for E-mini Russell 2000

CME Group is offering an expanded block trade program for E-mini Russell 2000 products. This program is designed to help facilitate an orderly transition of open interest with the end of our contractual listing rights nearing (September 2008). Waivers have been added for certain block transactions.