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E-mini S&P MidCap 400

Product Overview

Options on S&P MidCap 400 Index futures provide a way to:

  • Use a smaller sized, all electronic contract to limit downside risk while maintaining exposure to the most idely followed indicator of performance in the mid-cap equity sector of the stock market

Things to know:

  • The contract trades electronically around the clock, around the world, on the CME Globex platform

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General News & Announcements for Equity
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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
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Trade Unit One E-Mini S&P MidCap 400 Futures Contract, equal to $100 times the S&P MidCap 400 Index
Settle Method Cash Settled
Point Size 1 point = .10 index points = $10.00
Strike Price Interval
Strike 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.
Limits/Price Banding
Tick Size (Minimum Fluctuation)
Regular0.1=$5.00
Cab0.1=$2.50
Trading Hours 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. LTD: 8:30 am for quarterlies; 3:15 p.m. for serials
Listed
Product Codes Clearing calls/puts=ME Ticker calls/puts=EMD
Minimum Block Size
Product Calendar Four (4) consecutive March Quarterly Cycle Months and two (2) serial months.
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 MEU08 09/24/2007 Add to Outlook 09/19/2008 09/19/2008
OCT08 MEV08 07/21/2008 Add to Outlook 10/17/2008 10/17/2008
NOV08 MEX08 08/18/2008 Add to Outlook 11/21/2008 11/21/2008
DEC08 MEZ08 12/24/2007 Add to Outlook 12/19/2008 12/19/2008
MAR09 MEH09 03/24/2008 Add to Outlook 03/20/2009 03/20/2009
JUN09 MEM09 06/23/2008 Add to Outlook 06/19/2009 06/19/2009
Contracts Not Yet Eligible to Trade
Contract Month Product Code First Trade Date Last Trade Date> Settlement Date
SEP09 MEU09 09/22/2008 09/18/2009 09/18/2009
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.