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E-mini S&P 500
E-mini S&P 500 futures provide a way to efficiently gain exposure to the key benchmark for large-cap U.S. stocks and arguably the most liquid stock index futures contract in the world. This all-electronic contract also enables you to:
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View free real-time quotes on a variety of electronically traded CME Group products
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Reduced Fees on Spread-Traded E-mini 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.
| Trade Unit | $50 times the Standard & Poor's 500 Stock Index | ||||
| Settle Method | Cash Settled | ||||
| Point Size | 1 point = .01 index points =$.50 | ||||
| Strike Price Interval | Cents per pound at intervals of $0.02, e.g. $0.60, $0.62 | ||||
| Strike | |||||
| Limits/Price Banding | 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. | ||||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | 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. LTD: 8:30 am | ||||
| Listed | The percentage price limit is calculated at the beginning of each calendar quarter. Limit is based on 5% of index value. | ||||
| Product Codes | Clearing=ES Ticker=ES AON=EG (250 Threshold) | ||||
| Minimum Block Size | |||||
| Product Calendar | Five months in the March Quarterly Cycle. < View current product listings |
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Reduced Fees on Spread-Traded E-mini 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.
| Contract Month | Product Code | First Trade Date | Last Trade Date> | Settlement Date | |
| DEC09 | ESZ09 | 09/19/2008 | 12/18/2009 | 12/18/2009 |
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Reduced Fees on Spread-Traded E-mini 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.