S&P 500 / Citigroup Growth
S&P 500/Citigroup Growth futures provide a way to efficiently gain or manage exposure to companies of the S&P 500 Index categorized as “growth” companies. They also enable you to:
- Manage the risk associated with growth-style equity investments
- Protect the value of related investments during bear markets
- Benefit from potentially lower trading costs compared to trading individual stocks or Exchange-Traded Funds (ETFs)
- Accommodate a range of strategies, different market environments and varied objectives
- Effectively replicate – together with our other equity products – all your global equity exposure on a single platform
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View free real-time quotes on a variety of electronically traded CME Group products
Euro-denom. E-mini S&P 500 Futures to Launch Oct. 27
Capitalize on compelling new spreading opportunities while gaining exposure to the euro and the U.S. large-cap benchmark in a single trade.
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Fee Waivers on the S&P MidCap 400 and S&P SmallCap 600 contracts
Reduced fees for spread-traded E-mini options
Effective though December 2008
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A
| Trade Unit | $250 times the Standard & Poor's 500/CITICORP Growth Index | ||||||
| Settle Method | Cash Settled | ||||||
| Point Size | 0.01 index point = $2.50 | ||||||
| Strike Price Interval | |||||||
| 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: 3:15 pm | ||||||
| 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=SG Ticker=SG | ||||||
| Minimum Block Size | |||||||
| Product Calendar | Two months in the March Quarterly Cycle. Mar, Jun, Sep, Dec. View current product listings |
Euro-denom. E-mini S&P 500 Futures to Launch Oct. 27
Capitalize on compelling new spreading opportunities while gaining exposure to the euro and the U.S. large-cap benchmark in a single trade.
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Fee Waivers on the S&P MidCap 400 and S&P SmallCap 600 contracts
Reduced fees for spread-traded E-mini options
Effective though December 2008
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| DEC08 | SGZ08 | 06/20/2008 |  |
12/18/2008 | 12/19/2008 |
| MAR09 | SGH09 | 09/19/2008 | |
03/19/2009 | 03/20/2009 |
Euro-denom. E-mini S&P 500 Futures to Launch Oct. 27
Capitalize on compelling new spreading opportunities while gaining exposure to the euro and the U.S. large-cap benchmark in a single trade.
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Fee Waivers on the S&P MidCap 400 and S&P SmallCap 600 contracts
Reduced fees for spread-traded E-mini options
Effective though December 2008
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A
The S&P 500/Citigroup Growth Index was launched in 2005 to help address an investor need for exhaustive style indices that can effectively form the basis for index funds and derivatives, providing broad, cost-efficient exposure to a certain style segment.
The S&P 500/Citigroup Growth Index and its counterpart, the S&P 500/Citigroup Value Index, represent roughly equal divisions of the market capitalization of the parent S&P 500 Index into growth and value indices, with a limited number of stocks overlapping between them. Together, the two indices together represent all stocks in the S&P 500 universe, and both follow a conventional, cost-efficient, market capitalization-weighting scheme.
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A