Adjusted Interest Rate S&P 500 Total Return (SOFR)
Futures
Adjusted Interest Rate S&P 500 Total Return (SOFR) Futures - Contract Specs
| Contract Unit | $25 x AIR S&P 500 Total Return Index Price |
|---|---|
| Price Quotation | U.S. dollars and cents per Index Point |
| Trading Hours | CME Globex: BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET (5:00 p.m. - 3:00 p.m. CT) Monday - Thursday 5:00 p.m. - 6:00 p.m. ET daily maintenance period CME ClearPort: Sunday 6:00 p.m. - Friday 6:45 p.m. ET with no reporting Monday - Thursday from 6:45 p.m. - 7:00 p.m. ET BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET. BTICs for the following trading day can be submitted after 7:00 p.m. ET (6:00 p.m. CT) |
| Minimum Price Fluctuation | 0.01 index point = $0.25 BTIC: 0.50 basis points |
| Product Code | CME Globex: ASPR CME ClearPort: ASPR Clearing: ASPR BTIC: ASPT |
| Listed Contracts | 8 Dec quarterly contracts |
| Settlement Method | Financially Settled |
| Termination of Trading | Trading terminates at 9:30 a.m. ET (8:30 a.m. CT) on the 3rd Friday of the contract month. BTIC Trading terminates on the business day prior to the 3rd Friday of the contract month. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Price Limit or Circuit | |
| Vendor Codes |
