| Products | Multiplier | Tick Size | Notional Value | Performance Bond/Margin | Expirations |
|---|---|---|---|---|---|
| E-mini S&P 500 Futures | $50 times the E-mini S&P 500 futures price | .25 index points = $12.50 | 1400 x $50 = $70,000 | Spec: $4,500 Hedge/Member: $3,600 |
Quarterly 3rd Friday of the contract month |
| S&P 500 Futures | $250 times the S&P 500 futures price | .10 index points = $25.00 | 1400 x $250 = $350,000 | Spec: $22,500 Hedge/Member: $18,000 |
Quarterly 3rd Friday of the contract month |
| E-mini Nasdaq-100 Futures | $20 times the E-mini NASDAQ-100 futures price | .25 index points =$5.00 | 1900 x $20 = $38,000 | Spec: $3,250 Hedge/Member: $2,600 |
Quarterly 3rd Friday of the contract month |
| Nasdaq-100 Futures | $100 times the NASDAQ- 100 futures price |
.25 index points =$25.00 | 1900 x $100 = $190,000 | Spec: $16,250 Hedge/Member: $13,000 |
Quarterly 3rd Friday of the contract month |
| E-mini Dow ($5) Futures | $5 times the E-mini Dow futures price | 1 index point = $5.00 | 12750 x $5 = $63,750 | Spec: $3,503 Hedge: $2,802 |
Quarterly 3rd Friday of the contract month |
| DJIA ($10) Futures | $10 times the DJIA futures price | 1 index point = $10.00 | 12750 x $10 = $127,500 | Spec: $7,005 Hedge: $5,604 |
Quarterly 3rd Friday of the contract month |
| Big Dow ($25) Futures | $25 times the Big Dow futures price | 1 index point = $25.00 | 12750 x $25 = $318,750 | Spec: $17,513 Hedge/Member: $14,010 |
Quarterly 3rd Friday of the contract month |
| E-mini S&P MidCap 400 Futures | $100 times the E-mini S&P MidCap 400 futures price | .10 index points = $10.00 | 820 x $100 = $82,000 | Spec: $4,000 Hedge/Member: $3,200 |
Quarterly 3rd Friday of the contract month |
| S&P MidCap 400 Futures | $500 times the S&P MidCap 400 futures price | .05 index points = $25.00 | 820 x $500 = $410,000 | Spec: $20,000 Hedge/Member: $16,000 |
Quarterly 3rd Friday of the contract month |
| E-mini S&P SmallCap 600 Futures | $100 times the E-Mini S&P SmallCap 600 futures price |
.10 index points = $10.00 | 385 x $100 = $38,500 | Spec: $2,250 Hedge/Member: $1,800 |
Quarterly 3rd Friday of the contract month |
| S&P SmallCap 600 Futures | $500 times the S&P SmallCap 600 futures price |
.05 index points = $25.00 | 385 x $500 = $192,500 | Spec: $11,250 Hedge/Member: $9,000 |
Quarterly 3rd Friday of the contract month |
| Products | Multiplier | Tick Size | Notional Value | Performance Bond/Margin | Expirations |
|---|---|---|---|---|---|
| E-mini MSCI EAFE Futures | $50 times the E-mini MSCI EAFE futures price | .10 index points = $5.00 | 2100 x $50 = $105,000.00 | Spec: $6,250 Hedge/Member: $5,000 |
Quarterly 10 a.m. CT 3rd Friday of the contract month |
| E-mini MSCI Emerging Market Futures | $50 times the E-mini MSCI Emerging Markets futures price | .10 index points = $5.00 | 1150 x $50 = $57,500.00 | Spec: $4,688 Hedge/Member: $3,750 |
Quarterly 3rd Friday of the contract month |
| Nikkei 225 (¥-based) Futures | 500 Japanese Yen times the Nikkei 225 futures price | 5 index points = ¥2500 | ¥500 x 13550 = ¥6,775,000 | Spec: ¥587,500 Hedge Member: ¥470,000 |
Quarterly 2nd Friday of the contract month by the Osaka Securities Exchange |
| Nikkei 225 ($-based) Futures | $5 times the Nikkei 225 futures price | 5 index points = $25.00 | $5.00 x 13550 = $67,750 | Spec: $5,000 Hedge Member: $4,000 |
Quarterly 2nd Friday of the contract month by the Osaka Securities Exchange |
| E-mini S&P Asia 50 Futures | $25 times the E-mini S&P Asia 50 futures price | .50 index points = $12.50 | $25 x 3250 = $81,250 | Spec: $4,375 Hedge Member: $3,500 |
Quarterly 3rd Friday of the contract month |
| E-mini FTSE/Xinhua China 25 Futures | $5.00 times the E-mini FTSE/Xinhua futures price | 5 index points = $25.00 | 20700 x $5 = $103,500 | Spec: $12,500 Hedge/Member: $10,000 |
Quarterly 3rd Friday of the contract month |
| Products | Multiplier | Tick Size | Performance Bond/Margin | Expirations |
|---|---|---|---|---|
| S&P 500 Options | One S&P 500 futures contract | For premium > 5.00: .10 index points = $25.00; For premium ≤ 5.00: .05 index points = $12.50 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| End-of-month S&P 500 Options | One S&P 500 futures contract | For premium > 5.00: .10 index points = $25.00; For premium ≤ 5.00: .05 index points = $12.50 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3:00 p.m. Central Time on the last business day of the contract month |
| E-mini S&P 500 Options | One E-mini S&P 500 futures contract | For premium > 5.00: .25 index points = $12.50; For premium ≤ 5.00: .05 index points = $2.50 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| End-of-month E-mini S&P 500 Options | One E-mini S&P 500 futures contract | For premium > 5.00: .25 index points = $12.50; For premium ≤ 5.00: .05 index points = $2.50 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3:00 p.m. Central Time on the last business day of the contract month |
| E-mini NASDAQ-100 Options | One E-mini NASDAQ-100 futures contract | For premium > 3.00: .25 index points = $5.00; For premium ≤ 3.00: .05 index points = $1.00 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| NASDAQ-100 Options | One NASDAQ-100 futures contract | For premium > 3.00: .05 index points = $25.00; For premium ≤ 3.00: .05 index points = $5.00 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| E-mini Dow ($5) Options | One E-mini Dow ($5) futures contract | 1 index point = $5.00 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| DJIA ($10) Options | One DJIA ($10) futures contract | .5 point = $5.00 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| E-mini S&P MidCap 400 Options | One E-mini S&P MidCap 400 futures contract | .10 index points = $5.00 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| S&P MidCap 400 Options | One S&P MidCap 400 futures contract | .05 index points = $25.00 | Calculated daily for options - call the CME Group SPAN/Risk Management Hotline at 312.648.3888 |
3rd Friday of the contract month (8:30 a.m. for quarterlies; 3:15 p.m. for serials) |
| Products | Multiplier | Tick Size | Notional Value | Performance Bond/Margin | Expirations |
|---|---|---|---|---|---|
| S&P 500/CitiGroup Growth | $250 times the S&P 500/CITICORP Growth futures price | .10 index points = $25.00 | $250 x 689.00 = $172,250 | Spec: $10,000 Hedge Member: $8,000 |
The Thursday prior to the 3rd Friday of the contract month |
| S&P 500/CitiGroup Value | $250 times the S&P 500/CITICORP Value futures price | .10 index points = $25.00 | $250 x 762 = $190,500 | Spec: $12,500 Hedge Member: $10,000 |
The Thursday prior to the 3rd Friday of the contract month |
| Financial SPCTR | $125 times the Financial SPCTR futures price | .10 index points = $12.50 | $125 x 412.00 = $51,500 | Spec: $3,125 Hedge Member: $2,500 |
3rd Friday of the contract month |
| Technology SPCTR | $125 times the Technology SPCTR futures price | .10 index points = $12.50 | $125 x 294 = $36,750 | Spec: $1,750 Hedge Member: $1,400 |
3rd Friday of the contract month |
| S&P 500 Depositary Receipts | 200 shares of the S&P 500 Depositary Receipts | .01 index point = $1.00 | $100 x 145.10 = $14,510.00 | Spec: 4.20% Hedge Member: 20.00% |
3rd Friday of the contract month |
| PowerShares QQQ | 100 shares of PowerShares QQQ | .01 index point = $2.00 | $200 x 49.92 = $9,984.00 | Spec: 5.00% Hedge Member: 20.00% |
3rd Friday of the contract month |
| iShares Russell 2000 Index Fund | 200 shares of the iShares Russell 2000 Index Fund | .01 index point = $2.00 | $200 x 77 = $15,400 | Spec: 4.40% Hedge Member: 20.00% |
3rd Friday of the contract month |
| E-mini NASDAQ Biotechnology | $50.00 times the E-mini Nasdaq Biotechnology futures price | .10 index points = $5.00 | $50 x 860.40 = $43,020.00 | Spec: $3,750 Hedge Member: $3,000 |
3rd Friday of the contract month |