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Equity Index Products
SGI WISE US Long/Short Index Futures
Description
SGI WISE US Long/Short Index futures are part of our custom index futures, designed to offer flexible, secure and transparent means of managing custom equity exposure. The SGI WISE US Long/Short Index tracks the performance of a selection of 12 monthly portfolios of US shares picked according to the "WISE Model" in order to provide the excess return from a long investment in the SGI WISE US Top Net Total Return Index, and a short investment in the SGI WISE US Bottom Gross Return Index.
Learn More...
| SGI WISE US Long/Short Index Futures | |||||
|---|---|---|---|---|---|
| Opening Date | 02/07/11 Read Special Executive Report |
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| Ticker Symbol | K08 View product and vendor codes |
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| Contract Size | $50 x SGI WISE US Long/Short Index | ||||
| Tick Size (minimum fluctuation) | 0.25 Index Points (or $12.50 per tick) | ||||
| Trading Hours All times listed are Central Time (CT) |
CME Globex (Electronic Platform) | MON-FRI: 8:30 a.m.- 3:15 p.m. | |||
| Contract Months | Two (2) months in the March Quarterly Cycle (i.e. March, June, September and December). | ||||
| Last Trade Date/Time View Calendar |
3:15 p.m. on the Thursday prior to the 3rd FRI of the contract month | ||||
| Settlement Procedure | Daily SGI WISE US Long/Short Index Settlement Procedure (PDF) Final SGI WISE US Long/Short Index Settlement Procedure (PDF) |
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| Daily Price Limits | Trading halts triggered by Price Limit Incidents of the E-mini S&P 500 futures contract. | ||||
| Position Limits | 5,000 contracts net long and short in all contract months combined | ||||
| Block Trade Eligibility | Yes. View more on block-trade eligible contracts. | ||||
| Block Minimum | 50 contracts | ||||
| Rulebook Chapter | 384 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
| About the Underlying | Learn more about SGI WISE Indexes | ||||
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