E-mini S&P Select Sector Futures

Nine Select Sectors. Infinite Possibilities.

Discover a liquid, cost-effective and capital-efficient way to manage portfolio sector exposure or implement directional views and sector rotation strategies: CME Group’s E-mini S&P Select Sector Futures

CME Group's E-mini Select Sector Futures offer the ability to not only access the nine individual S&P Select Sectors around-the-clock via CME Globex but also trade the same underlying S&P indices that the most popular sector ETFs track.

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Select Sector trading benefits include:

  • Capital efficiency:
    • 4.5% average initial margin, 20x leverage
    • 75% margin offset with S&P 500 Futures
    • Section 1256 Contracts with 60/40 US tax treatment
  • Flexible execution methods – Central limit order book via CME Globex, Block Trades, Basis Trade at Index Close (BTIC) Block Trades and Exchange for Physical (EFP) trades
  • Low cost, low tracking error, zero management fees and actionable SOQ settlement at expiration
  • Spreading opportunities – sector index vs. components, sector vs. sector and sector vs. broad-based
  • Additional product applications, including sector rotation, portfolio overlays and cash equitization

E-mini S&P Select Sector Futures Product Slate

Product Code Contract Last Change Chart Open High Low Globex Vol
E-mini Consumer Discretionary Select Sector Futures XAYH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Consumer Staples Select Sector Futures XAPH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Energy Select Sector Futures XAEH5 MAR 2015 776.00 a +0.30 Show Price Chart - 777.40 b 776.00 a 0
E-mini Financial Select Sector Futures XAFH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Health Care Select Sector Futures XAVH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Industrial Select Sector Futures XAIH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Materials Select Sector Futures XABH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Technology Select Sector Futures XAKH5 MAR 2015 - - Show Price Chart - - - 0
E-mini Utilities Select Sector Futures XAUH5 MAR 2015 - - Show Price Chart - - - 0

Market Data and Charts are delayed at least 10 minutes


Flexible Execution, Greater Liquidity Access

Block Trades are privately negotiated futures, options or combination transactions that are permitted to be executed apart from the auction market.

About Block Trades

EFPs

Exchange for Physical (EFP) block trades allow market participants to sell stock and buy it back for future delivery by buying a Single Stock Future (SSF), or by buying the stock and selling the SSF.

About EFPs

Generally acceptable related position instruments

BTIC Block Trades

Basis Trade at Index Close (BTIC) block trades enable market participants to execute a transaction as a basis trade relative to the official close for the underlying S&P Select Sector Index.

Basis Trade at Index Close (BTIC) Overview

BTIC Block Provider Contacts


Contacts

EUROPE
Matthew Tagliani
+44 20 3379 3741
matthew.tagliani@cmegroup.com

NORTH AMERICA
Richard Co
+1 312 930 3227
richard.co@cmegroup.com

Tom Boggs
+1 312 930 3038
thomas.boggs@cmegroup.com

Tim McCourt
+1 212 299 2415
tim.mccourt@cmegroup.com

Giovanni Vicioso
+1 212 299 2163
giovanni.vicioso@cmegroup.com