Equity Index & Stock Index Options on Futures
 

Deep Levels of Options Liquidity to Cover a Variety of Trading Needs

Record One Million+ Contracts Traded on January 24, 2014

With more than 363,000 contracts traded daily, our Equity Index Options on Futures products offer the liquidity, market depth and extensive product choice to suit a variety of institutional trading strategies. Choose from:

  • Contracts on leading stock indexes like the S&P 500, NASDAQ-100, and Dow Jones Industrial Average
  • Standard-size or smaller, electronically traded E-mini contracts
  • American-style quarterly and serial months
  • European-style end-of-month, short-dated weekly and FLEX
    option expirations
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Surface Report

Key Benefits

  • Potential margin offsets on futures and options strategies
  • Active liquidity pools on the screen and the floor
  • Spreading capabilities on the screen
  • Counterparty risk mitigation of centrally cleared products
 

 

Record Monthly ADV for Options –531,000+/Day

Tools and Information

Record Monthly ADV for Options –531,000+/Day
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Strategies and Research

Product Summary - Equity Index Options

CONTRACT TICKER SYMBOL(S) MULTIPLIER OF UNDERLYING STYLE TICK
(in index points)
EXPIRATION(S)
(Day of Contract Month)
E-mini S&P 500 options  ($50) ES $50 A 0.25=$12.50 for premium >5.00
0.05=$2.50 for premium < or =5.00
3rd Friday 
End-of-Month E-mini S&P 500 options  EW $50 E same as above Last business day 
Weekly E-mini S&P 500 options EW1, EW2, EW4 $50 E Same as above 1st, 2nd & 4th Fridays 
S&P 500 options CS (calls)
PS (puts)
$250 A 0.10=$25.00 for premium >5.00
0.05=$12.50 for premium < or =5.00
Q: Thursday prior to 3rd Friday
S: 3rd Friday 
End-of-Month S&P 500 options EV $250 E same as above Last business day 
Weekly S&P 500 options EV1, EV2, EV4 $250 E same as above 1st, 2nd & 4th Fridays 
E-mini NASDAQ-100 options NQ $20 A 0.25=$5.00 for premium >3.00
0.05=$1.00 for premium < or =3.00
3rd Friday of month
Weekly E-mini NASDAQ-100 options QN1, QN2, QN4, QN5 $20 E same as above 1st, 2nd, 4th & 5th* Fridays
*when applicable
NASDAQ-100 options ND $100 A 0.25=$25.00 for premium >3.00
0.05=$5.00 for premium < or =3.00
Q:  Thursday prior to 3rd Friday
S:  3rd Friday 
Weekly NASDAQ-100 options DN1, DN2, DN4, DN5 $100 E same as above 1st, 2nd, 4th & 5th* Fridays
*when applicable
E-mini Dow ($5) options OYMC (calls)
OYMP (puts)
$5 A 1.00=$5.00 3rd Friday 
DJIA $10 options Floor: DJC (calls), DJP (puts)
GLOBEX: OZDP (calls), OZDP (puts)
  A 1.00=$10.00 3rd Friday 
E-mini S&P MidCap 400 options EMD $100 A 0.05=$5.00 3rd Friday
S&P MidCap 400 options MD $500 A 0.05=$25.00 Q:  Thursday prior to 3rd Friday
S:  3rd Friday 
E-mini S&P SmallCap 600 options SMC $100 A 0.10-$10.00 3rd Friday
Nikkei 225 USD options KN (Calls)
JN (Puts)
$5 A 5.00 index points=$25.00 Q:  Thursday prior to 2nd Friday
S:  3rd Friday 
S&P 500/Growth options SG $250 A 0.10=$25.00 for premium>5.00
0.05=$12.50 for premium <or =5.00
Q:  Thursday prior to 3rd Friday
S:  3rd Friday 
S&P 500/Value options SU $250 A 0.10=$25.00 for premium>5.00
0.05=$12.50 for premium <or =5.00
Q:  Thursday prior to 3rd Friday
S:  3rd Friday 

KEY
OO = Open Outcry
GLBX = CME Globex
A = American style exercise
E = European-style exercise
Q=Quarterly; S= Serial

 
 
 

Futures & Options Trading

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