Euro-Denominated E-mini S&P 500 Futures

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Toll Free: 800-331-3332
E-mail: info@cmegroup.com

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Now Available for Trading

The benchmark for the U.S. stock market meets the currency that fuels the European Union (EU)

U.S. large-cap stocks and the euro currency in a single vehicle
Trade spread between the euro- and USD-denominated versions of the contract
Spread between S&P 500 and European market indices

Strong correlations. Now stronger opportunities.

For more info visit the Euro-Denominated E-mini S&P 500 Futures Product Page

Resources

Vendor Codes (PDF)

Product Overview (PDF)

Euro-denom. E-mini S&P 500 Futures: Opportunities for Spread Trading vs. USD futures (PDF)
New strategy paper outlines spreading opportunities from correlations.

Equity Index Research Center
Get more solutions for your risk-management & execution needs

Product Term Sheet (PDF)

Contract Specifications

Contract Value	50 Euros (€) x Standard & Poor’s 500 (S&P 500) Stock Index
Tick Size	0.25 Index Points (€12.5)
Listing Cycle	Five (5) months in March Quarterly Cycle, i.e., March, June, September and December
Hours of Trade All times listed in Central Time (CT)	Offered exclusively on CME Globex electronic trading platform on Mondays – Thursdays from 5:00 p.m. – 3:15 p.m. and 3:30 p.m. – 4:30 p.m.; Sundays from 5:00 p.m. – 3:15 p.m.
Termination of Trading	8:30 a.m. CT on third Friday of contract month
Final Settlement	Cash Settlement to a special opening quotation (SOQ) of S&P 500 Stock Price Index based on opening process of index constituents
Final Settlement Date	Third Friday of contract month with contingencies if Underlying Reference Value should not be published on that day
Limits	Five percent during ETH, 10 percent, 20 percent and 30 percent during RTH
Ticker	Ticker = “EME” CME Clearing = “EME”

More Information

For more information on euro-denominated E-mini S&P 500 futures, e-mail the CME Group Equity Products team.