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E-mini Consumer Discretionary Select Sector Futures Contract Specs

Opening Date 03/14/2011
Ticker Symbols XAY
BTIC Block Trade Entry Symbol: XYT
Contract Size $100 x S&P Consumer Select Sector Discretionary Index price
Tick Size (minimum fluctuation) Outrights: 0.10 Index Points=$10.00
Trading Hours
All time listed are Central Time
CME Globex
 
MON – FRI: 5:00 p.m. previous day – 4:15 p.m.; trading halt from 3:15 p.m. – 3:30 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
8:30 a.m. on Third (3rd) Friday of contract month with contingencies if Underlying Reference Value should not be published on that day.
Settlement Procedure Daily E-mini S&P Select Sector Settlement Procedure (PDF)
Final E-mini S&P Select Sector Settlement Procedure (PDF)
Daily Price Limits View price limits details
Position Limits See: CME Rulebook Chapter 5 - POSITION LIMIT, POSITION ACCOUNTABILITY AND REPORTABLE LEVEL TABLE (PDF)
Block Trade Eligibility Yes. View more on block-trade eligible contracts.
Block Minimum 50 contracts.
View more on block trades
Basis Trade at Index Close (BTIC)
Block Trades
Same minimums as regular blocks., but reportable using a different code (see Ticker Symbols above). View related SER.
Rulebook Chapter See CME Rule 369
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.