Asset Class Navigation

E-mini S&P MidCap 400 Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 82%
SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 80%
SP - S&P 500 FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 5 A All dates 80%
ME - EMINI MIDCAP FUTURES 2 B All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 12 A All dates 78%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 3 A All dates 76%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 12 A All dates 75%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 75%
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES 2 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 6 A All dates 75%
CME ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 2 A All dates 75%
NQ - E-MINI NASDAQ 100 FUTURES 3 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 75%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 75%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 74%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 17 A All dates 70%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 2 A All dates 69%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 12 A All dates 65%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 12 A All dates 65%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 A All dates 65%
SMP - S&P SMALLCAP 600 FUTURES 2 B All dates
CME EQUITY INDEX XAV - EMINI SP500- HEALTH CARE SECT INDEX Delta 12 A All dates 60%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 12 A All dates 55%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 2 A All dates 50%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX XAU - EMINI SP500-UTILITIES SECTOR INDEX Delta 3 A All dates 50%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 7 A All dates 40%
ME - EMINI MIDCAP FUTURES 2 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 A All dates 40%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 6 B All dates
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 12 A All dates 35%
ME - EMINI MIDCAP FUTURES 5 B All dates

About E-mini S&P MidCap 400 futures 

Electronically traded E-mini S&P MidCap 400 futures trade at a portion of the standard contract size, allowing for an accessible and flexible means to manage exposure to the underlying index. The S&P MidCap 400 is a value-weighted index that provides investors with a benchmark for mid-sized companies from all major industries.