Asset Class Navigation

E-mini S&P 500 Margins

Start Period End Period
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2018 06/2018 5,800 USD 0.075
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2018 06/2019 5,800 USD 0.055

About E-mini S&P 500

An electronically traded futures contract one fifth the size of standard S&P futures, E-mini S&P 500 futures and options are based on the underlying Standard & Poor’s 500 stock index. Made up of 500 individual stocks representing the market capitalizations of large companies, the S&P 500 Index is a leading indicator of large-cap U.S. equities. 

*Settlement prices for the E-mini S&P 500 may differ slightly from the "true" settlement price displayed on CME's Daily Bulletin.

  • These slight variances in settlements are the result of rounding due to differences in the minimum tick sizes between the E-mini contracts and the full-sized contracts.
  • Additionally, the settlement price displayed on the Daily Bulletin matches that of the full-sized contracts for purposes of marking-to-market, as the contracts are fungible, on a 5:1 basis. Example: E-mini S&P 500 futures contracts are traded in .25 increments and the full-sized S&P 500 contracts in .10 increments.