0S&P SmallCap 600 futures provide a way to efficiently gain exposure to the small-cap U.S. equity market using what is quickly becoming the preferred small-cap index for its superior index methodology. They also enable you to:
- Trade the entire index of 600 small-sized company stocks in one transaction, compared to a basket of small-cap stocks
- Benefit from lower trading costs versus trading a basket of futures or Exchange-Traded Funds (ETFs)
- Take advantage of the low correlation of this index to the S&P 500 Index
- Use a financial tool that accommodates a range of strategies, different market environments and varied objectives
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View free real-time quotes on a variety of electronically traded CME Group products
Euro-denom. E-mini S&P 500 Futures to Launch Oct. 27
Capitalize on compelling new spreading opportunities while gaining exposure to the euro and the U.S. large-cap benchmark in a single trade.
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Fee Waivers on the S&P MidCap 400 and S&P SmallCap 600 contracts
Reduced fees for spread-traded E-mini options
Effective though December 2008
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A
| Trade Unit | $500 times the S&P SmallCap 600 Index | ||
| Settle Method | Cash Settled | ||
| Point Size | 1 point = 1 index point =$5.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | Successive 10%, 20%, and 30% price limits based on the average daily close of the cash index in the last month of the preceding quarter. Price limits are effective only for limit moves below the previous day's close. | ||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | Mon/Thurs 5:00 p.m.-8:15 a.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-8:15 a.m. | ||
| Listed | |||
| Product Codes | Clearing=SMP Ticker=SMP | ||
| Minimum Block Size | |||
| Product Calendar | First five (5) months in the March Quarterly Cycle View current product listings |
| Trade Unit | $500 times the S&P SmallCap 600 Index | ||
| Settle Method | Cash Settled | ||
| Point (Tick) Size | 1 point = 1 index point =$5.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | Successive 10%, 20%, and 30% price limits based on the average daily close of the cash index in the last month of the preceding quarter. Price limits are effective only for limit moves below the previous day's close. | ||
| Minimum Fluctuation |
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| Trading Hours | 8:30 a.m.-3:15 p.m. LTD: 3:15 pm | ||
| Listed | |||
| Product Codes | Clearing=SMP Ticker=SMP | ||
| Minimum Block Size | |||
| Product Calendar | First five (5) months in the March Quarterly Cycle View current product listings |
Euro-denom. E-mini S&P 500 Futures to Launch Oct. 27
Capitalize on compelling new spreading opportunities while gaining exposure to the euro and the U.S. large-cap benchmark in a single trade.
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Fee Waivers on the S&P MidCap 400 and S&P SmallCap 600 contracts
Reduced fees for spread-traded E-mini options
Effective though December 2008
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| DEC08 | SMPZ08 | 09/21/2007 |  |
12/18/2008 | 12/19/2008 |
| MAR09 | SMPH09 | 12/21/2007 | |
03/19/2009 | 03/20/2009 |
| JUN09 | SMPM09 | 03/20/2008 | |
06/18/2009 | 06/19/2009 |
| SEP09 | SMPU09 | 06/20/2008 | |
09/17/2009 | 09/18/2009 |
| DEC09 | SMPZ09 | 09/19/2008 | |
12/17/2009 | 12/18/2009 |
Euro-denom. E-mini S&P 500 Futures to Launch Oct. 27
Capitalize on compelling new spreading opportunities while gaining exposure to the euro and the U.S. large-cap benchmark in a single trade.
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Fee Waivers on the S&P MidCap 400 and S&P SmallCap 600 contracts
Reduced fees for spread-traded E-mini options
Effective though December 2008
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A
- Equity Index Price Limits
- Equity Index Products Research Center
- Equity Index Choices center
- EOM Options Fixing Price (ESF)
- Equity Fair Value Premiums
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Month-End FV Settlement Q&A