E-MINI NASDAQ-100 END-OF-MONTH 期權 - 合約規格

Options
Opening Date 5/21/2012
Ticker Symbol QNE
ESF= Special fixing price
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Contract Size One E-mini NASDAQ-100 futures contract
Strike Price Interval 10-point strike price intervals within ± 30% previous day’s settlement price of the underlying futures
Tick Size (minimum fluctuation) OUTRIGHT: 0.25=$5.00 for premium >5.00
REDUCED TICK: 0.05=$1.00 for premium < or =5.00
CAB: 0.05=$1.00
Trading Hours (All times listed are Central Time) CME Globex (Electronic Platform) 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 Four consecutive calendar months
Strike Listing CME Globex (Electronic Platform) All strikes interval
Last Trade Date/Time
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CME Globex 3:00 PM CT Last Business day of month
Exercise Procedure European Style. Exercisable only on expiration day. On expiration day, all in-the-money options as of 3:00 p.m. CT will be automatically exercised. Contrarian instructions are not allowed. Exercisable only on expiration day.
Expiration Date Last business day of the contract month
Settlement at Expiration Option exercise results in a position in the underlying cash-settled Futures contract. Options which are in-the-money on the last day of trading are automatically exercised. A 3:00 p.m. CT price fixing based on the weighted average traded price of E-mini NASDAQ-100 futures in the last 30 seconds of trading on expiration day (2:59:30 p.m. – 3:00:00 p.m. CT) will be used to determine which options are in-the-money.
Daily Price Limits Option trading is not permitted during trading halts due to price limit events
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Position Limits See: CME Rulebook Chapter 5 - POSITION LIMIT, POSITION ACCOUNTABILITY AND REPORTABLE LEVEL TABLE
Block Trade Eligibility No. View more on block-trade eligible contracts.
Block Minimum N/A
Rulebook Chapter 359 A
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.

E-迷你納斯達克100指數

我們的基準E-迷你納斯達克100指數期貨流動性充分,可以令您管理在納斯達克證券市場上市的100家美國非金融領先大盤股的風險敞口。此等合約提供多元化潛力,標的指數持倉跨越各個主要的行業組別,包括電腦硬體和軟體、電信、生物科技等。

交易E-迷你納斯達克100指數的優勢

  •   利用交投活躍的市場,持續較窄的買賣價差
  •   單一交易管理於納斯達克證券市場之100家非金融大盤股公司敞口
  •   把握波動性、指數相關性、行業權重和價格風險敞口的機會
  •   相對證券或ETF,可以降低交易成本和減少交易數量