Markets Home
Market Data Home

Real-time market data

Stream live futures and options market data directly from CME Group.

Market Data on Google Analytics Hub

Discover a cost-efficient way to access, query, and share CME Group market data.

DATAMINE:

THE SOURCE FOR HISTORICAL DATA

Explore historical market data straight from the source to help refine your trading strategies.
Solutions Home

Clearing Advisories

Access and filter an archive of recent and historical notices for every aspect of trading at CME Group, including Clearing advisories.

Uncleared margin rules

Explore our suite of capital-efficient solutions to URM challenges designed to help minimize your initial margin requirements.
Insights Home

Dive into the Subscription Center

Sign up for the latest news, product highlights, economic insights and more subscriptions, tailored to your trading interests, delivered straight to your inbox.

The world's most valuable exchange brand

Learn more about Brand Finance naming CME Group the most valuable exchange brand for the 11th year in a row.
Education Home

Turn curiosity into confidence

Explore our new, fully customizable, pro-level Trading Simulator and get to know our range of futures contracts.

Elevate your trading skills

Ready to take your trading to the next level? Compete against your peers in our monthly Trading Challenges.
Equity Index

Equity Index Factor Futures

Manage factor-based exposure with liquid, capital-efficient futures on key indices from S&P, Dow Jones and Russell.

Contact an expert

Factors in focus: Trade the drivers of U.S. equities

Add greater precision to your equity allocation by trading the underlying drivers of market performance. Equity Index Factor futures empower market participants to execute style rotation strategies, hedge factor risk and capture relative value with 23-hour access and maximum capital efficiency.

Resources
FAQ
Fact Card
Article: New E-mini Equity Factor Futures
Why trade Factor futures?

Precise, dynamic factor exposure

Seamlessly rotate into a diverse range of factor exposure while maintaining underlying equity holdings.

Capital efficiency

Enjoy potential margin offsets against other Equity Index futures, including E-mini S&P 500, Sector futures and more.

Expand your trading strategies

Implement multi-factor strategies, express short views or execute long/short factor pair trades with no stock borrow fees or locate restrictions.

Flexible execution

Trade via Globex, privately negotiated block trades, derived futures blocks or Basis Trade at Index Close (BTIC).

NOW LIVE

E-mini S&P 500 and Dow Jones Factor futures

View the FAQ

SUBSCRIBE TO UPDATES
STAY INFORMED OF EQUITY INDEX PRODUCT DEVELOPMENTS

Subscribe

Your questions, answered

View the full FAQ

E-mini S&P 500 Factor futures are financially settled futures contracts tracking five style sub-indices of the flagship S&P 500: Growth, Value, Quality, Momentum and Low Volatility. They allow institutional and individual traders to gain targeted factor exposure or hedge specific style tilts 23 hours a day.

E-mini Dow Jones U.S. Dividend 100 futures track an index of 100 high dividend-yielding U.S. companies. These contracts allow market participants to efficiently manage high dividend-paying equity exposure and execute income-oriented factor overlays.

Market participants can execute trades electronically via the Globex central order book, submit privately negotiated block trades and derived futures blocks or utilize Basis Trade at Index Close (BTIC) to trade directly relative to the daily cash index closing price.

Our new suite of Factor futures will be available to trade via your FCM, similar to other Equity products.

For deeper insights into factor index definitions and methodology, explore the following resources from S&P Dow Jones Indices:

Equity Index tools for your trading strategy

Explore our industry-leading tools to gain insights that inform the way you trade.

Open Interest Profile Tool

Analyze open interest and open interest change patterns for each expiration within the selected product.

Quaterly Roll Analyzer

Inform your roll strategy with daily updates and analytics on roll activity in Sector futures.

Total Cost Analysis Tool

Analyze the all-in costs of replicating the S&P 500 by trading Equity Index futures vs. ETFs.
CME Direct USERS

Learn more about Trading Grids

Get access to the full library of Trading Grids and follow step-by-step directions on how to import grids, create your own or add products to existing grids into CME Direct.

Download TRADING Grids
Factor futures
NEW TO CME DIRECT

Trade Factor futures on CME Direct

A fast, secure and highly configurable trading front-end, CME Direct offers a one-stop shop for accessing liquidity across CLOB trading, RFQs and block negotiation/reporting workflows.

Learn more about CME Direct
Register for CME Direct

Contact an Equity Index expert

Connect with a member of our Equity product team for more information about Factor futures.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2026 CME Group Inc. All rights reserved.