S&P 500 and Dow Jones Factor Futures - CME Group S&P 500 and Dow Jones Factor Futures

Coming September 21*

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

E-mini S&P 500 and Dow Jones 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).

Starting September 21,* bring greater precision to your equity allocation by trading the underlying drivers of market performance. Covering Growth, Value, Quality, Momentum, Low Volatility and Dividend, E-mini S&P 500 Factor futures and E-mini Dow Jones Dividend 100 futures empower market participants to execute style rotation strategies, hedge factor risk and capture relative value with 23-hour access and maximum capital efficiency.

*Pending regulatory review

Resources

Press Release

FAQ

Contract specifications

Contract	Contract size	Product code
E-mini S&P 500 Growth futures	$20 x S&P 500 Growth Index	Globex: SPGR BTIC: SPGT
E-mini S&P 500 Value futures	$50 x S&P 500 Value Index	Globex: SPV BTIC: SPVT
E-mini S&P 500 Quality futures	$25 x S&P 500 Quality Index	Globex: SPQ BTIC: SPQT
E-mini S&P 500 Momentum futures	$25 x S&P 500 Momentum Index	Globex: SPMO BTIC: SPMT
E-mini S&P 500 Low Volatility futures	$10 x S&P 500 Low Volatility Index	Globex: SPLV BTIC: SPLT
E-mini Dow Jones U.S. Dividend 100 futures	$20 x Dow Jones U.S. Dividend 100 Index	Globex: DJD BTIC: DJDT

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.

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