E-mini S&P 500 Momentum futures offer capital-efficient access to high-momentum stocks within the S&P 500 Index. The contract provides more ways for market participants to employ quantitative strategies, tactical trend-following and factor tilting without the drag of physical equity rebalancing. 

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The S&P 500 Momentum Index is a rule-based benchmark designed to measure the performance of stocks in the S&P 500 that exhibit persistent relative price momentum. It selects approximately 100 constituents with the highest risk-adjusted price return over the past 12 months (excluding the most recent month). 


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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