E-mini S&P 500 Value futures allow market participants to gain direct, capital-efficient exposure to value-oriented companies within the benchmark S&P 500 Index. The contract enables seamless style rotation, value-factor hedging and spread execution against growth and core Index futures. 

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The S&P 500 Value Index is a factor benchmark designed to measure the performance of value-oriented stocks from the S&P 500. S&P Dow Jones Indices selects and weights constituents based on three fundamental metrics: book value-to-price ratio, earnings-to-price ratio and sales-to-price ratio.


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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