S&P 500 Month-End futures and options offer a powerful way to scale or hedge S&P 500 exposure. Each futures and options contract is sized at 100x the S&P 500 Index and expires at the index close every month, providing enhanced efficiency, flexibility and liquidity to hedge equity risk.
Resources
Key features
Capital and operational efficiencies
Scale S&P 500 exposure with fewer contracts, while enjoying potential cross-margining benefits with other Equity Index contracts.
Liquidity for large trades
Optimized for block trading and institutional-sized positions, these contracts provide a robust market for executing large orders with minimal market impact.
Seamless month-end portfolio management
Align your hedging strategies precisely with month-end or quarter-end portfolio rebalancing, managing exposure with precision at the index close.
Multiple ways to access
Options can be flexibly traded via blocks or on-screen, while futures can be executed as Basis Trade at Index Close (BTIC) transactions, Exchange for Related Position (EFRP) or delta-hedging options trades.
PRODUCTS
E-mini S&P 500 options
Enjoy greater choice and flexibility for trading E-mini S&P futures and options with more expiries and new enhancements, including the introduction of ES options blocks.
Contact an Equity Index expert
Connect with a member of our expert Equity team for more information about our products.
