E-mini S&P Select Sector Futures

Select Sector Index Futures

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Capture Select Sector exposure in futures form with E-mini S&P Select Sector futures - liquid, cost-effective and capital-efficient products that track the same underlying indices as the most popular ETFs.

Low cost

Low tracking error, zero management fees and actionable SOQ settlement at expiration. Read our Total Cost Analysis whitepaper to learn more. 

 

Capital efficiency

  • 4.13% average initial margin, 20x leverage
  • Up to 80% margin offset with S&P 500 futures

Short sector exposure

Short sector exposure without the constraint of security-based or single-stock-based short sale regulations

Multiple product applications

Market participants turn to Sector futures for spreading, sector rotation, portfolio overlays and cash equitization opportunities

UCITS eligibility and tax treatment

  • UCITS eligible
  • Several Select Sector futures may be exempt from IRS Rule 871(m)*
  • Section 1256 contracts with 60/40 U.S. tax treatment

*Please consult your tax advisor and/or FCM for more information.

Ways to Trade Select Sectors

  • Watch a video looking at different ways to trade Select Sector futures and how these strategies provide liquidity to the market:
  • Central Limit Order Book (CLOB)
  • Basis Trade at Index Close (BTIC)
  • Block Trades
  • Exchange for Physical (EFP) eligible

CME E-mini S&P Select Sector futures have seen volume growth and increased customer interest in recent quarters.  With volatility being a key theme, read our article on Sector Investing to learn more about opportunities for granular risk management.

The distribution of open interest in E-mini S&P 500 Select Sector futures of $5.6B as of April 30, 2020, is well spread amongst the 11 contracts, indicating client activity and demand across all sectors.

E-mini S&P Select Sector Futures Products

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol

Flexible Execution, Greater Liquidity Access

Block Trades

Block Trades are privately negotiated futures, options or combination transactions that are permitted to be executed apart from the auction market.

About Block Trades

Block and BTIC Liquidity Providers

EFPs

Exchange for Physical (EFP) block trades allow market participants to sell stock and buy it back for future delivery by buying a Single Stock Future (SSF), or by buying the stock and selling the SSF.

About EFPs

Generally acceptable related position instruments

BTIC Block Trades

Basis Trade at Index Close (BTIC) block trades enable market participants to execute a transaction as a basis trade relative to the official close for the underlying index.

Basis Trade at Index Close (BTIC) Overview

Product Applications

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