ADJUSTED INTEREST RATE S&P 500 TOTAL RETURN FUTURES - CONTRACT SPECS

Contract Unit $25 x AIR S&P 500 Total Return Index Price
Price Quotation U.S. dollars and cents per Index Point
Trading Hours CME Globex: BTIC: Sunday - Friday 5:00 p.m. - 3:00 p.m. CT  Monday - Thursday 4:00 p.m. - 5:00 p.m. CT daily maintenance period
CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation 0.01 index point = $0.25

BTIC: 0.50 basis point = $12.50
Product Code CME Globex: ASR
CME ClearPort: ASR
Clearing: ASR
BTIC: AST
Listed Contracts Quarterly contracts (Mar, Jun, Sep, Dec) listed for 13 consecutive quarters and 4 additional Dec quarterly contracts
Settlement Method Financially Settled
Termination Of Trading CME Globex: BTIC Trading terminates on the business day prior to the 3rd Friday of the quarterly contract.
CME ClearPort: Trading terminates at 8:30 a.m. CT on the 3rd Friday of the quarterly contract.
Settlement Procedures Settlement Procedures
Position Limits Position Limits
Exchange Rulebook CME 357B
Block Minimum Block Table
Price Limit Or Circuit Price Limits
Vendor Codes Quote Vendor Symbols

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