Adjusted Interest Rate S&P 500 Total Return Futures Contract Specs
| Contract Unit | $25 x S&P 500 Total Return Index | ||||
| Price Quotation | U.S. dollars and cents per Index Point | ||||
| Trading Hours | CME Globex: | BTIC (AST): 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 (AST): 0.50 Basis point = $12.50 |
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| Product Code | CME Globex: ASRCME ClearPort: ASRClearing: ASRBTIC: "AST","ASM" | ||||
| 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 (AST): 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 | CME Position Limits | ||||
| Exchange Rulebook | CME 357B | ||||
| Block Minimum | Block Minimum Thresholds | ||||
| Price Limit Or Circuit | Price Limits | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
About E-mini S&P MidCap 400 futures
Electronically traded E-mini S&P MidCap 400 futures trade at a portion of the standard contract size, allowing for an accessible and flexible means to manage exposure to the underlying index. The S&P MidCap 400 is a value-weighted index that provides investors with a benchmark for mid-sized companies from all major industries.
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