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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
Product Code CME Globex: ASR
CME ClearPort: ASR
Clearing: ASR
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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