Better Manage the Dec-Mar E-mini Futures Roll

  • E-mini S&P 500 futures open interest surpasses 3.4M contracts as of November 30
  • Use our free Pace of the Roll tool to help inform your roll strategies

Pace of the Roll Tool

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E-mini S&P 500 Margins

Start Period End Period
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2018 12/2018 6,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2019 03/2019 6,000 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2019 12/2019 6,000 USD 20.000%

About E-mini S&P 500

An electronically traded futures contract one fifth the size of standard S&P futures, E-mini S&P 500 futures and options are based on the underlying Standard & Poor’s 500 stock index. Made up of 500 individual stocks representing the market capitalizations of large companies, the S&P 500 Index is a leading indicator of large-cap U.S. equities.