Asset Class Navigation

S&P 500 Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 2 B All dates 75%
SP - S&P 500 FUTURES 1 A All dates
CME EQUITY INDEX IBV - USD-DENOMINATED IBOVESPA INDEX Delta 5 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 75%
SP - S&P 500 FUTURES 2 B All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 10 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 10 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 70%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 5 A All dates
CME EQUITY INDEX SMP - S&P SMALLCAP 600 FUTURES Delta 10 A All dates 70%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 70%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 10 A All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 100 A All dates 66%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 2 B All dates 65%
TPY - YEN DENOMINATED TOPIX FUTURES 15 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 90%
CBT YM - E-MINI DOW ($5) FUTURES 5 A All dates
CME EQUITY INDEX ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 5 A All dates 90%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 65%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 65%
XAF - EMINI SP500 - FINANCIAL SECT INDEX 10 A All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 10 A All dates 65%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 60%
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX 15 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 60%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 60%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 10 A All dates
CME EQUITY INDEX IPO - E-MINI IPOX 100 U.S. INDEX FUTURES Delta 125 A All dates 59%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 55%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 10 A All dates
CME EQUITY INDEX IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX Delta 125 A All dates 55%
SP - S&P 500 FUTURES 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 10 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 50%
XAZ - E-MINI COM SERVICES SELECT SECTOR 10 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 10 A All dates 50%
SP - S&P 500 FUTURES 1 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 20 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 2 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 50%
XAR - REAL ESTATE SELECT SECTOR FUTURES 15 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 50 A 12/2020 11/2022 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 70 A 07/2020 11/2020 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 50 A 07/2020 11/2020 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 40 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 50 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2021 09/2022 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2020 09/2021 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2022 09/2023 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 100 A 03/2020 09/2020 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2023 09/2024 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2024 09/2025 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2028 09/2029 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2026 09/2027 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2027 09/2028 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2025 09/2026 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME EQUITY INDEX EME - EMINI S&P 500 EURO DENOMINATED FUTU Delta 50 A All dates 99%
SP - S&P 500 FUTURES 13 B All dates
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 10 A All dates 48%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 45%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 40%
SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CME EQUITY INDEX BQ - E-MINI NASDAQ BIOTECHNOLOGY FUTURES Delta 10 A All dates 40%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 10 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 35%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 25 A All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 65 A All dates 30%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 30%
FX JY - JAPANESE YEN FUTURES 6 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 87%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 5 B All dates
CME EQUITY INDEX QN - NASDAQ COMPOSITE FUTURES Delta 5 B All dates 85%
SP - S&P 500 FUTURES 1 A All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 15 A All dates 85%
SP - S&P 500 FUTURES 2 B All dates
CME EQUITY INDEX CTM - S&P500 CARRY ADJUSTED RETURN MARKER Delta 20 B All dates 85%
SP - S&P 500 FUTURES 3 A All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 1 B All dates 98%
SP - S&P 500 FUTURES 1 A All dates
SU - S&P/ CITIGROUP VALUE FUTURES 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 5 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 5 A All dates 80%
CME SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 5 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates

About S&P 500 Futures and Options

S&P 500 futures and options offer a capital-efficient means to manage exposure to the leading large –cap companies of the U.S. stock market. Based on the underlying Standard & Poor’s 500 stock index, which is 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.