CME Group S&P 500/Citigroup Value

From MarketsWiki
Jump to: navigation, search
CME-E-Mini PostLaunch Banner 728x90.jpg

S&P 500/Citigroup Value futures
Exchange CME Group
Settlement Cash settled
Contract Size $250 times the Standard & Poor's 500/CITICORP Value Index
Pricing Unit .01 index points = $2.50
Tick Value Outright: 0.10 Index Points=$25.00

Calendar Spread: 0.05 index points=$12.50

BTIC: 0.05 index points=$12.50

Contract Months Two months in the March Quarterly Cycle. Mar, Jun, Sep, Dec.
Last Trading Day Trading can occur up until 9:30 a.m. ET on the 3rd Friday of the contract month

BTIC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of contract month

Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A CME Globex: Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET) with trading halt 4:15 p.m. - 4:30 p.m.

BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET

Clearport: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET

Ticker Symbol N/A SU
Price Limits N/A Successive 10%, 20%, and 30% price limits based on the average daily close of the cash index in the last month of the preceding quarter. Price limits are effective only for limit moves below the previous day's close.



CME Group S&P 500/Citigroup Value Contract Specifications