About E-mini S&P MidCap 400 Futures

Contract Size
The size of one CME E-mini^® S&P MidCap 400^® futures contract equals $100 (the contract’s multiplier) times the current CME E-mini S&P MidCap 400 futures level. The contract moves in ticks of 0.10 index points valued at $10.00 (futures calendar spreads move in increments of 0.05 index points = $5.00 contract).

These futures expire on a quarterly basis and are listed two months out in the March quarterly cycle. These contracts trade electronically only on the CME Globex^® platform nearly 24 hours a day around the clock, around the world.

Underlying Index
The S&P MidCap 400 is the most widely used index for mid-sized companies. Today, mid-caps are being recognized as an independent asset class, with risk/reward profiles that differ considerably from both large-caps and small-caps. The S&P MidCap 400 covers approximately seven percent of the U.S. equities market, and is part of a series of S&P U.S. indices that can be used as building blocks for portfolio construction.

For a complete list of stocks in the index and Index methodology, visit the Standard & Poor’s Web site.