About E-mini S&P SmallCap 600 Futures

Contract
Starting August 19, the futures contract size will be $100 x the S&P SmallCap 600 futures level and trade in ticks of 0.10 index points, equivalent to $10 (for calendar spreads, the contract trades in ticks of 0.05 index points, or $5 per contract).

About the Underlying Index
Introduced in 1994, S&P SmallCap 600 is fast becoming the preferred small cap index in the United States. Measuring a segment of the market that is typically renowned for poor trading liquidity and financial instability, S&P SmallCap 600 is designed to be an efficient portfolio of companies that meet specific inclusion criteria to ensure that they are investable and financially viable. As a result, the S&P SmallCap 600 is gaining wide acceptance as the benchmark of choice for both active and passive management. S&P SmallCap 600 is a core component of the U.S. indices that could be used as building blocks for portfolio construction.

Index constituents exhibit the following characteristics:

• Market Coverage - 3%-4% of the U.S. equities market
• Weighting - Market capitalization
• Market Capitalization - US$ 300 million to US$ 1.5 billion
• Public Float - At least 50%
• Reconstitution - As needed basis

Learn more about this Index and the methodology at www.standardandpoors.com