About CME S&P MidCap 400 Futures

Contract Size
The size of one CME S&P MidCap 400^® futures contract is determined by taking the contract’s multiplier ($500) times the current CME S&P MidCap 400 futures level. The contract moves in ticks of 0.50 index points, or $25 per contract.

These futures contracts expire on a quarterly basis and are listed four months out in the March quarterly cycle. They trade on the CME floors during regular trading hours (RTH) and are available electronically on the CME Globex^® platform during extended trading hours (ETH).

Underlying Index
The S&P MidCap 400 is now 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 7 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.