| CME S&P 500 Citigroup Value Index Futures |
| Trade Unit |
$250 times the Standard & Poor's 500/CITICORP Value Index |
| Point Descriptions |
.01 index point = $2.50 |
| Contract Listing |
Two months in the March Quarterly Cycle. Mar, Jun, Sep, Dec. |
| Strike Price Interval |
N/A |
| Product Code |
Clearing=SU
Ticker=SU
|
| Trading Venue: CME® Globex® |
| Hours |
Mon/Thurs 5:00 p.m.-3:15 p.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-3:15 p.m. Month end(3:15 p.m.) LTD(3:15 p.m.)^ |
| Listed |
The percentage price limit is calculated at the beginning of each calendar quarter. Limit is based on 2.5% of index value. |
| Strike |
N/A |
| Limits |
5%, 10%, 15% and 20% limits. See Equity limits |
| Minimum Fluctuation |
Regular |
0.10=$25.00 |
| Calendar Spread |
0.05=$12.50 |
