CME S&P 500/Citigroup Value Futures
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CME S&P 500/Citigroup Value™ futures provide a quick, efficient way to manage exposure to a narrower segment of the stock market – approximately half of the S&P 500 companies categorized as value-style stocks. Many investors today engage in style-oriented investing strategies for their portfolios, and this product was designed to complement those strategies. The contract tracks the S&P/Citigroup Value Index, which was launched in 2005 (along with a Growth Index) to provide investors with two distinct yet complementary style perspectives for portfolio construction.

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Benefits

  • Fast, efficient way to gain broad access to and trade the value-style companies of the S&P 500 Index, using a single transaction
  • Opportunity to reduce the risk associated with value-style equity investments and protect against losses during bear markets
  • Potentially lower trading costs than trading a basket of futures or Exchange-Traded Funds (ETFs)
  • Open, fair markets and price transparency
  • One of the most dominant markets for trading equity futures products, with a 92 percent market share of all U.S -traded stock-index futures
  • Guarantee of counterparty credit and central clearing by CME Clearing.

View resources for trading this product

  • CME Group to Update Price Limits, Harmonize Trading Hours
    Read the attached overview for details on changes to price limits and harmonization of trading hours for CME Group Equity products, effective in January 2008.
  • Rule Change for Trading Options Spreads and Combinations
    Effective Monday, January 22, 2007. Click here to read about the rule change for trading option spreads and combination on the following contracts: CME S&P 500, CME S&P 500/Citigroup Growth, CME S&P 500/Citigroup Value and CME NASDAQ-100 options on futures.
  • Sign up to get the CME Equity Newsletter and important product updates sent directly to your e-mail inbox.
  • Sign up to receive the daily CME Market News e-mail newsletter.
Month-End Fair Value Procedures Understanding the Special Opening Quotation (SOQ)
Calculating Fair Value BROCHURE: CME Equity Products Information Guide
Final Settlement Procedures FAQ: Exchange for Physicals (PDF)
Equity Price Limit Guide/FAQ
Futures and Options
S&P VALU DEC07
813.40B
+1180
Updated:
10/26/07 03:22 PM CST
CME Globex Flash Quotes