CME S&P 500 Futures
Overview
About
Contract Specifications
Contract Listings
Trading Hours
Product Calendars
Time & Sales
Resources
Performance Bonds
CME S&P 500 Futures
Trade Unit $250 times the Standard & Poor's 500 Stock Price Index
Point Descriptions 1 point = .01 index points = $2.50
Contract Listing Eight months in the March quarterly cycle. Mar, Jun, Sep, Dec.
Strike Price Interval N/A
Product Code Clearing=SP
Ticker=SP
Trading Venue: Floor
Hours 8:30 a.m.-3:15 p.m. Month end(3:15 p.m.) LTD(3:15 p.m.)^
Listed The percentage price limits are calculated at the beginning of each calendar quarter. Trading halts are coordinated with trading halts in the primary securities markets.
Strike N/A
Limits Price Limits corresponding to a 5.0%, 10.0%, 15.0% and 20.0% decline below the Settlement Price of the preceding RTH session. See Equity limits
Minimum Fluctuation Regular 0.10=$25.00
Calendar Spread 0.05=$12.50
Trading Venue: CME® Globex®
Hours Mon/Thurs 5:00 p.m.-8:15 a.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.-8:15 a.m.
Listed The Lead month in the Quarterly cycle.
Strike N/A
Limits Price limit corresponding to a 5% INCREASE or DECREASE from the Prior Settlement Price.
Minimum Fluctuation Regular 0.10=$25.00
Futures and Options
S&P 500 DEC07
1542.50
+1750
Updated:
10/26/07 03:22 PM CST
CME RTH Flash Quotes
S&P 500 DEC07
1536.80
+1170
Updated:
10/26/07 03:22 PM CST
CME Globex Flash Quotes