| 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 |
