CME Group S&P 500/Citigroup Value

From MarketsWiki
Jump to navigation Jump to search



S&P 500/Citigroup Value Futures
Contract Unit $250 x S&P 500/Value Index
Trading Hours CME Globex: CME Globex: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET with trading halt 4:15 p.m. - 4:30 p.m.

BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET

Clearport: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET

Minimum Price Fluctuation Outright: 0.10 Index Points=$25.00

Calendar Spread: 0.05 index points=$12.50 BTIC: 0.05 index points=$12.50

Product Code CME Globex: SU

CME ClearPort: SU

Clearing: SU

BTIC: SUT

Listed Contracts Quarterly contracts (Mar, Jun, Sep, Dec) listed for 2 consecutive quarters
Settlement Method Financially Settled
Termination of Trading Trading terminates on the business day before the 3rd Friday of the contract month.

BTIC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of contract month

Settlement Procedures Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 356
Block Minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing

Notes[edit]

Resources[edit]

CME Group S&P 500/Citigroup Value Contract Specifications