CME Group S&P 500/Citigroup Value
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 |