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> CME
|
S&P 500
| Contract Size |
| $250 x Index |
| Deliverable Grades |
| N/A |
| Tick Size |
0.1 = $25 |
| Price Quote |
Price is quoted in terms of the Standard & Poor's 500 Stock Price Index |
| Contract Months |
| Eight months in the March quarterly cycle. Mar, Jun, Sep, Dec. |
| Last Trading Day |
| Futures trading shall terminate on the business day immediately preceding the day of the determination of the Final Settlement Price. |
| Settlement |
The Final Settlement Price shall be a special quotation of the Standard and Poors500 Stock Price Index based on the opening prices of the component stocks in the index, or on the last sale price of a stock that does not open for trading on the regularly scheduled day of final settlement. |
| Trading Hours |
17:00 - 15:15, 15:30 - 16:30 |
| Ticker Symbols |
Clearing=SP; Ticker=SP |
| Daily Price Limit |
| Floor: Price Limits corresponding to a 5.0%, 10.0%, 15.0% and 20.0% decline below the Settlement Price of the preceding RTH session. |
| Ticker Symbols Exchange |
| CME |