Index Futures Contract Specifications
|
Commodity: |
S&P 500 |
|
Commodity Symbol: |
SP |
|
Commodity Exchange: |
Chicago Mercantile Exchange |
|
Contract
Size: |
$250 times
the Standard & Poor's 500 Stock Price Index |
|
Prices
Quoted In: |
Dollars per point |
|
Tick
Value: |
$0.10
($25.00 per contract) |
|
Daily
Price Limit: |
5.0%, 10.0%,
15.0% and 20.0% decline below the Settlement Price of the previous
days session. |
|
Contract Months: |
March, June, September, December |
|
Last
Trading Day: |
The business
day immediately preceding the day of the Final Settlement Price is
determined. |
|
Trading
Hours: |
8:30 am to 3:15 pm Central Time, Monday Through Friday |
|
Commodity: |
S&P 500 E-Mini |
|
Commodity Symbol: |
O |
|
Commodity Exchange: |
Chicago Mercantile Exchange |
|
Contract
Size: |
$50 times
the Standard & Poor's 500 Stock Price Index |
|
Prices
Quoted In: |
Dollars per point |
|
Tick
Value: |
$0.25
($12.50 per contract) |
|
Daily
Price Limit: |
Price limit
corresponding to a 5% INCREASE or DECREASE from the Prior Settlement
Price. |
|
Contract Months: |
March, June, September, December |
|
Last
Trading Day: |
The
Settlement Date at 8:30 a.m. |
|
Trading
Hours: |
Mon/Thurs
5:00 p.m.-3:15 p.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.-3:15 p.m. Month end
(All times Central Time) |
|
Commodity: |
Dow Jones Industrials |
|
Commodity Symbol: |
DJ |
|
Commodity Exchange: |
Chicago Board of Trade - CBOT |
|
Contract
Size: |
$10 times
the Dow Jones Industrial Average (DJIA). |
|
Prices
Quoted In: |
Dollars per point |
|
Tick
Value: |
1
point ($10 per contract) |
|
Daily
Price Limit: |
Successive
10%, 20%, and 30% price limits based on the average daily close of the
cash index in the last month of the preceding quarter. |
|
Contract Months: |
March, June,
September, December |
|
Last
Trading Day: |
The trading
day preceding the final settlement day. |
|
Trading
Hours: |
7:20 am to 3:15 pm Central Time, Monday Through Friday |
|
Commodity: |
Dow Jones Industrials E-Mini |
|
Commodity Symbol: |
YM |
|
Commodity Exchange: |
Chicago Board of Trade - CBOT |
|
Contract
Size: |
$5 times the
Dow Jones Industrial Average (DJIA). |
|
Prices
Quoted In: |
Dollars per point |
|
Tick
Value: |
1
point ($5 per contract) |
|
Daily
Price Limit: |
Successive
10%, 20%, and 30% price limits based on the average daily close of the
cash index in the last month of the preceding quarter. |
|
Contract Months: |
March, June,
September, December |
|
Last
Trading Day: |
The trading
day preceding the final settlement day. |
|
Trading
Hours: |
Electronic
Trading: 7:15 pm to 4:00 pm Central Time, Sunday - Friday. |
|
