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S&P SmallCap 600 Futures

Contract
The futures contract size is $500 x the S&P SmallCap 600 futures level. The contract trades in ticks of 0.05 index points, equivalent to $25 (for calendar spreads, the contract trades in ticks of 0.05 index points).

About the Underlying Index
Introduced in 1994, S&P SmallCap 600 is fast becoming the preferred small cap index in the United States. Measuring a segment of the market that is typically renowned for poor trading liquidity and financial instability, S&P SmallCap 600 is designed to be an efficient portfolio of companies that meet specific inclusion criteria to ensure that they are investable and financially viable. As a result, the S&P SmallCap 600 is gaining wide acceptance as the benchmark of choice for both active and passive management. S&P SmallCap 600 is a core component of the U.S. indices that could be used as building blocks for portfolio construction.

Index constituents exhibit the following characteristics:

  • Market Coverage –3%-4% of the U.S. equities market
  • Weighting – Market capitalization
  • Market Capitalization – US$ 300 million to US$ 1.5 billion
  • Public Float – At least 50%
  • Reconstitution – As needed basis

CME S&P SmallCap 600 Futures

Trade Unit

$500 times the S&P SmallCap 600 Index

 

Point Descriptions

1 point = 1 index point =$5.00

 

Contract Listing

First five (5) months in the March Quarterly Cycle

 

Strike Price Interval

N/A

 

Product Code

Clearing=SMP
Ticker=SMP

 

Trading Venue: Floor

Hours

8:30 a.m.-3:15 p.m. Month end(3:15 p.m.)LTD(3:15 p.m.)^

 

Listed

All listed series

 

Strike

N/A

 

Limits

no limits

 

Minimum Fluctuation

Regular

0.05=$25.00

 

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

All listed series

 

Strike

N/A

 

Limits

No limits

 

Minimum Fluctuation

Regular

0.05=$25.00

 

 

 

 

  

ProActive Futures 255 Executive Dr, Suite 410, Plainview, NY 11803 Phone: 1-877-393-5916 More Info

Privacy Policy Statement / Legal Disclaimer

The risk of loss in trading futures and options can be substantial. Futures and options trading may not be suitable for everyone.
Therefore, you should carefully consider the risks in light of your financial condition in deciding whether to trade.
You may sustain a total loss of the initial margin funds and additional funds that you deposit with your brokers to
establish or maintain a position in the commodity futures market.