| Family | Contracts | Commodity | ADV weight | Contract factor | Day trade reduction | Settlement fee |
|---|---|---|---|---|---|---|
| S&P 500 | S&P 500 Futures Contract Settled in Cash to the CME Group S&P 500 Quotation | ISP | 1 | 1 | 50% | USD1.48 |
| Rollover of the S&P 500 Futures Contract Settled in Cash to the CME Group S&P 500 Quotation | RSP | 2 | 2 | N/A | ||
| Micro S&P Futures | WSP | 0.05 | 0.1 | USD0.07 | ||
| Rollover of the Micro S&P 500 Futures Contract Settled in Cash to the CME Group S&P 500 Quotation | WS1 | 0.1 | 0.2 | N/A | ||
| Call Options and Put Options on S&P 500 Futures | ISP | 0 | 0.6 | N/A |
Price table by volume
| ADV | Single fee (USD) | Additional value | |
|---|---|---|---|
| From | To | ||
| 1 | 10 | 3.07 | 0.00 |
| 11 | 25 | 2.84 | 2.30 |
| 26 | 50 | 2.61 | 8.05 |
| 51 | 100 | 2.39 | 19.05 |
| 101 | 250 | 2.16 | 42.05 |
| 251 | 500 | 1.93 | 99.55 |
| More than 500 | 1.70 | 214.55 | |
Options exercise
Exercise of options on S&P 500 futures contracts will be charged as a S&P 500 futures contract.
