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.