S&P 500 Index Futures | B3

S&P 500 Index Futures

  • The S&P 500 Index Future is a product of the partnership between B3 and CME Group and resembles the E-mini S&P 500 Futures Contract traded on the CME Group with the same size and months of maturity. The product complemented the portfolio of B3 index derivatives with one more option indexed in shares of a foreign market.
    This derivative allows an investor to trade today the future price expectation for the stock portfolio represented by the S&P 500 Index - one of the most representative indices in the global financial market.

    The S&P 500 Index, calculated and released by Standard & Poor's, aims to reflect a diversified blue chip stock portfolio of 500 leading US companies in key economic sectors (technology, finance, healthcare, consumer, industry, materials and utilities). As a result, the index also becomes a general indicator of the US stock market as the market value of the shares covered by the index equals approximately 80% of the market capitalization of the companies traded on the New York Stock Exchange ( NYSE).

  • UnderlyingS&P 500 Index calculated by Standard and Poor’s.
    TickerISP
    Contract sizeS&P 500 Index Futures Contract multiplied by the index point value in Brazilian Reals, each point USD50.00.
    QuotationIndex points to two decimal places.
    Tick size0.25 index point.
    Round-lot1 contract.
    Last trading day3rd Friday of the contract month.
    Expiration date3rd Friday of the contract month, which coincides with the expiration at the CME Group. If this day is a non-trading day on the exchange, the expiration date will be on the following business day established by CME Group.
    Contract monthsMarch, june, september and december.
    Settlement on expirationCash settlement.