Standard & Poors 500 (S&P500)

S&P 500 Index Futures

  • Specifications
    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.
  • Participant ranking (number of contracts) - 09/2017
    • 9,340
      UBS BRASIL CCTVM S/A
    • 1,953
      TULLETT PREBON
    • 1,546
      BGC LIQUIDEZ DTVM
    • 1,471
      CM CAPITAL MARKETS CCTVM LTDA
    • 1,235
      BRADESCO S/A CTVM
  • Participation by investor type - 03/2018
    • 2%
      Financial institution
    • 44%
      Institutional investor
    • 42%
      Non-resident
    • 12%
      Natural person
    • 0%
      Others
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