E-Mini S&P 500 Futures
The CME provides a fully electronic futures contract that is 1/5 the size of the standard contract. With more than one million contracts traded per day it is one of the most highly traded futures contracts in the world. Tradestation clients may request to be on a 25% margin.
| Contract | Last trade date | Rollover date | TS symbol |
|---|---|---|---|
| March 2010 | 3/19/2010 | 3/11/2010 | @ESH10 |
| June 2010 | 6/18/2010 | 6/10/2010 | @ESM10 |
| September 2010 | 9/17/2010 | 9/09/2010 | @ESU10 |
| December 2010 | 12/17/2010 | 12/09/2010 | @ESZ10 |
| All Margins | TS Initial Margin | TS Maint Margin | TS Day Trade Margin |
| Latest Updates | $6188 | $4950 | 50% of Maint Margin |
