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