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 2011 | 3/17/2011 | 3/10/2011 | ESH11 |
| June 2011 | 6/16/2010 | 6/09/2010 | ESM11 |
| September 2011 | 9/15/2011 | 9/08/2011 | ESU11 |
| December 2011 | 12/15/2011 | 12/08/2011 | ESZ11 |
| All Margins | TS Initial Margin | TS Maint Margin | TS Day Trade Margin |
| Latest Updates | $5625 | $4500 | 25% of Maint Margin |
