During the normal trading hours the Emini S&P 500 (ES) futures contract maintains a very tight bid-ask spread of just a single tick (or $12.50 per contract). Since the spread is considered a cost to enter the market, the very low spread of ES is a huge advantage for the active trader. Micro Emini futures spread and volume (June-July 2019) Price moves are virtually identical with the spread being contained to 0.25 points, except on rollover days or low volume trading holiday periods. However, volumes are still small at only 250,000 contracts per day. I am started testing and researching E-mini spread trading mostly Es and YM. Based on 1 day of testing it does not seem to be working, I trades 5ES for 6 YMspread seems to be very smallsometimes both legs negative or while there is a positive spreadmarket moves away fast to take fill the market oder. Some E-mini contracts provide trading advantages, including high liquidity (and therefore tight spread), greater affordability for individual investors due to lower margin requirements than the full-size contracts, and round-the-clock trading 23.25 hours a day from Sunday afternoon to Friday afternoon. Welcome to E-mini S&P 500 Futures If you are looking to add or manage exposure to large-cap companies in the U.S. stock market, consider E-mini S&P 500 futures, ticker symbol ES. ES futures provide one of the most efficient, liquid and cost-effective ways to gain market exposure to the S&P 500 Index. Trading Potential E-Mini Spread Opportunities. The opening bell on November 29, 2017 produced an interesting trade pattern within the U.S. Cash Indices. The E-mini NASDAQ (NQ) futures contract turned lower with a significant amount of momentum while other typically correlated indices, such as the E-mini S&P (ES) and E-mini Dow (YM) recorded new
What is a typical E-Mini Spread? An e-mini spread will rarely be more than a few ticks. The spread is the difference between the bid and the ask. In other words, the difference between the price someone is willing to sell at and the price someone is willing to buy at. During the U.S. day session, the spread rarely exceeds one tick. Welcome to E-mini S&P 500 Futures. Whether you are a new trader looking to get started in futures, or an experienced trader looking to expand your exposure to the U.S. stock market, E-mini S&P 500 futures provide you with the opportunity you need. Discover E-mini S&P 500 futures The Futures Spreads page shows prices for spread quotes, as traded by the exchange.A "spread" is a contract to buy or sell multiple futures or options contracts at one time, rather than buying or selling individually. The Spreads table contains the "Links" column, that offers quick access to the quote and chart page for each spread.
30 Dec 2015 With E-mini and E-micro FX products, the CME is to begin rounding fractional rates up to the nearest whole cent.
17 Feb 2011 A futures spread trader would see this as an opportunity to buy the Mini Russell 2000 and sell the Emini S&P 500. The Russell 2000 is a small Calendar spread: 1.00 Index points, equal to $0.50 per calendar spread. Product Code, CME Globex: MES CME ClearPort: MES Clearing: MES, CME Globex:
Some E-mini contracts provide trading advantages, including high liquidity (and therefore tight spread), greater affordability for individual investors due to lower margin requirements than the full-size contracts, and round-the-clock trading 23.25 hours a day from Sunday afternoon to Friday afternoon.