Decrease of the Minimum Price Increment for all of the E-mini S&P Select Sector Index Futures

[ajacobson]

• Decrease of the Minimum Price Increment for all of the E-mini S&P Select Sector Index Futures and the Dow Jones US Real Estate Index Futures for Transactions Executed on CME ClearPort
• • • To
      
    • Members, Member Firms and Market Users
  • • From
      
    • Research and Product Development
  • • #
      
    • SER-8997R
  • • Notice Date
      
    • 17 June 2022
  • • Effective Date
      
    • 08 August 2022
  • TO VIEW A PDF OF SER-8997R PLEASE CLICK ON THE LINK BELOW:
    
    Decrease of the Minimum Price Increment for all of the E-mini S&P Select Sector Index Futures and the Dow Jones US Real Estate Index Futures for Transactions Executed on CME ClearPort
    

 

[NorgateData]

Unfortunately, for most traders, the liquidity in these markets is too low.

It would be an interesting exercise to compare the spreads in the futures versus the the ETFs that track those sectors.

https://www.cmegroup.com/markets/eq...ni-consumer-staples-select-sector.volume.html
vs XLP

https://www.cmegroup.com/markets/equities/select-sectors/e-mini-technology-select-sector.volume.html
vs XLK.