S&P 500 Data from 1980's

S

shorty_mcshort

Hello,

I was wondering if anyone on this board might know the contract specs for the S&P 500 since it has started trading. I know that it started in the early 80's and would like to know if it has always been 0.25 as the min. tick and $12.50/tick. Thanks. Or if you could point me in the right direction.

I am doing a some research on a trading strategy that I have been thinking about for a while. So far during the 80's I have about 39 trades with this stategy and 32 are profitable and yes it does have a positive expectancy.

E

:)
 
Quote from shorty_mcshort:

Hello,

I was wondering if anyone on this board might know the contract specs for the S&P 500 since it has started trading. I know that it started in the early 80's and would like to know if it has always been 0.25 as the min. tick and $12.50/tick. Thanks. Or if you could point me in the right direction.

I am doing a some research on a trading strategy that I have been thinking about for a while. So far during the 80's I have about 39 trades with this stategy and 32 are profitable and yes it does have a positive expectancy.

E

:)
More...

Not trying to be a smart-ass but the S&P 500 contract has never been $12.50 a pt. Only the ES which is the electronic mini version of SP has traded at the $12.50 tick. That aside, here's the rundown.

SP 1982-1997, Minimum fluctuation .05pt, tick size $25.00, multiplier 500x SPX.

SP 1997-Present, Minimum fluctuation .10pt, tick size $25.00, multiplier 250x SPX.

ES 1997-Present, Minimum fluctuation .25pt, tick size $12.50,
multiplier 50x SPX.
 
"Not trying to be a smart-ass but the S&P 500 contract has never been $12.50 a pt. Only the ES which is the electronic mini version of SP has traded at the $12.50 tick. That aside, here's the rundown.

SP 1982-1997, Minimum fluctuation .05pt, tick size $25.00, multiplier 500x SPX.

SP 1997-Present, Minimum fluctuation .10pt, tick size $25.00, multiplier 250x SPX.

ES 1997-Present, Minimum fluctuation .25pt, tick size $12.50,
multiplier 50x SPX."

I never said 12.50/pt but 12.50/tick and I didn't realize that the e-mini version didn't start trading until 1997.

Anyway thanks for the info.

Eric
 
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