Contract Size

100 shares of underlying security

Minimum Price Fluctuation
(Tick Size)

$0.01 x 100 shares = $1.00

Regular Trading Hours for Single Stock Futures

8:30 a.m. - 3:00 p.m. Central Time

Regular Trading Hours for Futures on DIAMONDS ETF

8:30 a.m. - 3:15 p.m. Central Time

Position Limits

Apply only during the last five trading days prior to expiration: 13,500 net contracts, as required by CFTC regulations.

Daily Price Limits

None

Reportable Position Level

200 Contracts

Contract Months

No more than three quarterly and two serial contract months at any point in a calendar year.

Expiration Date /
Last Trading Day

Third Friday of contract month or, if such Friday is not a business day, the immediately preceding business day

Settlement / Delivery

Physical delivery of underlying security on third business day following the Expiration Day

Depository for Underlying Security

DTCC

Margin Requirements

Initial and maintenance margin requirement of 20% of the cash value of the contract. Certain offsets may apply

Short Sale Advantages

Sell short on a downtick (no uptick rule). No stock borrowing costs or risks.

Clearing and Settlement

Trades executed at OneChicago are cleared and settled by the Options Clearing Corporation (OCC) or by Chicago Mercantile Exchange Inc. (CME).

U.S. Government Regulator

OneChicago is jointly regulated by the Commodity Futures Trading Commission (CFTC) and the Securities and Exchange Commission (SEC).

Contract Size

Sum of component securities shares x component prices

Minimum Price Fluctuation
(Tick Size)

$0.01 index points
($10.00 per contract)

Regular Trading Hours

8:30 a.m. - 3:00 p.m. Central Time

Position Limits

During the last five trading days 1,000 contracts

Daily Price Limits

None

Reportable Position Level

200 Contracts

Contract Months

No more than three quarterly and two serial contract months at any point in a calendar year

Expiration Date/Final Settlement Date

Third Friday of the expiration month, unless the Exchange is not open for trading in which case the expiration date will be the preceding business day

Settlement

Cash settled upon the expiration of the contract. Final settlement price will be based on the opening prices of the component securities on the Final Settlement Date

Last Trading Day

Trading day prior to Expiration Date

Margin Requirements

Initial and maintenance margin requirement of 20% of the cash value of the contract.

Weighting Methodology

Approximate equal dollar weighting

Clearing and Settlement

Trades executed at OneChicago are cleared and settled by both the Options Clearing Corporation (OCC) and by Chicago Mercantile Exchange Inc. (CME)

Corporate Event Contract Notice

Pursuant to Rule 1006 Corporate Action Summary A for Approximately Equal-Dollar Weighted Indexes with selection of option (1) for extraordinary removal of components