CME Group Nasdaq Index Futures Contract Specifications

CONTRACT UNIT

$20 x Nasdaq-100 Index

PRICE QUOTATION

U.S. dollars and cents per index point

TRADING HOURS

CME Globex:

Sunday 6:00 p.m. - Friday - 5:00 p.m. ET (5:00 p.m. - 4:00 p.m. CT) with a daily maintenance period from 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT)

TACO: Sunday - Friday 6:00 p.m. - 9:30 a.m. ET. Monday - Friday 11:00 a.m. - 5:00 p.m. ET

BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET

TMAC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET

CME ClearPort:

Sunday 6:00 p.m. - Friday 6:45 p.m. ET (Sun 5:00 - Fri 5:45 p.m. CT) with no reporting Monday - Thursday 6:45 p.m. - 7:00 p.m. ET (5:45 p.m. - 6:00 p.m. CT)

TACO: Sunday - Friday 6:00 p.m. - 9:30 a.m. ET and Monday - Friday 11:00 a.m. - 5:00 p.m. ET

BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET. BTICs for the following trading day can be submitted after 7:00 p.m. ET (6:00 p.m. CT)

TMAC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET. TMACs for the following trading day can be submitted after 7:00 p.m. ET (6:00 p.m. CT)

MINIMUM PRICE FLUCTUATION

Outright:

0.25 index points = $5.00

TACO: 0.05 index points = $1.00

BTIC: 0.05 index points = $1.00

TMAC: 0.05 index points = $1.00
Zero or +/- 20 ticks (4 futures ticks) around the Market at Close price of the outright

Calendar Spread:

0.05 index points = $1.00

PRODUCT CODE

CME Globex: NQ

CME ClearPort: NQ

Clearing: NQBTIC: NQT

TACO: NQQ

TMAC: NQX

LISTED CONTRACTS

Futures, TACO, BTIC: Quarterly contracts (Mar, Jun, Sep, Dec) listed for 6 consecutive quarters and 4 additional December contract months.

TMAC: One TMAC available on the contract month nearest to expiry

SETTLEMENT METHOD

Financially Settled

TERMINATION OF TRADING

Trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month.

TACO trading terminates at 9:30 a.m. ET on the Thursday before the 3rd Friday of the contract month.

BTIC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of contract month.

TMAC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of the contract month.

TAM or TAS Rules

Trade Marker at Close (TMAC) is subject to the requirements of Rule 524.D. TMAC trades off a "Base Price" of zero to create a differential versus the daily Marker at Close price on the underlying futures contract month. The TMAC clearing price equals the daily Market at Close price of the underlying futures contract month plus or minus the TMAC transaction price.

SETTLEMENT PROCEDURES

►Settlement Procedures

POSITION LIMITS

►Position Limits

EXCHANGE RULEBOOK

►CME 359

BLOCK MINIMUM

►Block Table

PRICE LIMIT OR CIRCUIT

►Price Limits

VENDOR CODES

►Quote Vendor Symbols