Micro Futures: A Short Guide What Are Micro Futures Contracts? A micro futures contract is simply a smaller version of the same futures contract. For example, the Micro E-Mini S&P 500 contract is 1/10 the size of the classic E-Mini S&P 500. That means that the minimum fluctuation of ...
Because the Micro E-minis have only been trading since May 2019, I used price data for the regular E-mini S&P 500 (symbol ES) with the point value set to $5.00 to represent the MES. Since both symbols trade on the CME through the Globex system during the same hours and with the ...