Are E-mini futures calendar spreads available on CME Globex?
Calendar spread orders for E-minis of any quantity may be accepted for entry on CME Globex. However, calendar spread orders exceeding 5,000 contracts per contract month must be entered on CME Globex as multiple entries, each of which must not exceed 5,000 contracts. Trading in the calendar spread may occur at .05-point intervals for the E-mini S&P 500, E-mini NASDAQ-100, E-mini S&P MidCap 400 and S&P SmallCap 600.