PRAETIR / Markets

S&P 500: review ES and MES trades

ES and MES both reference the S&P 500. The MES micro contract allows finer sizing than ES. Journal comparisons require the correct unit per contract and a consistent cost basis.

Contract figures

Both contracts use a 0.25-index-point tick. One point is USD 50 for ES and USD 5 for MES, giving tick values of USD 12.50 and USD 1.25. Smaller sizing changes a trade’s monetary value, not automatically its execution quality.

The same stop distance

An eight-point distance equals 32 ticks. Before costs and slippage, that is USD 400 for one ES or USD 40 for one MES. In this simplified example, ten MES contracts match one ES in point value. Their combined fees must be considered separately.

Compare accounts and markets fairly

The same tick count does not represent the same dollar amount in ES and NQ. Preserve market, contract, quantity and costs for account comparisons. Separate deposits and withdrawals from trading P&L before comparing drawdown or returns.

Use the position-size calculator for a transparent calculation with your own assumptions. Broker margin and any prop rules are additional constraints. The calculator does not establish trading permission or cap actual execution losses.

CME contract specifications · USD
ContractPoint valueTick sizeTick value
ES500.2512.5
MES50.251.25

Sources and methodology

Sources explain concepts or the respective provider’s product descriptions. Worked examples are original and synthetic. Verify current contract specifications before use.

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