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Dow Jones AIG Excess Return Commodity Index
Dow Jones AIG Excess Return Commodity Index futures provide a way to:
- Diversify your portfolio with products with historically low correlation with stocks and bonds
- Access historically higher returns of commodities with lower risk of volatility
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- Moore Reports
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Wheat Price Rules (PDF)
- BM&F Bovespa Parnership
| Trade Unit | $100 times the Dow Jones-AIG Excess Return Commodity IndexSM futures price that corresponds to each futures contract. | ||
| Settle Method | Cash Settled | ||
| Point Size | 1 point = $10.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | No limits | ||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | Electronic: 8:15 AM - 13:30 PM Chicago time Expiration Time on Last Trading Day 13:30, Chicago Time | ||
| Listed | All listed series | ||
| Product Codes | Clearing=70 Globex=AW | ||
| Minimum Block Size | |||
| Product Calendar | The first 4 quarterly contracts listed at all times (Mar, Jun, Sep, Dec) plus 4 additional Dec months so that a total of 5 Dec's will be listed at all times. Initial contracts for Launch will be Dec 06, Mar 07, Jun 07, Sep 07, Dec 07, Dec 08, Dec 09, Dec 10. View current product listings |
Education Series: Using Options to Hedge Commodity Price Risk
Webinars begin Thursday, August 7, 2008. In-person days are August 14 and 15, 2008.
An Introduction to Grain Calendar and Basis Swaps
Learn how cleared OTC agricultural swaps can be of use in today’s volatile commodity markets
Price Limit Update
Get details on price limit increases for CME Group Grain and Oilseed products.
Market Regulation Advisory
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- Moore Reports
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Wheat Price Rules (PDF)
- BM&F Bovespa Parnership
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| SEP08 | 70U08 | 09/20/2007 |  |
09/17/2008 | 09/17/2008 |
| DEC08 | 70Z08 | 10/02/2006 | |
12/17/2008 | 12/17/2008 |
| MAR09 | 70H09 | 03/20/2008 | |
03/18/2009 | 03/18/2009 |
| JUN09 | 70M09 | 06/19/2008 | |
06/17/2009 | 06/17/2009 |
| DEC09 | 70Z09 | 10/02/2006 | |
12/16/2009 | 12/16/2009 |
| DEC10 | 70Z10 | 10/02/2006 | |
12/15/2010 | 12/15/2010 |
| DEC11 | 70Z11 | 12/21/2006 | |
12/21/2011 | 12/21/2011 |
| DEC12 | 70Z12 | 12/20/2007 | |
12/19/2012 | 12/19/2012 |
Education Series: Using Options to Hedge Commodity Price Risk
Webinars begin Thursday, August 7, 2008. In-person days are August 14 and 15, 2008.
An Introduction to Grain Calendar and Basis Swaps
Learn how cleared OTC agricultural swaps can be of use in today’s volatile commodity markets
Price Limit Update
Get details on price limit increases for CME Group Grain and Oilseed products.
Market Regulation Advisory
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- Moore Reports
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Wheat Price Rules (PDF)
- BM&F Bovespa Parnership
|
Product News |
Industry Links |
| Learning Links Moore Historical Report |
|
2008 Commodity Index Percentages (XLS) |
- Clearing & Trading Fees
- Performance Bonds/Margins
- Trading Hours
- Product & Vendor Codes
- Future Spreads on CME Globex
- Options Strategies on CME Globex
- Moore Reports
- CME Rulebook
- CBOT Rulebook
- Find-a-Broker
- Glossary
- Knowledge Center Home
- View Intra Day Block Trades
- Wheat Price Rules (PDF)
- BM&F Bovespa Parnership