Cleared OTC Bloomberg Commodity Index Swaps
Futures
Cleared OTC Bloomberg Commodity Index Swaps - Contract Specs
| Contract Unit | $100 times the Bloomberg Index |
|---|---|
| Price Quotation | Index points |
| Trading Hours | Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT) |
| Minimum Price Fluctuation | .0001 Index point ($0.01 per contract) BTIC: .0001 Index point ($0.01 per contract) |
| Product Code | CME ClearPort: DGS Clearing: DGS BTIC: DGT |
| Listed Contracts | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters and 1 additional Dec contract months |
| Settlement Method | Financially Settled |
| Termination of Trading | Last business day of the contract month, 4:15pm |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Vendor Codes |
