Bloomberg Roll Select Commodity Index Futures - Contract Specs
| Contract Unit | $100 times the Bloomberg Roll Select Commodity Index |
|---|---|
| Price Quotation | U.S. dollars and cents per index point |
| Trading Hours | CME Globex: Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT BTIC: Sunday - Friday 5:00 p.m. - 1:30 p.m. (6:00 p.m. - 2:30 p.m. ET) CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. - 6:00 p.m. CT BTIC: Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT |
| Minimum Price Fluctuation | 0.01 index point = $1.00 BTIC: 0.01 index point = $1.00 |
| Product Code | CME Globex: DRS CME ClearPort: DRS Clearing: DRS BTIC: DRT |
| 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 | Trading terminates 1:40 p.m. CT on the 3rd Wednesday of the contract month. BTIC trading terminates on the business day prior to last trading day in the underyling futures. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Vendor Codes | |
| Grade and Quality | Please see Rulebook Chapter CBOT 29D |
