S&P-GSCI Excess Return Index Swaps
S&P-GSCI Excess Return Index Swaps - Contract Specs
| Contract Unit | $100 times the S&P-GSCI Excess Return |
|---|---|
| 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) ClearPort BTIC: 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 | 0.0001 Index point = $0.01 BTIC: 0.0001 index point = $0.01 |
| Product Code | CME ClearPort: SES Clearing: SES BTIC: SET |
| Listed Contracts | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 4 consecutive quarters and 1 additional Dec contract months |
| Settlement Method | Financially Settled |
| Termination of Trading | Trading terminates at 4:15 p.m. CT on the last business day of the contract month. BTIC:Trading terminates on the 2nd the last business day of the contract month. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Vendor Codes |
