S&P-GSCI ER Index Futures - Contract Specs
| Contract Unit | $100 times the S&P-GSCI Excess Return |
|---|---|
| Price Quotation | U.S. dollars and cents per index point |
| Trading Hours | CME Globex: Sunday - Friday 5:00 p.m. - 4:00 p.m. (6:00 p.m. - 5:00 p.m. ET) with a 60-minute break each day beginning at 4:00 p.m. (5:00 p.m. ET) 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 |
| Minimum Price Fluctuation | 0.001 index point = $0.10 BTIC: 0.001 index point = $0.10 |
| Product Code | CME Globex: GIE CME ClearPort: GA Clearing: GA BTIC: GIT |
| 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 at 1:40 p.m. CT on the 11th business day of the contract month. BTIC trading terminates 1 business day prior to the underlying futures. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Price Limit or Circuit | None |
| Vendor Codes |
