KC HRW Wheat-Wheat Intercommodity Spread Synthetic
Futures and Options
KC HRW Wheat-Wheat Intercommodity Spread Options - Contract Specs
| Contract Unit | 1 intercommodity futures spread for 5,000 bushels |
|---|---|
| Minimum Price Fluctuation | 1/8 of one cent (0.00125) per bushel = $6.25 |
| Price Quotation | U.S. cents per bushel |
| Trading Hours | CME Globex: Monday - Friday, 8:30 a.m. - 1:15 p.m. CT with Post session until 1:20 p.m. CT immediately following the close 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 |
| Product Code | CME Globex: KCW CME ClearPort: KCW Clearing: KCW |
| Listed Contracts | Intercommodity spreads listed for 2 months (Jul, Dec) |
| Termination of Trading | Trading terminates on the last Friday which precedes by at least two business days the last business day of the month prior to the contract month. |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Vendor Codes | |
| Strike Prices Strike Price Interval | |
| Settlement Method | Deliverable |
| Underlying | KC HRW Wheat-Wheat Intercommodity Spread Synthetic Futures |
