Chicago SRW Wheat-Corn ICS Synthetic
Futures and Options
Chicago SRW Wheat-Corn 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: Sunday - Friday, 7:00 p.m. - 7:45 a.m. CT and Monday - Friday, 8:30 a.m. - 1:20 p.m. CT 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: ZCW CME ClearPort: XCW Clearing: XCW |
| Listed Contracts | 6 Mar, May and Jul spreads listed after the termination of trading in the July spread and 4 months of Sep and Dec spreads listed after the termination of trading in the December spread |
| Termination of Trading | Trading terminates on the Friday at least two business days prior to 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 | Chicago SRW Wheat-Corn ICS Synthetic Future |
