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Bloomberg CI Index 2 Month Forward Swaps Contract Specs

Contract Size $100 times the Bloomberg Commodity Index 2 Months Forward
Product Description Bloomberg Commodity Index 2 Month Forward Swap
Pricing Unit Index points
Tick Size (minimum fluctuation) .0001 Index point ($0.01 per contract)
Daily Price Limits None
Hours CME Clearport: Sunday - Friday 6:00 p.m. - 5:45 p.m. CT with a 15-minute break each day beginning at 5:45 p.m. CT
Last Trade Date/Time
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Last business day of the contract month, 4:15pm
Contract Months
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The 4 nearest calendar months
Settlement Procedure Daily Bloomberg CI Settlement Procedure (PDF)
Final Bloomberg CI Products Settlement Procedure (PDF)
Position Limits Position accountability
Ticker Symbols Clearing=DG2
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Rulebook Chapter 29B
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of the CBOT.