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Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
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DJ-UBS CI ER Index 3 Month Forward Swaps
| DJ-UBS CI ER 3 Month Forward Index Swaps (Cleared OTC) | |||||
|---|---|---|---|---|---|
| Contract Size | $100 times the Dow Jones-UBS Commodity Index Excess Return 3 Months Forward | ||||
| Product Description | Dow Jones-UBS Commodity Index Excess Return 3 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: | 5:00pm Sunday to 4:15pm Friday, with a 45-minute break between 4:15 and 5:00 pm. | |||
| Last Trade Date/Time View Calendar |
Last business day of the contract month, 4:15pm | ||||
| Contract Months View listings |
5 months in the March quarterly cycle (e.g., Mar, Jun, Sep, Dec) and 2 serial months | ||||
| Settlement Procedure | Daily Dow Jones-UBS CI Settlement Procedure (PDF) | ||||
| Position Limits | Position accountability | ||||
| Ticker Symbols | Clearing=DG3 View Product Codes View Vendor Codes |
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| Rulebook Chapter | 29C | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of the CBOT. | ||||
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