Asset Class Navigation

S&P-GSCI Excess Return Index Swaps Contract Specs

Contract Size $100 times the S&P-GSCI Excess Return
Pricing Unit Index points
Tick Size (minimum fluctuation) .0001 Index point ($0.01 per contract)
Daily Price Limits None
Clearing Hours (All times listed are Central Time)
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
View calendar
Last business day of the contract month, 4:15pm
Contract Months
View listings
The 4 nearest calendar months
Settlement Procedure Final S&P GSCI Settlement Procedure (PDF)
Daily S&P GSCI Settlement Procedure (PDF)
Position Limits Position accountability
Symbols Clearing=SES
View product and vendor codes
Rulebook Chapter 415A
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.