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Agricultural Products
View an Agricultural Product
S&P-GSCI Excess Return Index Swap
| S&P GSCI Excess Return Swap (Cleared Only) | |||||
|---|---|---|---|---|---|
| Contract Size | $100 times the S&P Goldman Sachs Commodity Index Excess Return | ||||
| Pricing Unit | Index points | ||||
| Tick Size (minimum fluctuation) | .0001 Index point ($0.10 per contract) | ||||
| Daily Price Limits | None | ||||
| Clearing Hours (All times listed are Central Time) |
5:00pm Sunday to 4:15pm Friday, with a 45-minute break between 4:15 and 5:00 pm.
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| Last Trade Date / Time View calendar |
Last business day of the contract month, 4:15pm | ||||
| Contract Months View listings |
All calendar months | ||||
| Settlement Procedure | Final S&P GSCI Settlement Procedure (PDF) Daily S&P GSCI Settlement Procedure (PDF) |
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| Position Limits | Position accountability | ||||
| Symbols | Clearing=SES View product and vendor codes |
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| Rulebook Chapter | 415A | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
