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S&P GSCI Enhanced ER Swaps Contract Specs

Contract Size $100 times the S&P-GSCI Enhanced Excess Return
Product Description S&P-GSCI Enhanced Excess Return
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 Final S&P GSCI Settlement Procedure (PDF)
Daily S&P GSCI Settlement Procedure (PDF)
Position Limits Position accountability
Ticker Symbols Clearing=RRE
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Rulebook Chapter 415B
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of the CME.