Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
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....
Latin America
Agriculture Products
View an Agricultural Product
S&P GSCI Enhanced Excess Return Swaps
| S&P GSCI Enhanced Excess Return Swaps (Cleared OTC) | |||||
|---|---|---|---|---|---|
| Contract Size | $100 times the S&P Goldman Sachs Commodity Index Enhanced Excess Return | ||||
| Product Description | S&P Goldman Sachs Commodity Index 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: | 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 |
All calendar months. 5 months in the March quarterly cycle and 2 nearby serial months (7 total) | ||||
| Settlement Procedure | Final S&P GSCI Settlement Procedure (PDF) Daily S&P GSCI Settlement Procedure (PDF) |
||||
| Position Limits | Position accountability | ||||
| Ticker Symbols | Clearing=RRE View Product Codes View Vendor Codes |
||||
| Rulebook Chapter | 415B | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of the CME. | ||||
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
