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S&P GSCI Enhanced ER Swaps Contract Specs

Contract Unit $100 times the S&P-GSCI Enhanced Excess Return
Price Quotation Index points
Trading Hours 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
Minimum Price Fluctuation .0001 Index point ($0.01 per contract)
Product Code CME ClearPort: RRE
Clearing: RRE
Listed Contracts The 4 nearest calendar months
Settlement Method Financially Settled
Termination Of Trading Last business day of the contract month, 4:15pm
Settlement Procedures S&P GSCI Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 415B
Vendor Codes Quote Vendor Symbols Listing