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S&P GSCI ER Gold Swap
| S&P GSCI ER Gold Swap | |||||
|---|---|---|---|---|---|
| Product | S&P GSCI Gold Excess Return Index Swaps | ||||
| Trading Venue | CME Clearport | ||||
| Contract Size | $500 per Index point | ||||
| Position Limit | Position Accountability | ||||
| Minimum Price Increment | .0001 per point ($0.05 per contract) | ||||
| Daily Price Limit | none | ||||
| Last Trading Day | Last trading day of contract month | ||||
| Ticker Symbol | GDI | ||||
| Settlement Procedure | Final S&P GSCI Settlement Procedure (PDF) Daily S&P GSCI Settlement Procedure (PDF) |
||||
| Settlement | Financial, based on the official settlement of the S&P GSCI Gold Excess Return Index | ||||
| Listing Cycle | 5 contract months in the March quarterly cycle and 2 serial contract months | ||||
| Trading Hours | Sunday through Thursday from 6 p.m. to 5:15 p.m. next day (New York time) | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
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