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S&P-GSCI ER Index 2 Month Forward Swaps Contract Specs

Trading Venue CME Clearport
Contract Size $100 times the S&P-GSCIā„¢ ER Index 2 Month Forward
Position Limit Position Accountability
Minimum Price Increment .0001 Index point ($0.01 contract value)
Daily Price Limits None
Last Trading Day Last business day of the contract month
Settlement Procedure Final S&P GSCI Settlement Procedure (PDF)
Daily S&P GSCI Settlement Procedure (PDF)
Contract Months The 4 nearest calendar months
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
Symbols Clearing = SE2
Rulebook Chapter 415E
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of the CME.

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