Asset Class Navigation

S&P-GSCI ER Index 3 Month Forward Swaps Contract Specs

Trading Venue CME Clearport
Contract Size $100 times the S&P-GSCI™ ER Index 3 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)
Settlement Based on official settlement of S&P-GSCI™ ER Index 3 Month Forward
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 = SE3
Rulebook Chapter 415F
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of the CME.