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S&P-GSCI ER Index 3 Month Forward Swaps
| S&P-GSCI™ ER Index 3 Month Forward Swaps | |||||
|---|---|---|---|---|---|
| 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 ($0.10 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 | ||||
| Listing Cycle | Nearest 5 consecutive months in the March quarterly cycle and 2 serial contract months | ||||
| Trading Hours | 5:00pm CT Sunday through 4:15pm CT Friday, with 45-minute trading halts between 4:15 and 5:00pm | ||||
| Symbols | Clearing = SE3 | ||||
| Rulebook Chapter | 415F | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of the CME. | ||||
