Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Agriculture Products
View an Agricultural Product
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 ($0.01 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 | ||||
| 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. | ||||
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
