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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....
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Agriculture Products
Wheat Calendar Swaps
| Grain Calendar Swap Contract Specifications | |||||
|---|---|---|---|---|---|
| Available Calendar Swaps | Corn, Soybean, Wheat | ||||
| Contract Size | 5,000 Bushels | ||||
| Price Quotation | Cents and quarter cents per bushel | ||||
| Minimum Price Fluctuation | One quarter of one cent ($0.0025) per bushel | ||||
| Clearing Hours | CME ClearPort clearing is available from 5:00 p.m. Sunday through 4:15 p.m. Central Time, Friday. Note there is a 45-minute break between 4:15 p.m. and 5:00 p.m. Central Time on Mondays through Thursdays | ||||
| Contract Months | Calendar swaps are listed for all 12 calendar months with the corresponding futures contract being the contract closest to the swap’s expiration date | ||||
| Termination of Clearing/Expiration Date | The last business day of the month preceding the month of the calendar swap. For example, a May Calendar swap will expire on the last business day in April | ||||
| Settlement Procedure | Daily Grain Calendar Swaps Settlement Procedure (PDF) Final Grain Calendar Swaps Settlement Procedure (PDF) |
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| Clearing Codes | Corn Calendar Swap: CCS Soybean Calendar Swap: SNS Wheat Calendar Swap: WCS |
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