S&P-GSCI Excess Return Index Swap

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S&P-GSCI Excess Return Index Swap Futures

Settlements | Contract Specifications | Performance Bonds / Margins | Product Calendar | Learn More

Contract Specifications

S&P GSCI Excess Return Swap (Cleared Only)

Contract Size	$100 times the S&P Goldman Sachs Commodity Index Excess Return
Pricing Unit	Index points
Tick Size (minimum fluctuation)	.001 Index point ($0.10 per contract)
Daily Price Limits	None
Clearing Hours (All times listed are Central Time)	5:00pm Sunday to 4:15pm Friday, with a 45-minute break between 4:15 and 5:00 pm.
Last Trade Date / Time View calendar	Last business day of the contract month, 4:15pm
Contract Months View listings	All calendar months
Settlement Procedure	Cash settled. See CME Rule 415A03.
Position Limits	Position accountability
Symbols	Clearing=SES View product and vendor codes
Rulebook Chapter	415A
Exchange Rule	These contracts are listed with, and subject to, the rules and regulations of CME.