• CME S&P GSCI Enhanced Excess Return Index Swaps to be listed for clearing

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6330
      • Notice Date
      • 25 July 2012
      • Effective Date
      • 06 August 2012

    • Pending CFTC notification, effective for the trade date of Monday, August 6, 2012, CME cleared swap contracts will be listed on CME ClearPort for S&P GSCI Enhanced Excess Return Index.

      Specifications and Rules

      The following are the contract specifications for these products:

      For the full Special Executive Report, please click here (PDF).

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