• Contract Month Rollover Date in the S&P GSCI™ Commodity Index Futures

      • To
      • Firms, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-7074
      • Notice Date
      • 15 April 2014
      • Effective Date
      • 15 April 2014
    • Effective with the May 2014 contract month expiration, the Chicago Mercantile Exchange Inc. will adopt the 5th business day of the expiring contract month as the rollover date in S&P GSCI™ Commodity Index futures (Rulebook chapter:  401; Globex Code:  GD; Clearing Code/CME Trading Floor: GI).  As of the 5th business day of each month, the contract month in the second contract month position will become the designated lead month contract.

      For example, the current lead contract month in the S&P GSCI™ Commodity Index futures is May 2014. The June 2014 contract month will become the lead month on May 7th, 2014, which is the 5th business day of May.

      The table below identifies rollover dates for the remainder of 2014.

      Year

      Month

      Expiration Date

      Rollover Date

      New Lead Month

      2014

      May

      5/15/2014

      5/7/2014

      June

      2014

      June

      6/16/2014

      6/6/2014

      July

      2014

      July

      7/16/2104

      7/8/2014

      August

      2014

      August

      8/15/2014

      8/7//2014

      September

      2014

      September

      9/16/2014

      9/8/2014

      October

      2014

      October

      10/15/2014

      10/7/2014

      November

      2014

      November

      11/17/2014

      11/7/2014

      December

      2014

      December

      12/15/2014

      12/5/2014

      January 2015

       

      If you have any questions, please call the CME Global Command Center at 800.438.8616, in Europe at 44.800.898.013, or in Asia at 65.6532.5010.

      For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312.930.3434 or news@cmegroup.com.