Commodity Index Products

Benchmark Commodity Exposure, Enhanced Trading Opportunities

CME Group Commodity Index contracts allow investors, asset managers and financial institutions to have direct exposure to a variety of benchmark commodity indexes. Encompassing both futures and cleared over the counter (OTC) contracts, these products are based on the indexes most closely followed for investment performance in the commodity markets, and used to track performance or as benchmarks for their actively managed accounts.

Cleared OTC Commodity Index trades are privately negotiated, then submitted through CME ClearPort and centrally cleared by CME Clearing for substantially mitigated counterparty credit risk. In addition, market participants have access to margin offsets against the underlying basket of futures.

Recent enhancements to Bloomberg Commodity Index (BCOM) futures and Cleared OTC swaps

In response to client feedback and to improve our product offering, CME Group has introduced the following changes to the Bloomberg Commodity Index futures and swaps.

  • Tick size for the futures contract have been reduced from 0.10 ($10) to 0.01 ($1).
  • Daily settlement is based on the Bloomberg Commodity Index closing value.
  • Fees have been adjusted to a flat rate model.

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Basis Trade at Index Close (BTIC) on Commodity Index Products

Enjoy more ways to trade with BTIC now available on Bloomberg Roll Select Commodity Index futures, S&P GSCI Commodity Index futures, S&P GSCI Excess Return Index futures and swaps, and Bloomberg Commodity Index futures and Cleared OTC swaps.

  • Manage index trade exposure before the spot market closes
  • Efficient alternative to an OTC swap - reduce costs associated with fulfilling Uncleared Margin Rule (UMR) obligations
  • Trade via CME Globex (futures) or through privately negotiated transactions (blocks on futures and cleared OTC swaps)

Read more about BTIC on Commodity Index Products

CME Group Commodity Index Product Suite

Products Based on the Standard & Poor Goldman Sachs Commodity Indexes (S&P GSCI)

Products Based on the Dow Jones UBS Commodity Indexes

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