Cleared OTC Bloomberg Commodity Index Swaps Contract Specs
| Contract Unit | $100 times the Bloomberg Index | ||||
| Price Quotation | Index points | ||||
| Trading Hours | Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT) | ||||
| Minimum Price Fluctuation |
.0001 Index point ($0.01 per contract) BTIC: .0001 Index point ($0.01 per contract) |
||||
| Product Code | CME ClearPort: DGSClearing: DGSBTIC: DGT | ||||
| Listed Contracts | The 4 nearest calendar months | ||||
| Settlement Method | Financially Settled | ||||
| Termination Of Trading | Last business day of the contract month, 4:15pm | ||||
| Settlement Procedures | Bloomberg Commodity Index Settlement Procedures | ||||
| Position Limits | CBOT Position Limits | ||||
| Exchange Rulebook | CBOT 29A | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
Quick Links
Contract Related
Resources
© 2020 CME Group Inc. All rights reserved.