S&P-GSCI ER Index Futures Contract Specs
| Contract Unit | $100 times the S&P-GSCI Excess Return | ||||
| Price Quotation | Index points | ||||
| Trading Hours | Sunday - Friday 5:00 p.m. - 4:00 p.m. (6:00 p.m. - 5:00 p.m. ET) with a 60-minute break each day beginning at 4:00 p.m. (5:00 p.m. ET) Globex BTIC: Sunday - Friday 5:00 p.m. - 1:30 p.m. (6:00 p.m. - 2:30 p.m. ET) ClearPort BTIC: Sunday - Friday 5:00 p.m. - 4:00 p.m. (6:00 p.m. - 5:00 p.m. ET) with a 60-minute break each day beginning at 4:00 p.m. (5:00 p.m. ET) |
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| Minimum Price Fluctuation |
.001 Index point = $0.10 BTIC:.001 Index point = $0.10 |
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| Product Code | CME Globex: GIECME ClearPort: GAClearing: GABTIC: GIT | ||||
| Listed Contracts | The 4 nearest calendar months | ||||
| Settlement Method | Financially Settled | ||||
| Termination Of Trading |
Trading terminates on the 11th business day of the contract month, 1:40pm BTIC: Trading terminate on the business day prior to the last trading day of the underlying future. |
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| Settlement Procedures | Daily S&P GSCI Excess Return Settlement Procedures | ||||
| Position Limits | CME Position Limits | ||||
| Exchange Rulebook | CME 415 | ||||
| Block Minimum | Block Minimum Thresholds | ||||
| Price Limit Or Circuit | None | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
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