Shanghai Gold Exchange (SGE) launched financially settled deferred contracts NYAuTN on October 14, 2019. NYAuTN contracts are based on COMEX Gold futures Asia Spot Prices and denominated in CNY. The contract sizes are 100 grams.
*COMEX Gold Futures Asia Spot Price: means the Gold Futures Asia Marker - Gold Futures Calendar Spread, calculated on the expiry date of SGE's T+N June and December contract (June 15 and December 15, where such date is not a trading date of SGE, the SGE trading date immediately before that date).
Solely by way of example, a calculation on June 15, 2019 of the COMEX Gold Futures Asia Spot Price would be made as follows: Gold Futures Asia Marker Price Aug19 (at 3.30pm China time on June 15) – Gold Futures Calendar Spread Jun19/Aug19 (from June 14 settlement at 1.30pm NY time = at 1.30am China time on June 15).