CME Group S&P GSCI Excess Return
Jump to navigation
Jump to search
| S&P GSCI Excess Return Futures | ||
|---|---|---|
| Contract Unit | $100 times the S&P-GSCI Excess Return | |
| Price Quotation | Index points | |
| Trading Hours | Default: | 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) |
| CME ClearPort: | Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT | |
| Minimum Price Fluctuation | .001 Index point = $0.10
BTIC:.001 Index point = $0.10 | |
| Product Code | CME Globex: GIE
CME ClearPort: GA Clearing: GA BTIC: 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." | |
| Settlement Procedures | Daily S&P GSCI Excess Return Settlement Procedures | |
| Position Limts | CME Position Limits | |
| Exchange Rulebook | CME 415 | |
| Block Minimum | Block Minimum Thresholds | |
| Price Limit or Circuit | None | |
| Vendor Codes | Quote Vendor Symbols Listing | |