CME Group S&P GSCI Excess Return

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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

Notes[edit]

Resources[edit]

CME Group S&P GSCI Excess Return Contract Specifications