NYMEX CBOT CME CME Group
CBOT Dow Jones – AIG Commodity Index Excess Return Futures

 

Trading Unit

$100 times the Dow Jones – AIG Commodity IndexSM (“DJ-AIGCISM”)

Price Quote
Points ($100)
Tick Size

0.1 point ($10 per contract)

Daily Price Limit

No limit

Contract Months

March, June, September, December (The first 4 quarterly contracts listed at all times, thereafter a December contract is listed such that there is always a total of 5 December contracts outstanding).

Last Trading Day
The 3rd Wednesday of the contract month
Final Settlement Day
The 3rd Wednesday of the contract month
Final Settlement
Cash settlement on the final settlement day. The final settlement value is $100 times the settlement price of the DJ-AIGCISM1.
Embedded Fee
40 basis points per annum, paid daily on an actual/365 day count basis.  The fee will be debited from every long position holder’s margin account, with every short position holder receiving 10 basis points and the remaining 30 basis points applied to licensing and exchange fees.  There is no embedded fee charged to the short position.
Trading Hours

8:15 a.m. – 1:30 p.m. Chicago time

Trading Platform
e-cbot®
Ticker Symbol
AW

 

[1] Adjustments to the official settlement price may be necessary in the event of a market disruption on the expiration date. Please see the DJ-AIG ER Reference Guide for details.



Related Documents
Adobe Acrobat PDF - Contract Specs - 09.19.2006



 
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