VOLUME 21 - BULLETIN #222
TO:
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ALL CLEARING MEMBERS
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FROM:
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BUSINESS SYSTEMS GROUP
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DATE:
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November 1, 2001
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SUBJECT:
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CBOT Dow Jones AIG Commodity Index Futures Specifications
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The Chicago Board of Trade will launch futures on the Dow Jones-AIG Commodity IndexSM (DJ-AIGGI) on November 16, 2001. The CBOT DJ-AIGGI futures contract will trade exclusively on the a/c/e platform.
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CBOT Dow Jones AIG Commodity IndexSM Futures
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Exchange Code:
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01
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Commodity Code:
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AI
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Trading Unit
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$100 times the Dow Jones AIG Commodity Index
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Price Quotation:
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Points ($100)
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Clearing Price Format:
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Actual: 536.70
7 Digit: 0053670
5 Digit: 53670
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Tick Size:
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0.1 ($10 per contract)
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Daily Price Limit:
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No limit
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Contract Months:
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January, February, April, June, August, October, and December (first three months listed at all times).
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Last Trading Day
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Eleventh Business Day of the contract Month
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Final Settlement Day
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Eleventh Business Day of the contract Month
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Settlement
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Cash Settlement on the final settlement day. The final settlement price is $100 times the Dow Jones AIG Futures Price Index
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Trading Hours:
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8:15 a.m. – 2:15 p.m. Chicago time
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Ticker Symbol:
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AI
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SM “Dow Jones” and “AIG”, “Dow Jones-AIG Commodity Index”, and ”DJ-AIGCI”, are service marks of Dow Jones & Company, Inc and American International Group, Inc. (AIG), as the case may be, and have been licensed for use for certain purposes by the CBOT. The CBOT Dow Jones – AIG Commodity Index futures and futures options are not sponsored, endorsed, or sold by Dow Jones, AIG American International Group, or any of their respective subsidiaries or affiliates, and none of Dow Jones, AIG, American International Group, or any of their respective subsidiaries or affiliates, makes any representation regarding the advisability of investing in such product(s).
Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
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