This topic provides settlement information for Bloomberg Commodity Index products including:

Bloomberg calculates and publishes official closing values for the Bloomberg Commodity Indexes based on the settlements of the index’s component commodity futures contracts. CME Bloomberg Commodity Index futures including the Bloomberg Commodity Index (AW), Bloomberg Roll Select (DRS), Bloomberg Commodity Agriculture Subindex (BAG), Bloomberg Commodity All Metals Subindex (BME), Bloomberg Commodity Energy Subindex (BEN), Bloomberg Commodity Grains Subindex (BGR), Bloomberg Commodity Livestock Subindex (BLI), Bloomberg Commodity Petroleum Subindex (BPE), Bloomberg Commodity Precious Metals Subindex (BPR) and swaps including Cleared OTC Bloomberg Commodity Index Swaps (DGS) settle to these official closing values as published by Bloomberg on a daily basis.

If Bloomberg does not provide a Bloomberg Commodity Index official closing value by 16:00 Central Time (CT), then the futures will settle to the most recent index value available.

Standard & Poor’s calculates and publishes official closing values for the Standard & Poor’s Commodity Indexes based on the settlements of the index’s component commodity futures contracts. CME S&P GSCI Index contracts including the S&P GSCI Commodity Index (GD), S&P GSCI Excess Return Index futures (GIE), S&P GSCI Excess Return Index swaps (SES) and the S&P GSCI Enhanced Excess Return Swaps (RRE) settle to these official closing values as published by Standard & Poor’s on a daily basis.

If Standard & Poor’s does not provide a S&P Commodity Index official closing value by 16:00 Central Time (CT), then the futures will settle to the most recent index value available.

https://www.cmegroup.com/rulebook/CBOT/III/29.pdf

S&P Commodity Index Final Settlement Details

https://www.cmegroup.com/rulebook/CME/IV/400/401/401.pdf

FTSE calculates and publishes an official closing value for the FTSE CoreCommodity Index based on the settlements of the index’s component commodity futures contracts. CME’s FTSE CoreCommodity Index (CRB) futures contracts will settle to this official closing value as published by FTSE on a daily basis.

If FTSE does not provide a FTSE CoreCommodity Index official closing value by 16:00 Central Time (CT), then the futures will settle to the most recent index value available.