GSCI futures are cash-settled contracts in which the buyer and seller never deliver the full contract value amount ($250 x the Index); they profit from the difference between their position's entry and exit levels. GSCI futures prices are quoted in . 1 0 tick increments (1 90.40, 1 90.50, etc.). Each tick (. 1 0) is worth $25. For example, it a buyer took a long position in GSCI futures at 190.40 and closed the position by selling at 192.40, the buyer would have a $500 profit (20 ticks x $25). On the other hand, if the buyer sold at 188.40 to close out the position, the position would show a $500 loss. All open futures positions are marked-to market at the close of each trading session.

Trading months for GSCI futures are- February, April, June, August, October and December, providing the best balance in accommodating underlying commodity futures delivery periods. The last trading day for GSCI futures is the fourth business day of the contract month. For example, February GSCI futures would stop trading on the fourth business day of February.