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Settlements
 
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Text Format

Files are published as preliminary settlement prices are available, per the Settlement Price Schedule. Prices are subject to change until final settlement prices are posted at approximately 6:00 p.m. CT. A final version with updated volume numbers is available for COMEX and NYMEX products at approximately 10:00 p.m. CT.

 

CSV Format

Files are published as final settlement prices at approximately 6:30 p.m. CT. An additional final version with updated volume numbers is available at approximately 10:00 p.m. CT.

 
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Synthetic Prices Used For Options Settlement Derivation

 

*Settlement prices for the E-mini S&P 500 and the E-mini S&P Midcap 400 may differ slightly from the "true" settlement price displayed on CME's Daily Bulletin. These slight variances in settlements are the result of rounding due to differences in the minimum tick sizes between the E-mini contracts and the full-sized contracts. Additionally, the settlement price displayed on the Daily Bulletin matches that of the full-sized contracts for purposes of marking-to-market, as the contracts are fungible, on a 5:1 basis.
Example: E-mini S&P 500 futures contracts are traded in .25 increments and the full-sized S&P 500 contracts in .10 increments.

 

**Please note, in the NYMEX and COMEX files, volume numbers represented include cleared trades from CME Globex, the New York trading floor and CME ClearPort (blocks, EFP, and EFS) venues. Nymex products include non-tradable synthetic underlyings to Options on Combos. These are recognizable by “. . . syntht” in the product description. Also note some NYMEX product codes used in these files have changed. Please use this NYMEX Product Code Guide.