Market Data Services » Settlements
Settlements
 


Text Format

(Files are published periodically, initially as preliminary settlement prices, which are subject to change until final settlement prices are posted at approximately 6:00 p.m., Chicago Time)

 

CSV Format

(Files are published as final settlement prices at approximately 6:30 p.m., Chicago Time)

 
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*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.