Settlements

 
 

 

Daily

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., CT)

CSV Format

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

 
Historical

Daily Settlement Price files contain settlement, volume, open, close, high and low prices for all CME Group products according to our Settlement Price schedule.

 

  • The most recent trading day available free of charge in text format.
  • Seven days of reports available free of charge in text or XML format on our Settlement History page.
  • For historical settlement data (more than one week old), learn more about CME’s DataMine Service.
 

*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 “. . . synth” in the product description.
 
 
 
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