IMPORTANT NOTICE
Beginning November 9, 2009, NYMEX and COMEX Daily Settlement reports, in both fixed width text and .csv formats, along with supporting layout guides are available for your use. Please note the volume number represented include as cleared trades from CME Globex, the New York trading floor and CME ClearPort (blocks, EFP, and EFS) venues.
The legacy NYMEX and COMEX fixed width text files are still available until November 13 at which time they will be permanently removed. As a consequence of migrated supporting systems, the High, and Low values will only be populated with Globex venue data when available.
Text Format
CSV Format
Legacy Text Format (decommissioning Nov 13 2009)
File Layouts
Text and CSV files for Nymex products include non-tradable synthetic underlyings to Options on Combos. These are recognizable by “. . . syntht” in the product description.
*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.
