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Settlements (Futures)

  • The daily settlement reports contains statistics for every contract that is eligible to trade on a particular trade date.
  • (Preliminary) settlements are the daily settlements that have been derived using the standard methodologies for the specified product. They are denoted as (Preliminary) because, while infrequent, changes may occur to the posted values until the (Final Pre-Clearing) is posted at 6:00 P.M. CT. NYMEX and COMEX products also have a third run of settlements called (Final Post-Clearing). This run contains updated open interest figures from the most recent trading day.
  • The Month column designates the month and year of the contract.
  • The Open column represents the first price at which the contract traded after opening, on either Globex or Open Outcry.
  • The High column displays the highest price at which the contract traded during the trading day, during either Globex or the Open Outcry session. If the price is followed by a "B", this indicates a bid price that was higher than the highest traded price.
  • The Low column displays the lowest price at which the contract traded during the trading day, during either Globex or the Open Outcry session. If the price is followed by an "A", this indicates an ask price that was lower than the lowest traded price.
  • The Last column displays the last price traded in Open Outcry. If the last price is followed by a "B" or an "A", this indicates that the last price was a bid or an ask.
  • The Change column displays the change in price between the trade date settlement price and the previous day's settlement price. If the current day's settlement price is the same as the previous day's price, or if the previous trading day was the first day the product was settled, UNCH is displayed.
  • The Settle column displays the settlement price calculated at the end of the trading day for the contract.
  • The Volume column displays the total number of contracts traded during the trading day, during both Globex and the Open Outcry session. A dash in this column indicates that the contract did not trade on the trade date.
  • The Open Interest column displays the total number of contracts long or short in the respective month, during both Globex and the Open Outcry session. Each open transaction has both a buyer and seller, but only one side of the transaction is counted when calculating open interest. The Settlement page always displays the previous trading day’s open interest. For example, preliminary and final reports for a Wednesday trade date will include estimated volume for Wednesday, but Open Interest from Tuesday.
Product Settlements update time (all times CT)
Commodity 13:30:00, 14:05:00, 14:45:00, 15:15:00, 15:55:00, 18:00:00*
FX 14:17:00, 14:30:00, 15:00:00, 15:20:00, 18:00:00*
Interest Rate 14:15:00, 14:30:00, 15:02:00, 15:30:00, 18:00:00*
Equity Index 15:30:00, 15:45:00, 16:00:00, 16:30:00, 17:00:00, 18:00:00*
COMEX 13:29:00-13:30:00 ET 13:31:00, 14:02:00, 14:32:00, 17:30:00, 19:00:00* ET
NYMEX 14:28:00-14:30:00 ET 14:47:00, 15:02:00, 15:31:00, 16:01:00, 16:31:00, 17:30:00, 19:00:00* ET
ClearPort Clearing Closes at 16:15:00 ET 16:02:00, 16:32:00, 17:00:00, 17:30:00, 18:00:00, 18:30:00, 19:00:00* ET

*Final settlement prices

View a full listing of product settlement update times

 

Settlements (Options)

  • The daily settlement reports contains statistics for every contract that is eligible to trade on a particular trade date.
  • (Preliminary) settlements are the daily settlements that have been derived using the standard methodologies for the specified product. They are denoted as (Preliminary) because, while infrequent, changes may occur to the posted values until the (Final Pre-Clearing) is posted at 6:00 P.M. CT. NYMEX and COMEX products also have a third run of settlements called (Final Post-Clearing). This run contains updated open interest figures from the most recent trading day.
  • The Strike column displays the strike price of the option.
  • The Type column displays whether the option is a call or a put.
  • The Open column represents the first price at which the contract traded after opening, on either Globex or Open Outcry.
  • The High column displays the highest price at which the contract traded during the trading day, during either Globex or the Open Outcry session. If the price is followed by a "B", this indicates a bid price that was higher than the highest traded price.
  • The Low column displays the lowest price at which the contract traded during the trading day, during either Globex or the Open Outcry session. If the price is followed by an "A", this indicates an ask price that was lower than the lowest traded price.
  • The Last column displays the final price at the close of trading on Globex. If the last price is followed by a "B" or an "A", this indicates that the last price was a bid or an ask.
  • The Change column displays the change in price between the trade date settlement price and the previous day's settlement price. If the current day's settlement price is the same as the previous day's price, or if the previous trading day was the first day the product was settled, UNCH is displayed.
  • The Settle column displays the settlement price calculated at the end of the trading day for the contract.
  • The Volume column displays the total number of contracts traded during the trading day, during both Globex and the Open Outcry session. A dash in this column indicates that the contract did not trade on the trade date.
  • The Open Interest column displays the total number of contracts long or short in the respective month, during both Globex and the Open Outcry session. Each open transaction has both a buyer and seller, but only one side of the transaction is counted when calculating open interest. The (Preliminary) and (Final Pre-Clearing) files contain the previous trading day’s open interest. The (Final Post-Clearing), which is produced only for NYMEX and COMEX products, contains the most recent trading day’s open interest.