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On expiration days for standard and E-mini S&P 500 Weekly and End-of-Month (EOM) options, CME calculates a special fixing price based on the weighted average trading price of E-mini S&P 500 futures in the last 30 seconds (2:59:30 – 3:00:00 p.m.) before the 3:00 p.m. (Chicago Time) options expiration. It will be disseminated immediately using the symbol ESF and is used to determine which options are in-the-money and, therefore, exercisable.

*CME disclaims liability for the ESF Options fixing price, and no representation or warranty, express or implied, is made concerning the ESF fixing price (including, without limitation, the Methodology for its determination and its suitability for any particular use).