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Daily settlement of the E-Mini S&P 500 (ES) and Micro E-mini S&P 500 (MES) futures are derived according to the procedure below.  Daily settlement of the Micro E-mini S&P futures (MES) are equal to the daily settlement price of the E-Mini S&P 500 futures (ES), rounded to the nearest .25 index point. 

Lead month

The lead month is the anchor leg for settlements and is the contract expected to be the most active.