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E-mini Russell 2000 Futures Daily Settlement Procedure
Normal Daily Settlement Procedure
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Daily settlements of the E-mini S&P 500 (EST), E-mini Nasdaq-100 (NQT), E-mini Russell 2000 (RLT) and E-mini DJIA (YMT) BTIC futures are determined by CME Group staff based on trading and market activity on CME Globex, up to 14:45:00 Central Time (CT)
All Months
If the contract trades on Globex between 14:15:00 and 14:45:00 CT, the settlement period, then that contract month settles to the volume-weighted average price (VWAP) of the trade(s) during this period.
If no trades occur on Globex between 14:15:00 and 14:45:00 CT, then the contract settles to the last traded price validated against the Globex bid/ask.
If there are no trades then the contract settles to the net change of the preceding contract applied to the prior day settlement validated against the Globex bid/ask.
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