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E-Mini Nasdaq-100 Futures
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Tier 2: If there are no spread trades on Globex between 14:59:30 and 15:00:00 CT, then the last spread trade price is applied to the lead month settle to derive the second month settle.
If the last spread trade is outside of the spread’s Bid/ Ask, then the bid or ask price that is closer to the last spread trade is applied to the lead month settle to derive the second month settle.
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For information regarding the SOQ, please see the following links:
E-Mini Nasdaq-100 (NQ) futures are cash settled upon expiration. For additional details, please see the CBOT Rulebook (Chapter 359).
Normal BTIC Daily Settlement Procedure
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
Tier 1: If 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.
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