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For information regarding the SOQ, please see the following links:
- Understand the SOQ
- Retrieving the SOQ on expiration day
- E-Mini Dow Jones ($5) (YM) futures are cash settled upon expiration. For additional details, please see the CBOT Rulebook (Chapter 27).
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 1514:0045:00 Central Time (CT)
All Months
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- If the contract trades on Globex between 14:
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- 15:
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- 00 and
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- 14:
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- 45:00 CT, the settlement period, then
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- that contract month settles to the volume-weighted average price (VWAP) of the trade(s) during this period.
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- If no trades occur on Globex between 14:
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- 15:
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- 00 and
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- 14:
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- 45:00 CT, then the contract settles to the last traded price validated against
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- 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
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- the Globex bid/ask.
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