|
PureBytes Links
Trading Reference Links
|
For your info, just in case you ever need it, the final cash settlement
price is determined, not from the cash index itself, but from the opening
prices of the individual S&P 500 constituent stocks on the morning of
expiration Friday. The resulting number is not available until 1 to 2 hours
into the trading day.
Regards,
Carroll
> sorry but I don't know this level of detail - never have held a contract
> beyond active trading - the thing to do would be to watch and see. Either
> that or maybe you could find some info on the cme.com web site.
>
> Good luck!
> phil
|