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Re: CME Settlement Price Procedure

  • To: "carrslem" <carrslem@xxxxxxx>
  • Subject: Re: CME Settlement Price Procedure
  • From: "Gary Fritz" <fritz@xxxxxxxx>
  • Date: Mon, 14 Jun 2004 13:36:05 -0700

PureBytes Links

Trading Reference Links

 
> Some time ago, perhaps a year-and-a-half or so, I read that the CME
> was adopting a special procedure for determining the settlement price
> for the front S&P 500 contract.  

Google "settlement month site:cme.com" returns many 
possibilities, including 
http://www.cme.com/prd/eq/fairvaluefaq2544.html

Gary