Statistik › Intraday och marknadsmikrostruktur › E-mini expiry
The E-mini stops trading at the New York open on expiry day, so there is no expiry session
| Rule | What it says |
|---|---|
| Final settlement price | A special opening quotation of the index, based on the opening prices of its component stocks, determined on the third Friday of the delivery month |
| If a component does not trade | Its last sale price is used, unless the exchange directs that its next day opening price be used instead |
| If a component's exchange is closed | That component's opening price on its next trading day is used |
| Termination of trading | At the regularly scheduled start of New York trading on the day the final settlement price is determined. The rule does not use the phrase last trading day. |
| Contract value | $50.00 times the index, quoted in index points, minimum increment 0.25 points, cash settled |
E-mini S&P 500 settlement and termination rules as written in the exchange rulebook, read 15 October 2026. The practical consequence follows from putting the first and fourth rows together, and it is not stated anywhere in the rule itself.
The E-mini S&P 500 stops trading at the regularly scheduled start of New York trading on the third Friday and settles to a special opening quotation built from component opening prices. There is no expiry day session in the expiring contract.
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