Settlement Prices Indices and Equities

Daily Settlement prices and Last Paid i.e. closing prices for Equity and Equity Index Futures are published in the Excel sheet below every day no later than 17:50 CET.

Last Paid is the price of the last executed deal during the day that was eligible to update all trade statistics. If no deal was made during the day in a series, Last Paid is shown as "N/A".

Settlement Price is the futures price used by the Clearing House for the daily mark-to-market and variation margin, as well as calculation of Margin Requirements.

For an underlying with several Equity Index Futures with different expiration dates, the base for all calculations will be the futures contract closest to expiration. For the contract closest to expiration, Last Paid will be used as the Settlement Price if Last Paid for this contract is at or within the orderbook spread when the market closes. If Last Paid it outside the spread, the average of best bid and best ask is used as Settlement Price. If no spread exists in the orderbook when the market closes, the Settlement Price will be theoretical. For further expiration months, the Settlement Price is theoretical based on the Settlement Price for the one closest to expiration.

For Equity Futures all calculations are based on the underlying stock price. The Settlement Price is theoretical and based on the underlying stock’s Last Paid after the Closing Call on the underlying market.

To download the Excel sheet follow the link below:

Please note that this page will only be published until the end of this year. For information regarding futures settlement prices from 2010 please contact your information vendor.