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Cash settlement

Expiry method where the contract is closed with a cash payment against a reference price instead of any goods changing hands.

Cash settlement makes it possible to list futures on things that cannot be delivered — stock indexes, volatility, weather, interest rates, lean hog index values. It also makes contracts far safer for retail traders, because nothing can arrive at your door.

The weak point is the reference price. Everything depends on whether the index or survey used for final-settlement is robust and hard to push around.

Example: rty settles to the Russell 2000 SOQ. If you are long one contract from 2,000 and the SOQ is 2,010, you receive 10 x $50 = $500 and the position disappears.

Related: physical-delivery, final-settlement, special-opening-quotation, settlement

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