Quadruple witching this Friday March 21 is occuring on Good Friday, a market holiday. So I wanted to get verification on when the settlement prices will take place. On normal quadruple witching days, for the ES, the settlement price will be the opening S&P index price for Friday morning. Will settlement be the index prices at Thursday 4:15 EST for this month?
Futures expiration is exactly one day earlier at the normal morning settlement for the major contracts. Full information is available at the CME website.