What Role Does the ‘Fixing’ Process Play in Determining the Final Settlement Price?

The 'Fixing' process refers to the specific, pre-determined methodology and time window used to calculate the final settlement price. It typically involves sampling prices from designated exchanges over a short period leading up to expiration.

This structured process ensures transparency and removes discretion, making the final settlement price predictable and auditable for all market participants.

Are There Standardized Conventions for TWAP Calculation across Major Financial Exchanges?
Why Is the Timing of the ‘Fixing’ Window Crucial for Preventing Market Manipulation?
What Is the Process for Changing a Reference Rate’s Methodology?
How Does the Liquidity of the Underlying Asset Impact the Optimal TWAP Window Size?
What Is the Relationship between the Window’s Length and the Cost of Manipulation?
How Does the Chosen Time Window Affect the Security and Responsiveness of a TWAP Oracle?
What Is the Trade-off between Using a Short TWAP Window versus a Long TWAP Window?
What Is a “Liquidity-Weighted” Index Methodology and How Does It Address Stale Prices?

Glossar