NYSE index options settlement price files
NYSE index options settlement price files
NYSE posts daily index options settlement files on ftp.nyse.com named MSCI_OCC_Index_YYYYMMDD.dat, in year and month folders. Each fixed-width file lists MSCI index codes (such as MXEA, MSUSA, MSWLD, MSACW and MXEF) with a settlement value field.
Coverage
Daily files from May 11, 2026 (2026/05 folder) to Nov 5, 2026 (checked Nov 5, 2026); five index rows per file. MSCI indexes only, as named in the files. The record layout, implied decimals and settlement type are Not stated on the FTP site. Not the OPRA options tape, not option prices and not NYSE options trades.
Verdict
This is a narrow index settlement reference for agents reconciling MSCI index option settlements, keyless but undocumented. Confirm the file layout before parsing values. MSCI index data and OCC naming may carry their own terms on top of NYSE/ICE terms, so check them before automated or commercial use.
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