Euronext Derivatives

EXM.1.0.0.0

TTO-AMS-OPT

TOMTOM NV - OLD (99)
TTO
TOMTOM
NL0013332471

AKV-AMS-OPT

AKZO NOBEL - OLD (6)
AKV
AKZO NOBEL
NL0013267909

RQ8-AMS-FUT

RAIFFEISEN BANK INTERNATIONAL AG
RQ8
AT0000606306

AKX-AMS-OPT

AKZO NOBEL OLD (SIZE 105)
AKX
AKZO NOBEL
NL0013267909

L8O-AMS-FUT

LINDE PLC (size 5400)
L8O
LINDE PLC
IE00BZ12WP82

Total Return Future on CAC 40 index

Total Return Future on CAC 40® index
Unit of trading

10

Quotation

TRF spread as annualised rate expressed in basis points with one decimal (+/−/0)

Last trading day

The Euronext exchange trading day immediately preceding the expiration day. The expiration day is the third Friday of the delivery month. In the event that the third Friday is not a business day, the Last Trading Day shall normally be the last business day preceding the third Friday

Exchange delivery Settlement Price (EDSP)

Price determined on expiry day and based on the following components: final settlement price of all CAC 40® Index Futures (CAC), accrued distributions and accrued funding from the product launch until the expiry date.

Trading Hours

Central Order Book (TAIC): 08:00 - 17:30 CET Large-in-Scale Facility (TAIC & TAM): 07:00 - 18:30 CET

Trading platform

UTP

Full contract specification and related documents
Algorithm

Central order book applies a price-time trading algorithm with priority given to the first order at the best price

Wholesale service

Large-in-Scale Facility (Minimum size 10 lots)

Clearing

LCH S.A.

Expiry months

Up to five years and three months: 3, 6, 9, 12, 15, 18, 21, 24, 27, 30, 33, 36, 39, 42, 45, 48, 51, 54, 57, 60, 63 months quarterly (of the March, June, September, December cycle)

Settlement

Cash Settlement based on the EDSP

Settlement day

First business day after the final settlement day

Contract Size

Contract valued at € 10 per index point (e.g. value € 41,000 at 4,100.0)

Trading symbol

FCS

Underlying indices:
CAC 40® Index, CAC 40® Cumulative Dividend Index and CAC 40® Funding Index (combined as CAC 40® Synthetic Dividend Index)

Trading modes:
Trade at Index Close (TAIC) with an index level based on the daily CAC 40® Index close
Trade at Market (TAM) with a custom-defined index level

Accrued distributions and accrued funding (index points):
The distribution and funding rate payments will be accumulated from the TRF product launch and added to the TRF futures price in index points. The daily changes in distributions and funding payments are paid out via variation margin.

Time convention:
Actual/360

Vendor code:
Bloomberg: TRCA <Index>
Reuters: 0#FSC
Start of day and End of day files

FCS-PAR-FUT

TOTAL RETURN FUTURES ON CAC 40 INDEX
FCS
CAC 40 SYNTHET DIV
FR0013252418