AMX INDEX FUTURE

AMX-Index® Futures

AMX-Index® Futures
Quotité de négociation

50

Delivery months

Initial lifetime: 1, 2 and 3 month futures - Cycle: every month

Mode de cotation

Index points (e.g. 500.00)

Echelon minimum de cotation (tick et valeur)

Central Order Book: 0.10 Index points (€5 per contract)
Basis Trade & Large-in-Scale Facility: 0.01 index points (€0.50 per contract)

Date échéance

Trading ceases at 17:00 CET on 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

Cours de liquidation ("Exchange Delivery Settlement Price" - EDSP)

Price determined on the Last Trading Day as the average of the AMX-index values calculated and disseminated at one minute intervals between, and including, 16:30 and 17:00 CET. The EDSP value is rounded to two decimal places

Dernière mise à jour
Lun, 01/02/2016
Trading Hours

Central Order Book 09:01 – 17:30 CET
Large-in-Scale Facility: 07:00 – 18:30 CET

Système (Plate-forme) de négociation

UTP

Algorithme

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

Négociation hors carnet

Basis Trade, Large-in-Scale Facility, AtomX.
See the “Euronext Wholesale Facilities” document for the minimum size thresholds

Chambre de compensation

LCH.Clearnet S.A.

Exchange contract

KF

Echéances

1, 2, 3 monthly

Dénouement

Cash settlement based on the EDSP

Jour de règlement du dénouement

First business day after the Last Trading Day

Contract Size

Contract valued at € 50 per index point (e.g. value € 25,000 at 500.00)

Please refer to Amsterdam Notice AN 12–22 issued on 26 July 2012 which provides details of the procedures to be followed when determining the closing settlement price in case of special market circumstances.

This product may not be offered and sold to US persons