AEX INDEX FUTURE

AEX-Index® Futures

AEX Index® Futures
Quotité de négociation

200

Delivery months

1,2,3 monthly; 3,6,9,12 quarterly (March, June, September, December)

Mode de cotation

Index points (e.g. 390.00)

Echelon minimum de cotation (tick et valeur)

Central Order Book: 0.05 Index points (€10 per contract)
Basis Trade & Large-in-Scale Facility: 0.01 index points (€2 per contract)

Date échéance

Trading ceases at 16:00 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 AEX-index values calculated and disseminated at one minute intervals between, and including, 15:30 and 16:00 CET. The EDSP value is rounded to two decimal places

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

Central Order Book 08:00 - 22:00 CET
Large-in-Scale Facility: 07:00 – 22:00 CET
- Day session: 08:00 - 18:30: all trades will be cleared on the same day (T)
- Evening session: 18:30 - 22:00: all trades will be cleared on the following business day (T+1)

Legal Delivery/Expiry Month

Dec 2004 Onwards

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.

Echéances

1, 2, 3 monthly; 6, 9, 12 months quarterly (of the March, June, September, December cycle)

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 € 200 per index point (e.g. value € 78,000 at 390.00)

*A client who does not wish his order to be executed in the evening session must expressly stipulate this condition when placing the order with the intermediary.