BEL 20 INDEX FUTURE

BEL 20® Index Future

BEL 20® Index Future
Unit of trading

10

Delivery day

First business day after the Last Trading Day

Quotation

Index points (e.g. 3,100.0)

Minimum price movement (tick size and value)

Central Order Book: 0.5 Index points (€5 per contract)
Basis Trade & Large-in-Scale Facility: 0.01 index points (€0.10 per contract)

Last trading day

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

Exchange delivery Settlement Price (EDSP)

Price determined on the Last Trading Day as the average of all BEL20 index values calculated and disseminated between, and including, 15:40 and 16:00 CET. The EDSP value is rounded to two decimal places

Laatste update
maa, 01/02/2016
Trading Hours

Central Order Book 09:00 - 17:35 CET
Large-in-Scale Facility 07:00 – 18:30 CET

Legal Delivery/Expiry Month

Dec 2004 Onwards

Trading platform

UTP

Algorithm

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

Wholesale service

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

Clearingmarkt

LCH S.A.

Exchange contract

21

Expiry months

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

Settlement

Cash Settlement based on the EDSP

Settlement day

First business day after the Last Trading Day

Contract Size

Contract valued at € 10 per index point (eg value € 31,000 at 3,100.0)

Please refer to Brussels Notice BRU 12–05 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.

In the United States these products may only be offered and sold to prescribed entities under specified conditions.