FTSEUROFIRST 80 INDEX FUTURE (PARIS)

FTSEurofirst 80 Index Futures Paris

FTSEurofirst 80 Index Futures (Paris)
Unit of trading

10

Quotation

Index points (e.g. 4,100.0)

Minimum price movement (tick size and value)

Central Order Book: 0.5 Index points (€5 per contract)
Basis Trade & Large-in-Scale Facility: 0.1 Index points (€1 per contract)

Last trading day

Trading ceases at 17:45 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)

Closing price of the FTSEurofirst 80 index, calculated by FTSE Group on the Last Trading Day (rounded to one decimal place)

Última actualização
Mon, 01/02/2016
Trading Hours

Central Order Book: 08:00 - 20:00 CET
Large-in-Scale Facility: 07:00 – 20:00 CET
- Day session: 07:00 - 18:30: all trades will be cleared on the same day (T)
- Evening session: 18:30 - 20:00: all trades will be cleared on the following business day (T+1)

Legal Delivery/Expiry Month

Mar 2007 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 Trading, Large-in-Scale Facility, AtomX.
See the “Euronext Wholesale Facilities” document for the minimum size thresholds

Compensação

LCH.Clearnet S.A.

Expiry months

3, 6 and 9 months quarterly (of the March, June, September, December cycle)

Liquidação

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 (e.g. value € 41,000 at 4,100.0)

A client who does not wish his order to be executed in the evening session must stipulate this condition when placing the order with the intermediary
Please refer to Paris Notice No. 2011–24 issued on 9 September 2011 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.