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Introduction Summary Eligible contracts & minimum size thresholds Further information
Universal Stock Futures listed by contract code1
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Effective Date: 26 November 2009
Contract Code
Contract Month
Minimum Threshold Level (Lots)

BBP*, BRS*, EDR*, EPM*, ESS*, GAL*, JMT*, MBC*, PTA*, PTS*, RNA*, SNA*, SNC*

Outrights in all months

50

Strategies involving all months

50 each leg of strategy
 

POR

Outrights in all months

100

Strategies involving all months

100 each leg of strategy
 

ALV, AUT, GEN, MUV, NES, SCM, ZUR

Outrights in all months

200

Strategies involving all months

200 each leg of strategy
 

AI, ASL, BN, BNP, BPV, ENI, IBX, PP, RAS, RUK, SAP, SPI, STM, TI, TIR, TOT, TZT

Outrights in all months

500

Strategies involving all months

500 each leg of strategy
 

AFG, AGX, AKZ, CA, DBK, ENL, EOA, FIA, FTE, GLE, LG, MB, MFX, MRX, MSF, MSI, NHX, OR, RD, RI, RNO, ROG, SHC, SIE, SLX, SOB, SSL, SU, TIM, UNA, VIV, WMX

Outrights in all months

1,000

Strategies involving all months

1,000 each leg of strategy
 

AC, AGN, AHL, AOX, AXA, AXX, BAS, BMW, BYA, CCX, CSG, DCY, DSM, GEX, HVB, ING, INX, JNX, KBB, MC, MMB, NNX, NOV, PFE, PFX, POP, RCE, RWE, SZE, UBS, UC, UG, VOW, XOX

Outrights in all months

1,500

Strategies involving all months

1,500 each leg of strategy
 

AA, ALT, BIN, CBK, CEP, CFR, CGE, COX, DTE, EDA, EN, FOR, GAS, HEI, HNM, INB, IT, MEO, NOX, PHI, SBX, SGO, SWA, TFI, VNU, VZX

Outrights in all months

2,500

Strategies involving all months

2,500 each leg of strategy
 

ABE, ACA, BVA, CAT, DEI, DNX, DPW, ELE, HRH, IBE, IF, LOR, REN, REP, SBA, SCH, SHB, STX, TEF, TKA, TPG, UNF, UPX, WLS

Outrights in all months

5,000

Strategies involving all months

5,000 each leg of strategy
 
ERC, KPN, NDA, TEM, TRR
Outrights in all months
10,000
Strategies involving all months
10,000 each leg of strategy
 
TLI
Outrights in all months
20,000
Strategies involving all months
20,000 each leg of strategy

N.B. Footnotes and contracts with revised thresholds appearing in this table for the first time are shown in bold.

1 There are nine bands: 100, 200, 500, 1,000, 1,500, 2,500, 5,000, 10,000 & 20,000 lots. Each contract is assigned to one of these bands depending on the price of the underlying security and lot size of the futures contract. (N.B. It is not intended that a change in the underlying security price will automatically lead to a change in the threshold for a particular futures contract.)

* Portuguese Single Stock Futures

Universal Stock Futures (Physical Delivery)

Name LIFFE TRS Code Minimum Volume Threshold Level (Lots)
International Business Machines Corporation IBX 500
Wal-Mart Stores Inc. WMX 1000
Statoil ASA SLX 1000
Microsoft Corporation MFX 1000
Merck & Co. Inc MRX 1000
Amgen Inc. AGX 1000
Time Warner Inc. AOX 1500
Pfizer Inc. PFX 1500
Novo Nordisk A/S NNX 1500
Johnson & Johnson JNX 1500
Intel Corporation INX 1500
General Electric Company GEX 1500
Exxon Mobil Corporation XOX 1500
Citigroup Inc. CCX 1500
Nokia Oyj NOX 2500
Cisco Systems Inc COX 2500
AT&T Inc. SBX 2500
Upm-Kymmene Oyj UPX 5000
Stora Enso Oyj STX 5000
Danske Bank A/S DNX 5000

 

For further information, please email equities@liffe.com

Links to other Block Trade Facility Eligible Contracts & Thresholds
Date Title Description
- Bond Derivatives 
- STIRs 
- Index Derivatives 
- Stock Options 
- Swapnote®