Euronext.com/ ../ Produits/ Contrats à terme actions/ Wholesale trading
Wholesale trading
Universal Stock Futures listed by contract code1
Effective Date: 2 August 2011
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

 

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, BUL, ENI, IBX, MNO, PP, PTN, RUK, SAP, SPM, STM, TI, TIR, TZT

Outrights in all months

500

Strategies involving all months

500 each leg of strategy

 

AKZ, CA, DBK, EDF, ENL, EOA, FIA, FTE, GLE, LG, MB, MSI, OR, RD, RI, RNO, ROG, SDB, SGR, SIE, SOB, SSL, SU, TRN, UNA, VIV

Outrights in all months

1,000

Strategies involving all months

1,000 each leg of strategy

 

AC, AGN, AHL, AXA, BAS, BMW, BYA, CSG, DCY, DSM, ING, INX, KBB, MC, NNX, NOV, POP, RCE, RWE,  UBS, UC, UG, VOW

Outrights in all months

1,500

Strategies involving all months

1,500 each leg of strategy

 

BIN, CBK, CGE, DTE, EDA, EN, FOR, GAS, HEI, HNM, INB, IT, KPN, MEO, NOX, PHI, SBX, SGO

Outrights in all months

2,500

Strategies involving all months

2,500 each leg of strategy

 

ABE, ACA, BVA, DNX, DPW, IBE, IF, LOR, REN, REP, SBA, SCH, SHB, TEF, TKA, TPG, WLS

Outrights in all months

5,000

Strategies involving all months

5,000 each leg of strategy

 
ERC, NDA
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 eight bands: 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
Novo Nordisk A/S NNX 1500
Intel Corporation INX 1500
Nokia Oyj NOX 2500
AT&T Inc. SBX 2500
Danske Bank A/S DNX 5000

 

For further information, please email equities@liffe.com

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