Productinformatie
Contract specifications
 
 
FTSE EUROTOP 100 INDEX FUTURE
 


Codes en classificatie
Mnemo Q Market NYSE Liffe London Vol. 19/11/09
    Valuta O.I. 1,562
Underlying London FTSE 100 ISIN GB0001383545 Market Other
Valuta £ Laatst 5,267.70  19/11/09 17:35 Last change % -1.39
 FTSE Eurotop 100 Index Futures
Handelseenheid Contract Valued at 20 per Index point (eg value 60,000 at 3000.0).
Leveringsmaanden March, June, September, December (nearest three available for trading).
Noteringseenheid Index points (e.g. 3000.0)
Minimum prijsinterval
(waarde prijsinterval)
0.5 (€10)
Laatste handelsdag 12:00:30 Third Friday in delivery month.1
Dag van levering / verrekening First business day after the Last Trading Day.
Handelstijden 08:00 - 17:00
Related documentation
Equity Index Contracts (No. 301) - effective 31 July 2009
Last update 31/07/09

Trading Platform:

  • LIFFE CONNECT® Trading Host for Futures and Options
  • Algorithm: Central order book applies a price-time trading algorithm with priority given to the first order at the best price.
  • Wholesale Services: Asset Allocation, Block Trading, Basis Trading

Exchange Delivery Settlement Price (EDSP): The EDSP is based on the average values of the FTSE Eurotop 100 Index every 15 seconds between 11:40 and 12:00 on the Last Trading Day. Of the 81 measured values, the highest 12 and lowest 12 will be discarded and the remaining 57 will be averaged to calculate the EDSP. Where necessary, the calculation will be rounded to the nearest half index point.

Contract Standard: Cash settlement based on the Exchange Delivery Settlement Price

Unless otherwise indicated, all times are London times.

1 - In the event of the third Friday not being a business day, the Last Trading Day shall normally be the last business day preceding the third Friday.