MiniFutures FTSE 100

FTSE 100 index

Continuous trading: 9.00am - 5.50pm

Mini futures contracts on the FTSE 100 index are quoted in index points.

Each index point has a value of 2 €

The value of the contract is determined by the product of the futures price and the value of the contract multiplier.
Example: if the price of a minifutures on the FTSE 100 index is equal to 6.000 index points, the contract  value is 6.000 x 2 € = 12.000€

0.5 index points (1 €)

The 2 closest quarterly expiries of the "March, June, September and December" cycle. New futures are quoted on the first trading day following expiry day.

The third Friday of the maturity month; where this is a non-trading day for Borsa Italiana or for the London Stock Exchange, the maturity day shall be the first calendar trading day before such day for both the Exchanges.

The trading ends at 11.20 (CET) of the maturity day. Where in the maturity day the prices cannot be recorded in the reference market for the purpose of the determination of the settlement price of derivatives contracts on FTSE 100 index, trading in the nearest maturity shall end at 5.50 pm and the settlement price for FTSE 100 index mini-futures contract is determined on the basis of the last available value of the FTSE 100 index. The new maturity is quoted from the first subsequent trading day.

Determined on the basis of the quantity-weighted-average contract prices or the best bid/ask quotations observed on the market during a significant trading period.

Equal to the value of the FTSE 100 index calculated on the last trading day on the basis of the prices of the financial instruments composing the index recorded during the LSE intra-day auction.

Cash settled on the Euronext Clearing open day following the expiry day through Euronext Clearing.

None

Margin table

Available