FTSE 100 Index Future

FTSE 100 Index Future38716764

Description

The FTSE 100 Index Futures are cash settled upon expiration.

The FTSE 100 is a market-capitalisation weighted index of UK-listed blue chip companies.

Market Specifications

Trading Screen Product Name
FTSE 100 - Stnd Index Future
Trading Screen Hub Name
ICEU
Contract Symbol
Z
Unit of Trading
Contract Valued at £10 per index point (e.g. value £65,000 at 6,500.0)
Contract Listing
First business day after the Last Trading Day
Delivery Months
Four quarterly months from in the March, June, September, December quarterly cycle
Quotation
Index points (eg 6500.0)
Minimum price movement (tick size and value)
0.5 (£5.00)
Last Trading Day
Third Friday in delivery month, Trading shall cease as soon as reasonably practicable after 10:15 (London time) once the Expiry Value of the Index has been determined.

Please refer to London Notice LON2693 for more information.

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.
Exchange delivery Settlement Price (EDSP)
The value of the FTSE 100 Index is calculated by FTSE International with reference to the outcome of the EDSP intra-day auction at the London Stock Exchange carried out on the Last Trading Day.
Algorithm
Price-time trading algorithm with priority given to the first order at the best price.
Block Trade Minimum
500
Block Trades
Yes
Final Settlement
Cash settlement based on the Exchange Delivery Settlement Price.
MIC Code
IFLL
Clearing Venues
ICEU
Loading...

Trading Hours

CityTradingPre-Open
New York8:00 PM - 4:00 PM
20:00 - 16:00
7:45 PM
19:45
London1:00 AM - 9:00 PM
01:00 - 21:00
12:45 AM
00:45
Singapore9:00 AM - 5:00 AM
09:00 - 05:00
8:45 AM
08:45
Loading...

Codes

Clearing Admin Name
FTSE Fut UNRSTD
Physical
Z
Logical
Z
GMI(FC)
R&N A.C.N.