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CH20F Product Specification
Cboe Switzerland 20 Index Futures
- Contract Name
- Cboe Switzerland 20 Index Futures (CH20F)
- Listing Date
- 6 September, 2021
- Underlying
- The Cboe Switzerland 20 index (Symbol: BCH20P) aims to be comprised of the largest 20 Swiss issuers. This is a price return index.
- Contract Multiplier
- CHF100 (e.g. value CHF105,000 for an index level of 1,050.00)
- Symbol(S)
- CH20F
- Contract Expirations
- The Exchange will list for trading the following expiration months: 3 nearest quarterly (March, June, September and December)
- Trading Hours
-
Monday – Friday
07:30 – 18:00
All times referenced are London time.
- Trading Platform
- CEDX
- Minimum Price Intervals
- 0.05 index points (CHF5)
- Block Trades
-
The minimum Block Trade quantity for Cboe Switzerland 20 Index Futures is 50 contracts. For calendar spreads each leg is required to have a minimum quantity of 50 contracts.
The minimum price increment for a Block Trade in Cboe Switzerland 20 Index Futures is 0.01 index points (CHF1).
- Daily Settlement Price
- Index Futures Daily Settlement Prices will be calculated using the volume weighted average prices for the index futures product concerned taken over a two minute period that starts at 16:18:00 London time.
- Termination Of Trading
- Trading hours for Cboe Switzerland 20 Index Futures end at 08:10 London time on the final settlement date.
- Final Settlement Date
-
The final settlement date for a Cboe Switzerland 20 Index Future contract is the third Friday of the calendar month in which the contract expires.
If that Friday that is a Cboe trading holiday, the final settlement date for the contract shall be on the business day immediately preceding that Friday.
- Final Settlement Value
-
The final settlement value calculation for Cboe Switzerland 20 Index Futures uses a 10 minute average of the index levels (only every 30th print is considered) during the timing window below on the settlement date:
Start: 08:00 London time
End: 08:10 London time
- Delivery
- Settlement of Cboe Switzerland 20 Index Future contracts will result in the delivery of a cash settlement amount based on the final settlement value.