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ES35F Product Specification
Cboe Spain 35 Index Futures
- Contract Name
- Cboe Spain 35 Index Futures (ES35F)
- Listing Date
- 27 April, 2022
- Underlying
- The Cboe Spain 35 index (Symbol: BES35P) aims to be comprised of the largest 35 Spanish issuers. This is a price return index.
- Contract Multiplier
- €100 (e.g. value €89,500 for an index level of 895.00)
- Symbol(S)
- ES35F
- Contract Expirations
-
The Exchange will list for trading the following expiration months:
1, 2, 3 of the Monthly Cycle;
6 Month of the Quarterly Cycle
- Trading Hours
-
Monday – Friday
07:30 – 18:00
All times referenced are London time.
- Trading Platform
- CEDX
- Minimum Price Intervals
- 0.05 index points (€5)
- Block Trades
-
The minimum Block Trade quantity for Cboe Spain 35 Index Futures is 10 contracts. For calendar spreads each leg is required to have a minimum quantity of 10 contracts.
The minimum price increment for a Block Trade in Cboe Spain 35 Index Futures is 0.01 index points (€1).
- 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 16:28:00 London time.
- Termination Of Trading
- Trading hours for Cboe Spain 35 Index Futures end at 15:55 London time on the final settlement date.
- Final Settlement Date
-
The final settlement date for a Cboe Spain 35 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 Spain 35 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: 15:45 London time
End: 15:55 London time
- Delivery
- Settlement of Cboe Spain 35 Index Future contracts will result in the delivery of a cash settlement amount based on the final settlement value.