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Index Futures - AEX-Index - Mini

  AEX-Index Mini Futures
Exchange contract code MFA
Contract size Contract valued at € 20 per index point (e.g. value € 7,800 at 390.00)
Unit of trading 20
Pricing unit/quotation Index points (e.g. 390.00)
Minimum price movement (tick size and value) Central Order Book: 0.05 index points (€ 1 per contract)
Large-in-Scale Facility: 0.01 index points (€0.20 per contract)
Expiry months 1, 2, 3 monthly
Introduction of new expiry months New expiry months are available for trading on the first business day after the expiry of a maturity.
Wholesale services Large-in-Scale Facility.
See the “LIS thresholds" document for the minimum size thresholds.
Euronext market Amsterdam
Last trading day Trading ceases at 16:00 CET on the third Friday of the delivery month. In the event that the third Friday is not a business day, the Last Trading Day shall normally be the last business day preceding the third Friday.
Settlement Cash Settlement based on the EDSP
Settlement day First business day after the Last Trading Day
Exchange Delivery Settlement Price (EDSP) Price determined on the Last Trading Day as the average of the AEX-index values calculated and disseminated at one minute intervals between, and including, 15:30 and 16:00 CET. The EDSP value is rounded to two decimal places[1].
Clearing organization LCH S.A. 
Trading hours Central Order Book: 08:00 - 22:00 CET
Large-in-Scale Facility: 07:15 - 22:00 CET
- Day session: 07:00 - 18:30: all trades will be cleared on the same day (T)
- Evening session: 18:30 - 22:00[2]: all trades will be cleared on the following business day (T+1)
Trading platform Optiq
Algorithm Central order book applies a price-time trading algorithm with priority given to the first order at the best price.
Last update 25 November 2019
  [1] Please refer to Amsterdam Notice AN 12–22 issued on 26 July 2012 which provides details of the procedures to be followed when determining the closing settlement price in case of special market circumstances.
[2] A client who does not wish his order to be executed in the evening session must stipulate this condition when placing the order with the intermediary
  In the United States this product may only be offered and sold to prescribed entities under specified conditions.