CAC 40® ESG Index Future | |
Exchange contract code | FCG |
Contract size | Contract valued at € 10 per index point (e.g. value € 21,000 at 2,100.0) |
Unit of trading | 10 |
Pricing unit/quotation | Index points (e.g. 2,100.0) |
Minimum price movement (tick size and value) | Central Order Book: 1 index point (€ 10 per contract) Large-in-Scale Facility: 0.0001 index point (€ 0.001 per contract) |
Expiry months | 1, 2, 3 monthly; 6, 9, 12 months quarterly (of the March, June, September, December cycle) and 18, 24, 30, 36, 42, 48, 54, 60 months half yearly (of the June, December cycle) |
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 | Paris |
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. Euronext calculates the settlement index as the arithmetic mean of all index values calculated and disseminated between 15:40 and 16:00 CET, rounded to two decimal places. Such settlement index is taken, and rounded to one decimal place, to produce the closing settlement price[1]. |
Clearing organization | Euronext Clearing |
Trading hours | Central Order Book: 08:00 – 18:00 CET Large-in-Scale Facility: 07:15 – 18:30 CET |
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 | 9 SEP 2024 |
- Home
- Contracts Specifications
- Index Futures - CAC 40 ESG