Euronext Eurozone ESG Large 80 Index Future
Exchange contract codeESG
Contract sizeContract valued at € 10 per index point (eg value € 18,000 at 1,800)
Unit of trading10
Pricing unit/quotationIndex points (e.g. 1,800)
Minimum price movement (tick size and value)Central Order Book: 0.5 index point (€ 5 per contract)
Large-in-Scale Facility: 0.1 index point (€ 1 per contract)
Expiry months3, 6, 9 and 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 monthsNew expiry months are available for trading on the first business day after the expiry of a maturity.
Wholesale servicesLarge-in-Scale Facility.
See the “LIS thresholds" document for the minimum size thresholds.
Euronext marketParis
Last trading dayTrading 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.
SettlementCash Settlement based on the EDSP
Settlement dayFirst 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 organizationEuronext Clearing
Trading hoursCentral Order Book: 08:00 - 18:00 CET
Large-in-Scale Facility: 07:15 – 18:30 CET
Trading platformOptiq
AlgorithmCentral order book applies a price-time trading algorithm with priority given to the first order at the best price.
Last update9 SEP 2024
Related documentation