Contract | Product ID | Underlying |
EURO STOXX 50® ESG Index Futures | FSSX | EURO STOXX 50® ESG Index |
EURO STOXX 50® Low Carbon Index Futures | FSLC | EURO STOXX 50® Low Carbon Index |
STOXX® Europe 600 ESG-X Index Futures | FSEG | STOXX® Europe 600 ESG-X Index |
STOXX® Europe 600 SRI Index Futures | FSRI | STOXX® Europe 600 SRI Index |
STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco Index Futures | FSCI | STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco Index |
STOXX® Europe ESG Leaders Select 30 Index Futures | FSLS | STOXX® Europe ESG Leaders Select 30 Index |
STOXX® USA 500 ESG-X Index Futures | FSUS | STOXX® USA 500 ESG-X Index |
Settlement
Cash settlement, payable on the first exchange day following the final settlement day.
Contract values and price gradations
Contract | Contract value per index point | Minimum price change |
Points | Value |
STOXX® ESG Index Futures | EUR 100 | 0.1 | EUR 10 |
FSUS | USD 100 | 0.05 | USD 5 |
FSSX | EUR 100 | 0.05 (Calendar spreads: 0.02) | EUR 5 (Calendar spreads: EUR 2) |
Contract months
Standard - up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.
Last trading day and final settlement day
Last trading day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day.
Close of trading in the maturing futures on the last trading day is at 12:00 CET (FSUS: 22:00 CET).
Daily settlement price
The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades transacted within this period.
For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book.
Final settlement price
The final settlement price is established by Eurex on the final settlement day of the contract and is based on the average of the respective index values calculated between 11:50 and 12:00 CET.
Further details are available in the clearing conditions and the contract specifications.
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 50 contracts.