Adjustment result:
Adjustment result:
Closing price Orange SA: EUR 10.45
R-Factor: 0.98029557
adjusted contract size FTE / FTEE
current Version 0 contract size 100.0000 --> adjusted Version 1 contract size 102.010
adjusted contract size FTEF / FTEP 100.0000 --> 102.010
adjusted contract size F2TE 1000.0000 --> 1020.1005
Adjusted daily settlement prices Single stock Future/SSDF for maturities with open interest:
FTEF JUN21: 10.1780--> 9.9774
FTEF JUL21: 10.1736--> 9.9731
FTEF SEP21: 10.1639--> 9.9636
FTEF DEC21: 9.9003--> 9.7052
FTEP JUL21: 10.1736 --> 9.9731
F2TE JUN21: 0.300 --> 0.294
F2TE SEP21: 0.300 --> 0.294
F2TE DEC21: 0.600 --> 0.588
F2TE DEC22: 0.660 --> 0.647
F2TE DEC23: 0.620 --> 0.608
F2TE DEC24: 0.548 --> 0.537
F2TE DEC25: 0.500 --> 0.490
Adjusted series:
FTE
600 0 -> 588 1 640 0 -> 627 1 680 0 -> 667 1
700 0 -> 686 1 720 0 -> 706 1 760 0 -> 745 1
800 0 -> 784 1 840 0 -> 823 1 880 0 -> 863 1
890 0 -> 872 1 900 0 -> 882 1 910 0 -> 892 1
920 0 -> 902 1 930 0 -> 912 1 940 0 -> 921 1
950 0 -> 931 1 960 0 -> 941 1 970 0 -> 951 1
980 0 -> 961 1 990 0 -> 970 1 1000 0 -> 980 1
1020 0 -> 1000 1 1040 0 -> 1020 1 1060 0 -> 1039 1
1080 0 -> 1059 1 1100 0 -> 1078 1 1120 0 -> 1098 1
1140 0 -> 1118 1 1160 0 -> 1137 1 1180 0 -> 1157 1
1200 0 -> 1176 1 1220 0 -> 1196 1 1240 0 -> 1216 1
1260 0 -> 1235 1 1280 0 -> 1255 1 1300 0 -> 1274 1
1400 0 -> 1372 1 1500 0 -> 1470 1 1600 0 -> 1568 1
1700 0 -> 1667 1 1800 0 -> 1765 1 2000 0 -> 1961 1
FTEE
640 0 -> 627 1 720 0 -> 706 1 760 0 -> 745 1
800 0 -> 784 1 840 0 -> 823 1 860 0 -> 843 1
880 0 -> 863 1 900 0 -> 882 1 920 0 -> 902 1
940 0 -> 921 1 950 0 -> 931 1 960 0 -> 941 1
970 0 -> 951 1 980 0 -> 961 1 990 0 -> 970 1
1000 0 -> 980 1 1020 0 -> 1000 1 1040 0 -> 1020 1
1050 0 -> 1029 1 1060 0 -> 1039 1 1080 0 -> 1059 1
1100 0 -> 1078 1 1120 0 -> 1098 1 1140 0 -> 1118 1
1150 0 -> 1127 1 1160 0 -> 1137 1 1180 0 -> 1157 1
1200 0 -> 1176 1 1250 0 -> 1225 1 1300 0 -> 1274 1
1350 0 -> 1323 1 1400 0 -> 1372 1 1500 0 -> 1470 1
1600 0 -> 1568 1 1800 0 -> 1765 1