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Delta TAM Transactions consist of a Total Return Futures (TRF) contract traded with a directionally opposite index future on the same underlying reference index or instrument. The TRF and index futures transaction is admitted as a pair. The minimum order volumes for both products apply.
The following contract pairs are admitted:
Products | Minimum number of contracts traded | |
Index Total Return Futures (“TRF”) | Index Futures Contract | |
Index Total Return Futures Contracts on the EURO STOXX 50® (TESX) | Futures Contracts on the EURO STOXX 50® Index (FESX) | 100 |
Index Total Return Futures Contracts on the EURO STOXX® Banks (TESB) | Futures Contracts on the EURO STOXX® Banks Index (FESB) | 100 |
Index Total Return Futures Contracts on the EURO STOXX® Select Dividend 30 (TEDV) | Futures Contracts on the EURO STOXX® Select Dividend 30 Index (FEDV) | 10 |
Index Total Return Futures Contracts on the FTSE 100 (TTUK) | Futures Contracts on the FTSE 100 Index (FTUK) | 50 |
Index Total Return Futures Contracts on the MSCI World (TMWO) | Futures Contracts on the MSCI World Index (in USD, FMWO) | 10 |
Index Total Return Futures Contracts on the MSCI EAFE (TMFA) | Futures Contracts on the MSCI EAFE Index (FMFA) | 10 |
Index Total Return Futures Contracts on the MSCI Emerging Markets (TMEM) | Futures Contracts on the MSCI Emerging Markets Index (FMEM) | 10 |
For a Delta TAM Trade to be accepted, the following trade details apply:
The Delta TAM strategies will be executed as follows:
BUY DeltaTAM = Buy Index TRF + Sell Index Futures contract
SELL DeltaTAM = Sell Index TRF + Buy Index Futures contract
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XEUR
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