Trade
Nov 27, 2020

XEUR : CFR (CFR/CFRE/CFRI/C2FR): Special Div/Warrant Adjust

Closing price CFR: CHF 76.78
Closing Price Warrant: CHF 0.22

Closing Value CFR Basket: CHF 77.22


R-Factor: 0.99430199

adjusted contract sizes CFR/CFRE/CFRI: 100.5731
adjusted contract sizes C2FR: 1005.7307


Adjusted Settlement prices for maturities with open interest
CFRI:
DEC20 77.1849 -> 76.7451
MAY21 76.9264 -> 76.4881
DEC21 75.6292 -> 75.1983


C2FR:
DEC20 1.000 -> 0.994

Market Status

XEUR

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