Difference between revisions of "STOXX Europe 600 Sector Indexes"
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As of January 8, 2008, Eurex lists futures and options on 18 STOXX Europe sectors. Although the underlying indexes are different, the contract specifications for all Stoxx Europe 600 Sector Index futures and options are the same. | |||
The 18 STOXX Europe 600 Sector Indexes are: | |||
*STOXX Europe 600 Automobiles & Parts Futures and Options | |||
*STOXX Europe 600 Banks Futures and Options | |||
*STOXX Europe 600 Basic Resources Futures and Options | |||
*STOXX Europe 600 Chemicals Futures and Options | |||
*STOXX Europe 600 Construction & Materials Futures and Options | |||
*STOXX Europe 600 Financial Services Futures and Options | |||
*STOXX Europe 600 Food & Beverage Futures and Options | |||
*STOXX Europe 600 Health Care Futures and Options | |||
*STOXX Europe 600 Industrial Goods & Services Futures and Options | |||
*STOXX Europe 600 Insurance Futures and Options | |||
*STOXX Europe 600 Media Futures and Options | |||
*STOXX Europe 600 Oil & Gas Futures and Options | |||
*STOXX Europe 600 Personal & Household Goods Futures and Options | |||
*STOXX Europe 600 Retail Futures and Options | |||
*STOXX Europe 600 Technology Futures and Options | |||
*STOXX Europe 600 Telecommunications Futures and Options | |||
*STOXX Europe 600 Travel & Leisure Futures and Options | |||
*STOXX Europe 600 Utilities Futures and Options | |||
<!-- Fill in values in between the = and | symbols for the parameters below. --> | |||
<!-- All comments like this one can be deleted... make sure you get the part at the line's end, too! --> | |||
{{Contract | |||
|exch = Eurex<!-- Exchange name or acronym--> | |||
|cname = STOXX Europe 600 Sector Index<!-- Contract name, like Feeder Cattle, 100 oz Gold, S&P 500 Index --> | |||
|commod = Index<!-- Simple name of the commodity, e.g. Cattle, Gold, Stock Market Index --> | |||
|ctype = Financial<!-- Type of commodity, e.g. Agricultural, Financial, Weather, Emissions --> | |||
|cash = Y<!-- Y if the contract is cash-settled; leave blank if not --> | |||
|months = Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.<!-- Contract months traded --> | |||
|fnd = <!-- Rules for determining First Notice Date, or blank if none --> | |||
|ltd = Last Trading Day is the Final Settlement Day, which 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 the Beginning of the Xetra® intraday auction starting at 12:00 CET.<!-- Rules for determining Last Trading Day --> | |||
|unit = €50 multiplied by the value of the index | |||
|ptdesc = The Price Quotation is in points with one decimal place. The Minimum Price Change is 0.1 point.<!-- Description of one contract point, e.g. 0.0001 cents per pound --> | |||
|ptval = €50<!-- Dollar (or other currency) value of a single contract point --> | |||
|tickPt = 0.1<!-- Number of points per trading tick, eg 2.5 --> | |||
|tickVal = €5!-- Dollar (or other currency) amount of trading tick --> | |||
|elect = Y<!-- Y if an electronic trading session exists; leave blank if none --> | |||
|elHours = 7:50 am CET to 22:00 (10:00 pm) CET, except on last trading day, when trading ends at 12:30 pm CET (Eurex operates in three trading phases: pre-trading, trading and post-trading. The post-trading phase is further split in several periods where different functions are available. Pre-trading begins at 7:30 am CET, and post-trading ends at 22:30 (10:30 pm) CET, except on the last trading day, when trading ends at 12:00 CET) <!-- Electronic trading hours; leave blank if none --> | |||
|elLimit = <!-- Price limits on electronic trading session; leave blank if none --> | |||
|elSym = <!-- Ticker symbol for electronic platform; leave blank if none --> | |||
|outcry = <!-- Y if an open outcry session exists for trading; leave blank if electronic only --> | |||
|ooHours = <!-- Open outcry trading hours; leave blank if none --> | |||
|ooLimit = <!-- Price limits on open outcry trading session; leave blank if none --> | |||
|ooSym = <!-- Ticker symbol for open outcry session; leave blank if none --> | |||
<!-- | <!-- The following section is for option data -- leave blank if options are not relevant --> | ||
|oed = Final Settlement Day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series on the Last Trading Day is at the beginning of the Xetra intraday auction starting at 13:00 CET<!-- Rules for determining Option Expiration Day --> | |||
|options = Y<!-- Any value if option data is being provided --> | |||
|opUnit = €50 multiplied by the value of the index<!-- Trade unit -- leave blank unless it's something other than "One futures contract" --> | |||
|opMonths = Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter. | |||
<!-- List of option months --> | |||
|opPtdesc = The Price Quotation is in points with one decimal place. The Minimum Price Change is 0.1 points.<!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce --> | |||
|opPtval = €50<!-- dollar (or other currency) value of one market point --> | |||
|opTickPt = 0.1<!-- option tick size in points --> | |||
|opTickVal = €5<!-- option tick size in currency --> | |||
|opExercise= European-style (An option can only be exercised on the Final Settlement Day of the respective option series until the end of the Post-Trading Full Period (21:00 CET).<!-- Exercise style, American, European or leave blank if not relevant --> | |||
|opElect = Y<!-- Any value if electronic trading is used --> | |||
|opEHours = Same as futures<!-- trading hours for electronic platform; leave blank if none --> | |||
|opELimit = <!-- Daily price limit for electronic platform; leave blank if none --> | |||
|opESym = OESX<!-- Ticker symbol for electronic session --> | |||
|opOutcry = <!-- Any value if open outcry is used --> | |||
|opOHours = <!-- trading hours for open outcry session; leave blank if none --> | |||
|opOLimit = <!-- Daily price limit for open outcry session; leave blank if none --> | |||
|opOSym = <!-- Ticker symbol for open outcry session --> | |||
|opStrike = Every 5 index points when a contract has three months or less before expiry. Every 10 points when a contract has between three and 12 months before expiry, and every 20 points when a contract has between 12 and 24 months before expiry.<!-- Strike price interval description --> | |||
}} | |||
== Notes == | |||
STOXX Europe 600 Sectors Futures Home Page at Eurex: | |||
http://www.eurexchange.com/trading/products/IDX/STX/SIF/products_en.html | |||
STOXX Europe 600 Sectors Options Home Page at Eurex: | |||
http://www.eurexchange.com/trading/products/IDX/STX/SIO/OSTB_en.html | |||
}} | |||
== Notes == | |||
== References == | == References == |
Latest revision as of 19:14, 22 February 2017
As of January 8, 2008, Eurex lists futures and options on 18 STOXX Europe sectors. Although the underlying indexes are different, the contract specifications for all Stoxx Europe 600 Sector Index futures and options are the same.
The 18 STOXX Europe 600 Sector Indexes are:
- STOXX Europe 600 Automobiles & Parts Futures and Options
- STOXX Europe 600 Banks Futures and Options
- STOXX Europe 600 Basic Resources Futures and Options
- STOXX Europe 600 Chemicals Futures and Options
- STOXX Europe 600 Construction & Materials Futures and Options
- STOXX Europe 600 Financial Services Futures and Options
- STOXX Europe 600 Food & Beverage Futures and Options
- STOXX Europe 600 Health Care Futures and Options
- STOXX Europe 600 Industrial Goods & Services Futures and Options
- STOXX Europe 600 Insurance Futures and Options
- STOXX Europe 600 Media Futures and Options
- STOXX Europe 600 Oil & Gas Futures and Options
- STOXX Europe 600 Personal & Household Goods Futures and Options
- STOXX Europe 600 Retail Futures and Options
- STOXX Europe 600 Technology Futures and Options
- STOXX Europe 600 Telecommunications Futures and Options
- STOXX Europe 600 Travel & Leisure Futures and Options
- STOXX Europe 600 Utilities Futures and Options
STOXX Europe 600 Sector Index futures | ||
---|---|---|
Exchange | Eurex | |
Settlement | Cash settled | |
Contract Size | €50 multiplied by the value of the index | |
Pricing Unit | €50 | |
Tick Value | €5!-- Dollar (or other currency) amount of trading tick --> | |
Contract Months | Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. | |
Last Trading Day | Last Trading Day is the Final Settlement Day, which 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 the Beginning of the Xetra® intraday auction starting at 12:00 CET. | |
Note: This contract is electronic ONLY -- no open outcry | ||
No Open Outcry | Electronic | |
Trading Hours | N/A | 7:50 am CET to 22:00 (10:00 pm) CET, except on last trading day, when trading ends at 12:30 pm CET (Eurex operates in three trading phases: pre-trading, trading and post-trading. The post-trading phase is further split in several periods where different functions are available. Pre-trading begins at 7:30 am CET, and post-trading ends at 22:30 (10:30 pm) CET, except on the last trading day, when trading ends at 12:00 CET) |
Ticker Symbol | N/A | N/A |
Price Limits | N/A | N/A |
STOXX Europe 600 Sector Index options | ||
Trade Unit | €50 multiplied by the value of the index | |
Point Value | €50 (The Price Quotation is in points with one decimal place. The Minimum Price Change is 0.1 points.) | |
Tick Value | €5 (0.1) | |
Option Months | Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter. | |
Strike Prices | Every 5 index points when a contract has three months or less before expiry. Every 10 points when a contract has between three and 12 months before expiry, and every 20 points when a contract has between 12 and 24 months before expiry. | |
Exercise Style | European-style (An option can only be exercised on the Final Settlement Day of the respective option series until the end of the Post-Trading Full Period (21:00 CET). | |
No Open Outcry | Electronic | |
Trading Hours | N/A | Same as futures |
Ticker Symbol | N/A | OESX |
Price Limits | N/A | N/A |
Notes[edit]
STOXX Europe 600 Sectors Futures Home Page at Eurex: http://www.eurexchange.com/trading/products/IDX/STX/SIF/products_en.html
STOXX Europe 600 Sectors Options Home Page at Eurex: http://www.eurexchange.com/trading/products/IDX/STX/SIO/OSTB_en.html }}
Notes[edit]
References[edit]