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Settlement
Cash settlement, payable on the first exchange day following the final settlement day.
Contract values and price gradations
| Contract | Contract value | Minimum price change | |
| Points | Value | ||
STOXX® USA 500 Factor Futures | USD 100 | 0.05 | USD 5 |
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 final settlement day.
Final settlement 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 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 determined by the closing value of the respective index on the last trading day.
Further details are available in the clearing conditions and the contract specifications.
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.