iShares SMI® (CH) Futures (XMTF)

  • Bloomberg L.P.
    XMTF=A GR Equity
  • Refinitiv
    <0#XMTF:>
  • Currency
    CHF
  • Product ISIN
    DE0007200313
  • Underlying ISIN
    CH0008899764

Statistics

Last update:Aug 13, 2022 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
0
Product type:
F
Stock exchange:
n/a
Underlying closing price:
115.50
Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Open interest (adj.)
Dec 22 0.00 0.00 0.00 0.00 115.58 0 0 0
Sep 22 0.00 0.00 0.00 0.00 115.49 0 0 0
Mar 23 0.00 0.00 0.00 0.00 115.80 0 0 0
Total 0 0 0

Prices/Quotes

Displayed data is 15 minutes delayed. Last trade:

Aug 12, 2022 6:53:41 PM

Opening price High Low Bid price Bid vol Ask price Ask vol Diff. to prev. day last Last price Date Time Daily settlem. price Traded contracts Open interest (adj.) Open interest date Last trading day
n.a. n.a. n.a. n.a. n.a. n.a. n.a. -0.36% 115.49 08/12/2022 18:53:41 115.85 0 0 12/20/2021 08/15/2022

Specifications

Contract Specifications

Contract standards

ContractProduct IDUnderlyingCurrency
iShares DAX® UCITS ETF (DE) FuturesEXSFiShares DAX® UCITS ETF (DE)EUR
iShares EURO STOXX 50® UCITS FuturesEUNFiShares EURO STOXX 50® UCITS ETFEUR
iShares SMI® (CH) FuturesXMTFiShares SMI® (CH)CHF

 

Contract size

100 index fund shares of the underlying.

 

Settlement

Physical delivery of 100 index fund shares two, for iShares SMI® (CH) Futures three exchange days after the last trading day.

 

Minimum price change

EUR 0.01 or CHF 0.01.

 

Contract months

Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.

 

Last trading day

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 17:30 CET, for iShares SMI® (CH) Futures at 17:20 CET.

 

Daily settlement price

The daily settlement prices for ETF futures are derived from the closing price of the underlying determined during the closing auction plus the respective cost of carry.

Further details are available in the clearing conditions.

 

Tender price

The tender price is established by Eurex, based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day. If such a price cannot be determined, the volume-weighted average of the three last traded prices within the electronic trading system of the domestic cash market for the respective underlying will be consulted.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1,000 contracts

Market-Making Parameter

All quotation parameters at a glance

  • Quotation period
  • Maturity range
  • Spread class & Maximum Spread
  • Minimum Quote Size
Liquidity Provider schemes

Mistrade Parameter

This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
 

Mistrade Ranges

Crossing Parameters

(section 2.6 Eurex Trading Conditions)

(1) Orders and quotes relating to the same instrument or combined instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:20 20:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:20

Trading Calendar

  • Apr 15
    Interest Rates | Equity | Equity Index | Dividends | Volatility | FX | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 18
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • May 26
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jun 06
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Aug 01
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Dec 26
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) CHF 0.50 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) CHF 0.70 per contract
Position Closing Adjustments (A-, M- and P-accounts) CHF 1.00 per contract
Delivery resulting from futures (A-, M- and P-accounts) CHF 0.50 per contract
Position transfer with cash transfer CHF 13.00 per transaction

Order Book

Content wird geladen.

Market Status

XEUR

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