STOXX® USA 500 Industry Neutral Ax Momentum Futures (FUAM)

  • Bloomberg L.P.
    CEOA Index
  • Currency
    USD
  • Product ISIN
    DE000A3CLTA5
  • Underlying ISIN
    CH0462360261

Statistics

Data is for 14.05.2021 Last update:May 15, 2021 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
0
Product type:
F
Stock exchange:
n/a
Underlying closing price:
399.02
Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Open interest (adj.)
Dec 21 0.00 0.00 0.00 0.00 405.50 0 0 0
Jun 21 0.00 0.00 0.00 0.00 405.50 0 0 0
Sep 21 0.00 0.00 0.00 0.00 405.50 0 0 0
Total           0 0 0

Prices/Quotes

Displayed data is 15 minutes delayed. Last trade:

May 14, 2021 6:59:17 PM

Orderbook

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. +1.71% 405.50 05/14/2021 18:59:17 405.50 0 0 04/20/2021 05/14/2021

Specifications

Contract Specifications

ContractsProduct IDUnderlying

iSTOXX® Europe Low Risk, Momentum, Quality, 
Size, Value, Carry Factor Futures

FXFR, FXFM, 
FXMQ, FXMS, 
FXMV, FXMC

iSTOXX® Europe Low Risk, Momentum, Quality, 
Size, Value, Carry Factor Indexes

STOXX® Europe 600 Industry Neutral Ax Low Risk, Momentum, Quality, Size, Value, Multi-Factor Futures 

FAXL, FAXA,
FAXM, FAXQ,
FAXS, FAXV

STOXX® Europe 600 Industry Neutral Ax Low Risk, Momentum, Quality, Size, Value, Multi-Factor Net Total Return Indexes

STOXX® USA 500
Industry Neutral Ax Low Risk, Momentum, Quality, Size, Value, Multi-Factor Futures

FUAL, FUAA,
FUAM, FUAQ,
FUAS, FUAV

STOXX® USA 500
Industry Neutral Ax Low Risk, Momentum, Quality, Size, Value, Multi-Factor Net Total Return Indexes


Settlement

Cash settlement, payable on the first exchange day following the final settlement day.

Contract values and price gradations

ContractContract valueMinimum price change
PointsValue

iSTOXX® Factor Futures

EUR 50

0.1

EUR 5

STOXX® Europe 600 Factor Futures

EUR 100

0.05

EUR 5

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 12:00 CET (22:00 CET for STOXX® USA 500 Factor Futures).

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 based on the average of the respective STOXX® Europe 600 & iSTOXX® Index values calculated between 11:50 and 12:00 CET.

For STOXX® USA 500 Factor Futures the final settlement price 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.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 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 07:50 22:00 22:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 07:50 22:00

Trading Calendar

  • Jan 01
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity Holiday

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

  • Jan 06
    Equity Index Finland Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Jan 18
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Feb 15
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Apr 02
    Interest Rate | Equity | Equity Index | Dividend | Volatility | FX | ETF & ETC | Commodity Holiday

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

  • Apr 05
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity Holiday

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

  • May 03
    Equity | Dividend | FX | Equity Index Great Britain Holiday

    No cash payment in GBP

  • May 13
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • May 13
    Equity Index Switzerland Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • May 13
    Equity Index Finland Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • May 24
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • May 24
    Equity Index Germany Holiday

    Eurex is closed for trading and exercise in German equity index derivatives; exceptions: trading in FDAX, F2MX, FDIV, FTDX and FDXM takes place.

  • May 24
    Equity Index Switzerland Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • May 24
    Equity Index Austria Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • May 31
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Jun 25
    Equity Index Finland Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Jul 05
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Sep 06
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Oct 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Oct 26
    Equity Index Austria Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • Nov 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Nov 25
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Dec 06
    Equity Index Finland Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Dec 24
    Volatility | FX | Interest Rate | Equity Index | ETF & ETC | Equity | Dividend | Commodity Holiday

    Eurex is closed for trading in all derivatives

  • Dec 27
    Equity Index Holiday

    Eurex is closed for trading and exercise in RDX® derivatives

  • Dec 28
    Equity Index Holiday

    Eurex is closed for trading and exercise in RDX® derivatives

  • Dec 31
    Commodity | Dividend | Equity | ETF & ETC | Equity Index | Interest Rate | FX | Volatility Holiday

    Eurex is closed for trading in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) USD 0.40 per contract
Exchange transactions: Standard fees (M- and P-accounts) USD 0.35 per contract
TES transactions / Eurex EnLight: Standard fees (A-accounts) USD 0.60 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) USD 0.55 per contract
Position Closing Adjustments (A-accounts) USD 0.80 per contract
Position Closing Adjustments (M- and P-accounts) USD 0.70 per contract
Cash settlement (A-accounts) USD 0.40 per contract
Cash settlement (M- and P-accounts) USD 0.35 per contract
Position transfer with cash transfer USD 13.00 per transaction

Order Book

Content wird geladen.

Market Status

XEUR

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STOXX-USA-500-Industry-Neutral-Ax-Momentum-Futures