Stats › Marchés mondiaux et places boursières › OMXS30 contracts
The OMXS30 future settles to a volume weighted average, not to the closing index
| Specification | Futures | Mini futures | Options |
|---|---|---|---|
| Multiplier | index times 100 SEK | index times 10 SEK | index times 100 SEK |
| Expiration day | third Friday | third Friday | third Friday |
| If not a bank day or a half day | preceding bank day | preceding bank day | preceding bank day |
| Last trading day | the expiration day | the expiration day | the expiration day |
| Exercise style | not applicable | not applicable | European |
| Final settlement | volume weighted average | volume weighted average | weighted average index fix |
| Règlement | cash, daily mark to market | cash | cash, first bank day after |
| Series terms on the factsheet | 3, 12 and 60 months | non précisé | 3, 12 and 60 months |
From the exchange's own contract factsheets, all marked copyright 2023 and carrying no explicit publication date. Tick size, trading hours and clearing are not stated on any of the three factsheets; they refer to chapter 3 of the derivatives rulebook. A separate exchange page gives the series terms as 3, 18 and 60 months for both futures and options, contradicting the factsheets, and which is current could not be resolved.
Swedish index futures and options expire on the third Friday and settle against a volume weighted average of the index through the day, not the close. The index methodology document does not define a closing value at all.
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