Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos

Stats › Global markets and exchanges › OMXS30 contracts

The OMXS30 future settles to a volume weighted average, not to the closing index

SpecificationFuturesMini futuresOptions
Multiplierindex times 100 SEKindex times 10 SEKindex times 100 SEK
Expiration daythird Fridaythird Fridaythird Friday
If not a bank day or a half daypreceding bank daypreceding bank daypreceding bank day
Last trading daythe expiration daythe expiration daythe expiration day
Exercise stylenot applicablenot applicableEuropean
Final settlementvolume weighted averagevolume weighted averageweighted average index fix
Settlementcash, daily mark to marketcashcash, first bank day after
Series terms on the factsheet3, 12 and 60 monthsnot stated3, 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.

index times 100 kronaFull size futures multiplier
index times 10 kronaMini futures multiplier
volume weighted average on expiry dayFinal settlement reference
150 to 180 secondsClosing call auction in Swedish index futures

Members only

The rest of this page is for members

Below this point there are 5 sections and 5 named sources, roughly 850 words of it. Every figure carries the source it came from and the date the data is from.

You can keep browsing every statistic in the library for free. The intro and the summary are always open.