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Statistik › Globala marknader och börser › OMXS30 contracts

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

SpecificationTerminerMini futuresOptioner
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
Avvecklingcash, daily mark to marketcashcash, first bank day after
Series terms on the factsheet3, 12 and 60 monthsej angivet3, 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

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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.

Du kan fortsätta bläddra i all statistik i biblioteket gratis. Introduktionen och sammanfattningen är alltid öppna.