Contract standards
| | | |
Contract | Product ID | Underlying | Currency |
Xtrackers Harvest CSI300 UCITS Futures | CRQF | Xtrackers Harvest CSI300 UCITS ETF | EUR |
Contract size
1000 index fund shares of the underlying.
Settlement
Cash settlement, payable on the first exchange day following the final settlement day.
Minimum price change
EUR 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.
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 / reference price
The tender price and the reference 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.
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts.