Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Fixed Income Futures
Fixed Income Options
STIR Futures & Options
Credit Index Futures
Financing of Futures CTDs
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
STOXX
MSCI
FTSE
DAX
Mini-DAX
Micro Product Suite
Daily Options
Index Total Return Futures
ESG Index Derivatives
Country Indexes
KOSPI
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
Market Maker Options
ISV & service provider
3rd Party Information Provider
Market data vendors
Brokers
Multilateral and Brokerage Functionality
Block Trades
Delta TAM
T7 Entry Service via e-mail
Vola Trades
Additional contract versions
Exchange for Physicals
Trade at Index Close
Exchange for Swaps
Non-disclosure facility
Market statistics (online)
Trading statistics
Monthly statistics
Eurex Repo statistics
Snapshot summary report
Product parameter files
T7 Entry Service parameters
EFS Trades
EFP-Fin Trades
EFP-Index Trades
MiFID2 Commodity Derivatives Instruments
Total Return Futures conversion parameters
Product and Price Report
Variance Futures conversion parameters
Suspension Reports
Position Limits
RDF Files
Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
Readiness for products
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
T7 Release 12.0
Member Section Releases
Simulation calendar
Archive
Connectivity
Independent Software Vendors
Implementation News
Simulation Calender
F7 General FAQ
F7 MiFID II FAQ
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
Exposure to up to 90% of the world's market cap
The FTSE All-World Index Futures listed on Eurex are the world's first derivatives covering stocks from the FTSE Global Equity Index Series (FTSE GEIS).
The index is a market capitalization weighted index representing the performance of around 4,000 large and mid-cap stocks with a total market capitalization of USD 73 trillion, representing around 90% of the world’s investable market capitalization from the FTSE GEIS.
The FTSE GEIS series, launched in September 2003, covers in total over 17,000 stocks in 49 countries, representing 98 percent of the world's investable market capitalization.
FTSE All-World Index Futures (FTAW) | ||||
Underlying index | FTSE® All-World [Net Total Return] in USD (TAWNT01U Index) | |||
Bloomberg ticker | TAWA Index | |||
Refinitiv code | 0#FTAW | |||
Product ISIN | DE000A4AGJN1 | |||
Contract currency & multiplier | USD 10 per index point | |||
Approx contract notional (index x multiplier) | USD 50,000 | |||
Tick size in Order Book (index points) / Tick value | 0.5 index points (tick size value of USD 5.00) | |||
Tick size in T7 TES (index points) / Tick value | 0.01 index points (tick size value of USD 0.10) | |||
Contract months | Next three succeeding quarterly expiries in the Mar / Jun / Sep / Dec cycle | |||
Settlement method | Cash settlement | |||
Last trading day & expiry day | Third Friday of the contract month (if this is an exchange day, otherwise, the Eurex trading day immediately preceding this day) | |||
Daily settlement | Reference time 17:30 CE(S)T | |||
Final settlement day | Exchange day immediately following the expiry day | |||
Final settlement price (FSP) (index points) | Determined by Eurex on final settlement day based the official index close as of the third Friday of the contract month (if this is an exchange day, otherwise the official index close, the Eurex trading day immediately preceding this day) | |||
Minimum Block Trade size | Two contracts | |||
Trading hours |
|
Product | Diff. to prev. day last | Last price | Contracts | Time |
---|---|---|---|---|
FTAW | +0.16% | 5,809.50 | 0 | 19:20:26 |