17.05.2012 Deutsch Contact

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Futures on the ATX Five

Underlying instrument The ATX five consists of the five highest-weighted stocks in the ATX. The weighting of the individual stocks is done analogously to the weighting in the ATX, with no limit being set for the weighting of individual stocks in the ATX five.
Contract size One contract is for 10 euros per index point.
Fulfillment Cash settlement.
Fulfillment day First exchange trading day after the last trading day (t+1).
Last day of trading The third Friday of the respective month if this day is an exchange trading day; otherwise, the preceding exchange trading day shall be the last trading day.
Maturities Maturities are available on the next three consecutive calendar months and on the three subsequent quarterly months (March, June, September and December).
Price intervals The prices of the index financial futures contracts always move in intervals of EUR 0.10.
Daily settlement price The daily settlement price is based on the last price of the futures contract taking into account the difference to the last value of the underlying instrument at the close of trading.
If no trades are concluded in a futures contract on an exchange trading day, the daily settlement price is determined based on the arithmetic mean of the last best bid-ask quotes taking into account the difference to the last value of the underlying instrument at the close of trading.
Final settlement price The value of the ATX five on the basis of the auction prices for the ATX five stocks determined in the Xetra® trading system. The intra-day auction is from 12:00 – 12:05 hrs CET.
Market Making Market makers ensure permanent liquidity and commit themselves to comply with the requirements stipulated by Wiener Börse.
Trading hours 9:03 – 17:40 hrs CET