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SMI® Futures

SMI® Futures (FSMI)

Product ISIN
CH0008616432
Underlying ISIN
CH0009980894
Currency
CHF

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Jun 27, 2016 21:59:58

Orderbook

Opening priceHighLowBid priceBid volumeAsk priceAsk volumeDiff. to previous dayLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
n.a. n.a. n.a. n.a. 0 n.a. 0 +0.18% 7,619.00 06/27/2016 21:59:58 7,543.00 65,738 184,875 06/27/2016 06/27/2016

Statistics

Data is for Jun 24, 2016   Last update: Jun 25, 2016 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
7,747.18
Delivery monthOpening priceDaily highDaily lowUnderlying closing priceSettlem. priceTraded contractsOpen interest
Sep 167,381.007,848.007,300.007,605.007,754.00079,665193,876
Dec 167,377.007,737.007,331.007,649.007,727.000532,445
Mar 170.000.000.000.007,629.00000
Total     79,718196,321

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.SMA Index CT
ComStock<17>l,FSMImy
CQGSW
SIX TelekursFSMI
Thomson FinancialFSMI/F.EX*
thomsonreuters<0#FSMI:>
vwd16501

Trading

Contract Specifications

Version : 09 Jul 2012

Contract Standard

ContractProduct IDUnderlying
SMI® FuturesFSMISMI®, the blue chip index of SIX Swiss Exchange
SMIM® FuturesFSMMSMI® Mid, the mid cap index of SIX Swiss Exchange
SLI® FuturesFSLISLI Swiss Leader Index®, the blue chip index with capped weightings of SIX Swiss Exchange

 

Settlement

Cash settlement, payable on the first exchange day following the Final Settlement Day.

 

Contract Values and Price Gradations

ContractContract ValueMinimum Price Change
PointsValue
SMI® FuturesCHF 101CHF 10
SMIM® FuturesCHF 101CHF 10
SLI® FuturesCHF 100.1CHF 1

 

Contract Months

Standard - up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.


Last Trading Day and Final Settlement Day

Last Trading Day is the Final Settlement Day.

Final Settlement Day is 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 09:00 CET.


Daily Settlement Price

The Daily Settlement Prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:20 CET (reference point), provided that more than five trades transacted within this period.

For the remaining maturity months, the Daily Settlement Price for a contract is determined based on the average bid/ask spread of the combination order book.

Final Settlement Price
The Final Settlement Price is established by Eurex on the Final Settlement Day of the contract and is determined by the value of the respective index, based on SIX Swiss Exchange opening prices of the respective index component shares.


Further details are available in the clearing conditions and the contract specifications.


SMIM® Futures and SLI Swiss Leader Index® Futures are available for trading in the U.S.

Trading Calendar

  • 01 Jan 2016
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 06 Jan 2016
    Equity Index Derivatives | Austria | Finland | Holiday

    Eurex is closed for trading and exercise in Austrian and Finnish equity index derivatives

  • 18 Jan 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 15 Feb 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 25 Mar 2016
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 28 Mar 2016
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 05 May 2016
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 05 May 2016
    Equity Index Derivatives | Austria | Finland | Holiday

    Eurex is closed for trading and exercise in Austrian and Finnish equity index derivatives

  • 05 May 2016
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 16 May 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 16 May 2016
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 16 May 2016
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 16 May 2016
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives

  • 26 May 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 30 May 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 24 Jun 2016
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 04 Jul 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 01 Aug 2016
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 01 Aug 2016
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 15 Aug 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 05 Sep 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 03 Oct 2016
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives

  • 10 Oct 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Oct 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 01 Nov 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 11 Nov 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 24 Nov 2016
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 06 Dec 2016
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 08 Dec 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 26 Dec 2016
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 30 Dec 2016
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3007:5022:0022:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3007:5009:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard feesCHF 0.40 per contract
TES transactions: Standard feesCHF 0.60 per contract
Position Closing AdjustmentsCHF 0.80 per contract
Cash settlementCHF 0.40 per contract
Position transfer with cash transferCHF 13.00 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 500 contracts.

Parameters

Market Makers

Mistrade Ranges

A deviation of the mistrade transaction price from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price more than 20 percent of the margin parameters for the corresponding futures contract, unless another regulation has been made for an individual product.

Crossing Parameters

(section 2.3 Eurex Trading Conditions)

(1) Orders and quotes relating to the same contract or to a system-supported combination of contracts may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a prearranged trade), unless the conditions according to paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of the Eurex Exchanges to the Market Surveillance Office of Eurex Germany or to the Surveillance and Enforcement Office of Eurex Zurich, with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of paragraph 1. The details of the specifications of the description of the IT linkage pursuant to sentence 1 shall be determined by the Surveillance Offices of Eurex Germany and Eurex Zurich in agreement with the Boards of Management of the Eurex Exchanges. The specifications shall be subject to publication. Disclosure of said specifications to one of the two Surveillance Offices named above shall be deemed to be disclosure to both Eurex Surveillance Offices.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote, enters a cross request equivalent to the number of contracts of the order. The order or quote giving rise to the cross trade or pre-arranged trade must be entered five seconds at the earliest and 65 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 35 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in the opening period (subsection 1.3 paragraph 2) or during the closing auction (subsection 1.3 paragraph (3)).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

Orderbook

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