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Futures at BME Clearing

Futures

BME Clearing provides central clearing services for futures on indices, equities, dividends, fixed income and foreign exchange, within its Financial Derivatives Segment. Acting as a Central Counterparty (CCP), it ensures the fulfilment of transactions through a robust risk and collateral management framework, providing security, efficiency and transparency in the clearing and settlement of derivatives.

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Fees

Check out the general rates and rates for each segment.

UNDERLYING ASSET
​​IBEX 35 Index
​​INDEX DESCRIPTION
The IBEX 35 Index is a capitalization-weighted index comprising the 35 most liquid Spanish stocks traded in the Continuous Market.
MULTIPLIER
​​10 Euros. The IBEX 35® Index must be multiplied by 10 Euros in order to obtain the contract size.
CONTRACT SIZE
The IBEX 35 Index times the Multiplier.
The nominal value of the contract will be obtained by multiplying the price of the IBEX 35 Future times the multiplier. Therefore an IBEX 35® Future contract at a price of 10.000 points would have a nominal value of: 10.000 x 10 = 100.000 Euros.
PRICE QUOTATION
In whole Index points with a minimum fluctuation set according to the quotation of the underlying asset and/or the Market practice, which will be established by Circular. The minimum fluctuation might be different in pre-arranged trades between Members.
MAXIMUM PRICE FLUCTUTATION
None.
EXPIRATIONS
 Expirations available for trading, clearing and settlement will be the following:
- The ten nearest quarterly expiries of the March-June-September-December cycle.
- The two nearest calendar months apart from the first expiry of the quarterly cycle.
 - The expiries of the June-December cycle, not included in the above criteria, to complete expiries with a maximum life of 5 years.
EXPIRATION DATE
 The third Friday of the expiration month.
LAST TRADING DAY
The Expiration Date.
​​
 DAILY SETTLEMENT PRICE
 Daily Settlement Price for the front expiration is obtained by the volume weighted average of trades executed in the order book between 17:29 and 17:30 CET with one decimal. 
​​​​SETTLEMENT PRICE AT EXPIRATION
 Arithmetic average index value between 16:15 and 16:45 hours on the Expiration Date, taking a value per minute.
 
DAILY SETTLEMENT OF GAINS AND LOSSES ("variation margin")
Before the start of trading on the business day following the date of the trade by means of cash transfer of the difference with the Daily Settlement Price.
For example, buying 30 IBEX 35 Future Contracts at a Price of 10.000 with a final Settlement Price at the end of the session of 10.020 will be settled as follows: (10.020 – 10.000) x 30 x 10 = + 6.000 Euros.
 SETTLEMENT OF COMMISSIONS
 First business day following the date of the transaction.
SETTLEMENT AT EXPIRATION
Settlement at Expiration of Contracts shall be made by cash transfer of the difference with the Settlement Price at Expiration.
MARGINS
 Variable in function to the portfolio of Options and Futures (see Circular on Margin Calculation Parameters). Margins shall be supplied before the start of the session of the Business Day following the date of the calculation.
AUCTION PERIOD
From 7:55 a.m. to 8:00 a.m.
TRADING HOURS
From 8:00 a.m. to 22:00 p.m.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

 UNDERLYING ASSET
 IBEX 35® Banks Index and the IBEX 35® Energy Index
 INDEX DESCRIPTION
The IBEX Indices 35 Banks, Energy, are composed of those securities listed in the general trading segment of the stock exchange interconnection system, which, being components of the IBEX 35 Index, belong to the corresponding sub-sectors according to the sectorial stock market classification of the four Spanish Stock Exchanges.
MULTIPLIER
 5 euros
 CONTRACT SIZE
The price of the IBEX 35 Sectorial Future times the multiplier.
 FUTURES PRICE QUOTATION
 In whole Index points with a minimum fluctuation set according to the quotation of the underlying asset and/or the Market practice, which will be established by Circular. The minimum fluctuation might be different in pre-arranged trades between Members.
MAXIMUM PRICE FLUCTUATION
 None, although it may be established by Circular.
  EXPIRATIONS
Expirations available for trading, clearing and settlement will be the following:
  • The ten nearest quarterly expiries of the March-June-September-December cycle.
  • The two nearest calendar months apart from the first expiry of the quarterly cycle.
  • The expiries of the June-December cycle, not included in the above criteria, to complete expiries with a maximum life of 5 years.
 EXPIRATION DATE
 The third Friday of the expiration month.
 LAST TRADING DAY
 The Expiration Date.
 DAILY SETTLEMENT PRICES
Daily Settlement Price for the front expiration is obtained by the volume weighted average of trades executed in the order book between 17:29 and 17:30 CET with one decimal.
 SETTLEMENT PRICE AT EXPIRATION
 Daily Settlement Price for the front expiration is obtained by the volume weighted average of trades executed in the order book between 16:15 and 16:45 CET with one decimal.
DAILY SETTLEMENT OF VARIATION MARGIN
 Before the start of trading on the business day following the date of the trade by means of cash transfer of the difference with the Daily Settlement Price
 COMMISSION SETTLEMENT
First business day following the date of the transaction.
 SETTLEMENT AT EXPIRATION
 Cash settlement of the difference with respect to the Settlement Price at Expiration.
MARGINS
 Variable in function to the portfolio of Options and Futures (see Circular on Margin Calculation Parameters). Margins shall be supplied before the start of the session of the Business Day following the date of the calculation.
AUCTION PERIOD
 From 8:30 to 9:00
TRADING HOURS
 From 9:00 to 17:35

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

UNDERLYING ASSET
 IBEX 35® Index
INDEX DESCRIPTION
 The IBEX 35 Index is a capitalization-weighted index comprising the 35 most liquid Spanish stocks traded in the Continuous Market.
MULTIPLIER
​​1 Euro.
CONTRACT SIZE
 The IBEX 35 index times the Multiplier.
PRICE QUOTATION
  In whole index points with points with a minimum fluctuation of 5 points.
 MAXIMUM PRICE FLUCTUTATION
None.​​
EXPIRATIONS
  Expirations available for trading, clearing and settlement will be the following:
- The ten nearest quarterly expiries of the March-June-September-December cycle.
- The two nearest calendar months apart from the first expiry of the quarterly cycle.
- The expiries of the June-December cycle, not included in the above criteria, to complete expiries with a maximum life of 5 years.
 EXPIRATION DATE
 The third Friday of the expiration month.
LAST TRADING DAY
The Expiration Date.
DAILY SETTLEMENT PRICE
 The same as in the IBEX 35 Futures.
 SETTLEMENT PRICE AT EXPIRATION
 The same as in the IBEX 35 Futures.
 DAILY SETTLEMENT OF GAINS AND LOSSES ("variation margin")
 Before the start of the session of the Business Day following the date of the transaction, by means of cash transfer of the difference with the Daily Settlement Price.
 SETTLEMENT OF COMMISSIONS
First business day following the date of the transaction.
SETTLEMENT AT EXPIRATION
 Settlement at Expiration of Contracts shall be made by cash transfer of the difference with the Settlement Price at Expiration.
MARGINS
  Variable in function to the portfolio of Options and Futures (see Circular on Margin Calculation Parameters). Margins shall be supplied before the start of the session of the Business Day following the date of the calculation.
AUCTION PERIOD
 From 7:55 a.m. to 8:00 a.m.
TRADING HOURS
 From 8:00 a.m. to 22:00 p.m.

UNDERLYING ASSET
 IBEX 35® Index.
INDEX DESCRIPTION
 The IBEX 35 Index is a capitalization-weighted index comprising the 35 most liquid Spanish stocks traded in the Continuous Market.
MULTIPLIER
​​0,1 Euro.
CONTRACT SIZE
 The IBEX 35 index times the Multiplier.
PRICE QUOTATION
 In whole index points. Minimum fluctuation 1 point
 MAXIMUM PRICE FLUCTUTATION
None.​​
EXPIRATIONS
 Expirations available for trading, clearing and settlement will be the following: 
- The two nearest calendar months.
 EXPIRATION DATE
 The third Friday of the expiration month.
LAST TRADING DAY
The Expiration Date.
DAILY SETTLEMENT PRICE
 The same as in the IBEX 35 Futures.
 SETTLEMENT PRICE AT EXPIRATION
 The same as in the IBEX 35 Futures.
 DAILY SETTLEMENT OF GAINS AND LOSSES ("variation margin")
 Before the start of the session of the Business Day following the date of the transaction, by means of cash transfer of the difference with the Daily Settlement Price.
 SETTLEMENT OF COMMISSIONS
First business day following the date of the transaction.
SETTLEMENT AT EXPIRATION
 Settlement at Expiration of Contracts shall be made by cash transfer of the difference with the Settlement Price at Expiration.
MARGINS
 Variable in function to the portfolio of Options and Futures (see Circular on Margin Calculation Parameters). Margins shall be supplied before the start of the session of the Business Day following the date of the calculation.
AUCTION PERIOD
 From 7:55 a.m. to 8:00 a.m.
TRADING HOURS
 From 8:00 a.m. to 22:00 p.m.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

 UNDERLYNG ASSET
 Notional Government Bond with a 6% annual coupon and a maturity of 10 years.
 CONTRACT FACE VALUE
 € 100,000 Euros
 QUOTATION METHOD
​​Percentage of contract value.
MINIMUM PRICE FLUCTUATION
 One basis point, equivalent to €10.
MAXIMUM PRICE FLUCTUATION
None. If necessary it will be communicated by circular.
PROFIT AND LOSS DAILY SETTLEMENT
 Daily, in cash, by differences with Daily Settlement Price of the previous session.
MATURITIES
 At least the three closest maturities to March, June, September and December.
EXPIRATION DATE
10th day of the maturity month. If holiday next business day.
LAST TRADING AND REGISTRATION DAY
 Two business days prior to the expiration date.
DAILY SETTLEMENT PRICE
It will be an approximation to the "market price". Criteria will be determined by circular.
 SETTLEMENT PRICE AT EXPIRATION
 Calculated by dividing the cheapest to deliver bond market price (ex-coupon) at the end of the session by the conversion factor of the bond.

The market price of the cheapest to deliver bond will be the closing price for that bond determined by SENAF.

 SETTLEMENT AT EXPIRATION
​​ Deliveries of the underlying asset and the corresponding payments are due on the expiration date.
 MARGINS
Establish by circular. 
 AUCTION PERIOD 
From 7:55 a.m. to 8:00 a.m.
 TRADING HOURS
​​From 8:00 a.m. to 17:35 p.m.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

 UNDERLYING ASSET
 Shares of the companies specified by Circular.
CONTRACT SIZE
 100 shares per contract. Due to corporate actions, some stock futures contracts temporally have a contract size different from the standard on some expirations.
​​EXPIRATIONS
At least, the four expiration months in the March-June-September-December cycle and the two closest monthly not coincident with the currently quarter expiry, shall be traded at all times.
 DATE OF EXPIRATION
  The third Friday of the expiration month.
 SETTLEMENT AT EXPIRATION
 Delivery of shares or cash settlement.
DAILY SETTLEMENT PRICES
 They will be the best estimate of the fair market price. The criteria will be established by Circular. On the expiration date, it will be the Reference Price.
 REFERENCE PRICE
 The Closing Price of the stock on the Date of Expiration.
 CONTRACT SETTLEMENT DATE
 For the delivery settlement contracts the stock cash trade takes place on the Date of Expiration, which is then settled on regular terms.
For cash settlement contracts, settlement date will be the first business day following the Expiration Date.
 LAST TRADING DAY
 The Expiration Date.
 PRICE QUOTATION
In Euros per share with a minimum fluctuation set according to the quotation of the underlying asset and/or the Market practice, established by Circular. The minimum fluctuation shall be different in pre-arranged trades between Members.
  MAXIMUM PRICES FLUCTUATION
 None, although it may be established by Circular.
DAILY SETTLEMENT OF PROFITS AND LOSSES
 Mark-to-Market settlement daily, in cash, for the difference with respect to the prior day´s Daily Settlement Price.
COMMISSION SETTLEMENT
 First Business Day Following the date of the Transaction.
 MARGINS
 Variable (see Circular on Margin Calculation Parameters). Margins shall be supplied before the start of the session of the Business Day following the date of the calculation.
AUCTION PERIOD
 From 8:30 a.m. to 9:00 a.m.
 TRADING HOURS
From 9:00 a.m. to 5:35 p.m.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

UNDERLYING ASSET
The IBEX 35 ® DIV IMPACT.
​​INDEX DESCRIPTION
 The IBEX 35® DIV IMPACT is an index which reflects the accumulated amount
of the dividends, in index points, paid by the constituent companies of the IBEX
35® index during a specified period.
The contract period, for purposes of dividends declared and paid, will be one year, starting next day following the third Friday of December, and ending the next year on the third Friday of December.
MULTIPLIER
10 Euros. The IBEX 35 Div Impact Index must be multiplied by 10 Euros in order to obtain the contract size. Therefore each index point is worth 10 Euros.
 CONTRACT SIZE
The IBEX 35® DIV IMPACT times the Multiplier.
This means that if the IBEX 35 Div Impact Future has a price of 700 points, its corresponding price in Euros will be: 700 x 10 = 7.000 Euros.

 FUTURES PRICE QUOTATION
 In whole Index points with a minimum fluctuation set according to the quotation of the underlying asset and/or the Market practice, established by Circular. The minimum fluctuation shall be different in pre-arranged trades between Members.
MAXIMUM PRICE FLUCTUATION
None.
EXPIRATIONS
The expirations available for trading, clearing and settlement will be the five nearest annually expiries.
 EXPIRATION DATE
  Third Friday of the relevant December.
LAST TRADING DAY
​​The Expiration Date.
 CONTRACT SETTLEMENT DATE
 First Business Day following the Expiration Date.
 SETTLEMENT OF COMMISSIONS
First Business Day following the date of the Transaction.
 DAILY SETTLEMENT OF GAINS AND LOSSES
 Before the start of the session of the Business Day following the date of the transaction, by means of cash transfer of the difference with the Daily Settlement Price.
 DAILY SETTLEMENT PRICE
It shall be an approach to the market price. The regulation will be established by circular. On the Expiration day the Daily Settlement Price will be the Settlement Price.
MARGINS
Variable in function to the portfolio of Options and Futures (see Margin Calculation section). Margins shall be supplied before the start of the session of the Business Day following the date of the calculation.
 AUCTION PERIOD
From 8:30 a.m. to 9:00 a.m.
TRADING HOURS
From 9:00 a.m. to 5:35 p.m.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

UNDERLYING ASSET
Sum of a company ordinary dividends during a specific period of time described in the Expirations paragraph.
​​CONTRACT SIZE
 Dividends corresponding to 1000 shares (except after adjustments pursuant to section 6.6 of these General Conditions).
​​EXPIRATIONS
​​At least three annual expirations. An annual expiration period means a computation period from last year third Friday of December, excluded, until the third Friday of December of the expiration year, included. Non-annual cycles expiries can also be opened. The actual expirations will be determined by Circular.
 EXPIRATION DATE
 The third Friday of the expiration month.
 SETTLEMENT AT EXPIRATION
 Cash settlement of the difference with respect to the Settlement Price at Expiration.
​​CONTRACT SETTLEMENT DATE
First Business Day following the Expiration Date.
LAST TRADING DAY
​​The Expiration Date.
FUTURES PRICE QUOTATION
In EURO per share with a minimum fluctuation set according to the quotation of the underlying asset and/or the Market practice. It will be established by Circular. The minimum fluctuation may be different in pre-arranged trades between Members.
MAXIMUM PRICE FLUCTUATION
​​None, although it may be established by Circular.
 DAILY SETTLEMENT OF VARIATION MARGIN
​​Daily cash settlement by the difference between the sessions's Daily Settlement Price and that of the previous session (see section 7).
 COMMISSION SETTLEMENT
 First Business Day following the date of the Transaction.
MARGINS
 Established by Circular.
DAILY SETTLEMENT PRICES
 They will be the best estimate of the "fair market price". The criteria will be established by Circular. On the expiration date, it will be the Settlement Price at Expiration.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.

​​ ​UNDERLYING ASSET
​​Sum of a company ordinary dividends during a specific period of time described in the Expirations paragraph.
​​CONTRACT SIZE
 Dividends corresponding to 25.000 shares (except after adjustments pursuant to section 6.6 of these General Conditions).
​​EXPIRATIONS
​​At least three annual expirations. An annual expiration period means a computation period from last year third Friday of December, excluded, until the third Friday of December of the expiration year, included. Non-annual cycles expiries can also be opened. The actual expirations will be determined by Circular.
 EXPIRATION DATE
 The third Friday of the expiration month.
SETTLEMENT AT EXPIRATION
Cash settlement of the difference with respect to the Settlement Price at Expiration.
 CONTRACT SETTLEMENT DATE
First Business Day following the Expiration Date.
 LAST TRADING DAY
The Expiration Date.
FUTURES PRICE QUOTATION
 In EURO per share with a minimum fluctuation set according to the quotation of the underlying asset and/or the Market practice. It will be established by Circular. The minimum fluctuation may be different in pre-arranged trades between Members.
​​FLUCTUACIÓN MÁXIMA DEL PRECIO
 None, although it may be established by Circular.
  MAXIMUM PRICE FLUCTUATION
​​Diariamente, en efectivo, por diferencias respecto al Precio de Liquidación Diaria de la sesión anterior (ver apartado 7).
  DAILY SETTLEMENT OF VARIATION MARGIN
 Daily cash settlement by the difference between the sessions's Daily Settlement Price and that of the previous session (see section 7).
COMMISSION SETTLEMENT
 First Business Day following the date of the Transaction.
MARGINS
Established by Circular.
DAILY SETTLEMENT PRICES
They will be the best estimate of the "fair market price". The criteria will be established by Circular. On the expiration date, it will be the Settlement Price at Expiration.

For more information please visit the Financial Derivatives General Conditions for trading at MEFF and for Clearing and Settlement at BME Clearing.