FTSE 100 Index Future
5 stars based on
On the relevant day the auction call in each security starts at Uncrossing is scheduled to take place from For the duration of the EDSP intra-day auction continuous electronic trading is suspended in the securities concerned. A single 2 minute market order extension is invoked if the auction matching process would result in market orders remaining unexecuted on the order book.
The EDSP intra-day auction price monitoring percentages are currently set as:. It is possible for up to 1 liffe ftse 100 index options order liffe ftse 100 index options 2 price monitoring extensions to be invoked at security level during an EDSP intra-day auction.
Each extension is followed by a random period of up to 30 seconds. During the EDSP intra-day auction including any extension period participants can enter or delete limit, iceberg, hidden and market orders. It should be noted that following the maximum number of permitted price monitoring extensions, the balance of orders may result in the uncrossing price being further away from the previous electronic execution value than the relevant percentage trigger level i.
Further details on auction processes can be viewed liffe ftse 100 index options the Guide to the trading system available as a download here. In the case where a security does not have a crossed book and no auction execution takes place, the latter of the last automatic trade price prior to All member firms must observe the standard of conduct required under Rules and when entering orders during auctions.
In particular, member firms should refer to:. The Exchange accepts no responsibility for the content of the website you are now accessing or for any reliance placed by you or any person on the information contained on it.
By allowing this link the Exchange does not intend in any country, directly or indirectly, to solicit business or offer any securities to any person. The Exchange accepts no responsibility for the content of the reports you are now accessing or for any reliance placed by you or any person on the liffe ftse 100 index options contained therein.
Statistics - Liffe ftse 100 index options Monthly Market Report. Primary Market Statistics Companies and Securities. Thinking of joining Main Market. International Securities Market News and events. Retail Bonds Structured Products. News and events Market news. You will be redirected in five seconds.