ICE Europe: S Three Month Euro Swiss Franc (Euroswiss) Futures prices chart

Three Month Euro Swiss Franc (Euroswiss) Futures (ICE Futures Europe: S) Contract Specifications
ICE = Intercontinental Exchange, Inc.

Cash settled future based on the Swiss Franc LIBOR rate for three month deposits

Trading Screen Product Name: Three Month Euroswiss Future
Trading Screen Hub Name: ICEU

Product Code:
(1) Contract Symbol: S, MIC Code: IFLL, Clearing Venues: ICEU
(2) Clearing Admin Name: STIREuroswiss, Physical: S, Logical: S, Symbol Code: S

Unit of Trading: SFr 2500 * Rate Index
Quotation: 100.00000 minus the numerical value of the rate of interest
Minimum Price Fluctuation: 0.01000 (SFr25.00)
Settlement Method: Cash settlement

Delivery Date: First business day after the Last Trading Day

Delivery Months: March, June, September, December such that 16 delivery months are available for trading

Last Trading Day: 11:00 - Two business days prior to the third Wednesday of the delivery month

Exchange Delivery Settlement Price: Based on the ICE Benchmark Administration Limited LIBOR Rate (ICE LIBOR) for three month Swiss Franc deposits at 11:00 on the Last Trading Day. The settlement price will be 100.00 minus the Swiss Franc ICE LIBOR rounded to three decimal places. Where the EDSP Rate is not an exact multiple of 0.001, it will be rounded to the nearest 0.001 or, where the EDSP Rate is an exact uneven multiple of 0.0005, to the nearest lower 0.001 (e.g. a ICE LIBOR of 1.43750 becomes 1.437)

Algorithm: Central order book applies a gradual time based pro-rata (GTBPR) matching algorithm with priority given to the first order at the best price subject to a minimum order size (collar) and limited to a maximum order size (cap).

Trading Hours:
New York 03:30 - 14:00 (Pre open: 02:03)
London 07:30 - 18:00 (Pre open: 06:03)
Singapore 15:30 - 02:00 (Pre open: 14:03)