EDSP Ftse Futures

[pelezico]

How is the Exchange Delivery Settlement Price on the ftse futures calculated? I know its an intraday auction but exactly how does it work?

 

[barjon]

Hi pelezico

There's discussion about it here http://www.trade2win.com/boards/showthread.php?t=15771 and some links.

jon

 

[Airthrey Capital]

How is the Exchange Delivery Settlement Price on the ftse futures calculated? I know its an intraday auction but exactly how does it work?

See below...



http://www.londonstockexchange.com/.../0/EDSPservicedescriptionFinalv30010904mm.doc

 

[RPEX]

and for future EDSP thread searchers, yahoo finance seems to post the EDSP for the FTSE100 before euronext bother updating their site

http://uk.finance.yahoo.com/q/ta?s=UKXSP.L