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Equity Derivatives/FTSE 100 Dividend Index Futures | ICE

FTSE 100 Dividend Index futures

What is the FTSE 100 Dividend Index?

The FTSE 100 Dividend Index measures the cumulative value of ordinary cash dividends declared by the index constituents of the FTSE 100 Index, calculated on the ex-dividend (XD) date and expressed in terms of index points. FTSE 100 Dividend Indices run for a period of one year from the trading day following the third Friday in December to the third Friday of the following December.

About the FTSE 100 Dividend Index

The FTSE 100 Dividend Index provides a transparent and standardised measure of the cumulative ordinary cash dividends declared by constituents of the FTSE 100 Index. The underlying index reflects the largest U.K.- listed companies, weighted by free float market capitalisation to represent the investable universe.

Dividends are accrued on their ex-dividend (XD) dates and aggregated over a defined annual period, running from the first trading day following the third Friday in December to the third Friday of the subsequent December.

More about the FTSE 100 Dividend Methodology in the Index Ground Rules.

Trade and hedge U.K. dividend risk

FTSE 100 Dividend Index futures provide direct access to dividend beta, enabling market participants to isolate and manage dividend risk independently of equity price movements.

Why trade FTSE 100 Dividend Index futures?


Manage dividend risk

Manage dividend exposure embedded in index options, structured products and delta-one strategies.

Trade forward expectations

Express views on U.K. corporate earnings and payout sustainability.

Isolate dividends

Separate dividend exposure from equity price risk typically captured through FTSE 100 Index futures.

Access listed liquidity

Transparent, exchange-cleared alternative to OTC dividend swaps.

Trade the dividend curve

Take positions across maturities and relative value opportunities.

Regulatory status

The FTSE 100 Dividend Index futures contract is listed on ICE Futures Europe, a registered foreign board of trade with the Commodity Futures Trading Commission. The contract has been submitted for regulatory approval and is available for trading by participants located in the United States.

Index resources


Factsheet

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Contract specifications

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FTSE Index announcements

Factsheet

ICE FTSE futures & options

Contract specifications

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FTSE Index announcements

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Index policy & methodology

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FTSE UK Index series methodology overview

FTSE Russell

Index policy & methodology

FTSE Russell

FTSE UK Index series methodology overview