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ICE Futures Europe

ICE Three Month STIBOR® Futures

Description

ICE Three Month STIBOR® Index Futures is a cash settled future based on the 3 Month STIBOR®

Market Specifications

Trading Screen Product Name
ICE Three Month STIBOR Futures
Trading Screen Hub Name
ICEU
Contract Symbol
STI
Underlying Index
STIBOR
Contract
SEK 10,000,000
Currency
Swedish Krona
Delivery Month
March, June, September, December such the 16 delivery months are available for trading.

Quotation
100.00 minus the numerical value of the rate of interest
Unit of Trading
SEK 25,000 * Rate Index
Last Trading Day
Two business days prior to the third Wednesday of the Delivery Month.

Trading will cease at 11:00am (Central European Time)
Minimum Price Fluctuation
All delivery months: 0.00250 (SEK 62.50)
Wholesale Trade Types
Basis trading, Block Trading, Asset Allocation
Contract Standard
Cash settlement based on the Exchange Delivery Settlement Price.
Exchange Delivery Settlement Price
LTD

100 - 3M STIBOR
MIC Code
IFLL
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
NEW YORK
9:00 PM - 5:00 PM*
21:00 - 17:00
8:45 PM
20:45
LONDON
1:00 AM - 9:00 PM
01:00 - 21:00
12:45 AM
00:45
SINGAPORE
9:00 AM - 5:00 AM*
09:00 - 05:00
8:45 AM
08:45

Codes

Clearing Admin Name
SEK Rates
Physical
STI
Logical
STI
GMI (FC)
ION A.C.N.
Symbol Code
STI