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Swedish derivative contract specifications

Specifications on this page should be used as a guide only. For full and up-to-date contract specifications please refer to the EDX London Rulebook.

Month Code Key

OMXS30 Options

Contract value	Index value x SEK 100
Maturity	Contracts of three months are listed every month. Contracts of 12 months are listed in January, April, July and October. Contracts of 36 months are listed in January.
Listing of new expiry month	Occurs on the fourth Swedish bank day prior to the expiration day in each month. At least five put and call options are listed.
Tick size	0.01 where price < SEK 0.1
	0.05 where SEK 0.1 ≤ price <SEK 4.0
	0.25 where price ≥ SEK 4.0
Delivery	Cash settlement
Option style	European
Premium settlement day	T+1
Expiration day	The third Friday* of the expiration month of the expiration year, or where such day is not a trading day or half trading day, the preceding Swedish trading day.
Expiration settlement price	VWAP of the OMXS30 index over the expiration day.

OMXS30 Futures

Contract value	Index value x SEK 100
Maturity	Contracts of three months are listed every month. Contracts of 12 months are listed in January, April, July and October. Contracts of 36 months are listed in January.
Listing of new expiry month	Occurs on the fourth Swedish bank day prior to the expiration day in each month.
Tick size	0.01 where price < SEK 0.1
	0.05 where SEK 0.1 ≤ price <SEK4.0
	0.10 where SEK4.0 ≤ price <SEK50.0
	0.25 where price ≥ SEK 50.0
Delivery	Daily cash settlement
Daily settlement price	Normally last traded price.
Expiration day	The third Friday* of the expiration month of the expiration year, or where such day is not a trading day or half trading day, the preceding Swedish trading day.
Expiration settlement price	VWAP of the OMXS30 index over the expiration day.

Swedish stock options

Contract size	100 shares
Maturity	Three, six or 12 months (long options of 24 and 36 months are also listed)
Listing of new expiry month	Occurs on the fourth Swedish bank day prior to the expiration day in each expiry month. At least three put and call options are listed (two for maturities longer than 6 months)
Tick size	0.01 where price < SEK 0.1
	0.05 where SEK 0.1 ≤ price <SEK 4.0
	0.25 where price ≥ SEK 4.0
Delivery	Physical
Option style	American
Premium settlement day	T+1
Expiration day	The third Friday of the expiration month of the expiration year, or where such day is not a Swedish trading day, the preceding Swedish trading day
Expiration settlement price	VWAP for the underlying Swedish stock over the day

Swedish stock forwards

Contract size	100 shares
Maturity	Three, six or 12 months (long forwards of 24 and 36 months are also listed)
Listing of new expiry month	Occurs on the fourth Swedish bank day prior to the expiration day in each expiry month.
Tick size	SEK 0.01/ EUR 0.01
Delivery	Daily cash settlement with physical delivery of the underlying stock
Daily settlement price	Normally last traded price
Expiration day	The third Friday of the expiration month of the expiration year, or where such day is not a Swedish trading day, the preceding Swedish trading day.
Expiration settlement price	VWAP for the underlying Swedish stock over the expiration day