The FTSE 100 Total Return Declared Dividend Expiry Index facilitates the calculation of the Exchange Delivery Settlement Price ("EDSP") for the FTSE 100 Total Return Declared Dividend Index Contracts on ICE EU and CME.
The EDSP Intra-Day Auction Schedule is used to determine the final index value (Expiry Value) for the FTSE Expiry Indexes. The Expiry Value is used by ICE EU and CME to produce the EDSP. The index will only be calculated on the expiry days of the FTSE 100 TR Contracts (the third Friday of March, June, September, December).
Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.