What is a Single Stock Future?
A Single Stock Future is a financial derivative that provides delta exposure to the movements of an underlying stock. Access to this product is gained through OneChicago’s Delta1 Trading Platform, with SSFs on more than 1,800 US listed securities.
Daily product listings
Twice daily, the exchange publishes a Public Listing File. This file contains active listing definitions for the all exchange products, describing underlying stock assignments, shares per contract, sector, delivery type, and other data points.
For more information in reading this file visit the FTP Server file specification for Product Listings on the Developer Resources Page.
How to interact with the marketplace
Outright SSF and calendar spread orders may be competitively matched on the Delta1 CLOB (Central Limit Order Book).
The Delta1 Reporting Engine supports the posting of bilaterally negotiated Block SSF and EFP (Exchange Future for Physical) transactions.
The instrument product catalog
Each morning the exchange publishes a Product Catalog. This file contains instrument mappings for products available for the current day’s trading session. This file includes the Marketplace Security ID (MPSecID) for referencing outright futures, calendar spreads, and all other instruments.
Real-time data is also available via the OCTP Real-time Market Data service, visit Obtaining Market Data for more information.
NDR SSF (OCX.NoDivRisk®)
The NDR (No Dividend Risk) product was launched on October 2010 in response to the customer demand to eliminate the risk associated with forecasting dividends. This is achieved by adjusting down the previous trading day’s settlement price (by the dividend amount) at the start of business on ex-dividend date.
Listings are available for the following terms: