Service Navigation

EURO STOXX 50® Index Dividend Futures

EURO STOXX 50® Index Dividend Futures (FEXD)

Product ISIN
DE000A0V8MN0
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Nov 16, 2018 17:53:00

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
n.a. n.a. n.a. 125.40 n.a. 125.60 n.a. +0.08% 125.50 11/16/2018 17:53:00 125.50 925 203,611 11/16/2018 11/16/2018

Statistics

Data is forNov 16, 2018   Last update:Nov 17, 2018 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
0
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
Dec 18125.50125.60125.40125.50125.500925204,528
Dec 19119.90120.00119.60119.70119.7006,066299,168
Dec 20119.10119.10118.30118.40118.5005,900290,774
Dec 21113.30113.30112.50112.90112.8005,316173,010
Dec 22108.90108.90107.50107.80107.9003,838119,103
Dec 23104.00104.00102.70103.30103.20098660,932
Dec 2498.9098.9098.9098.9098.80055567,441
Dec 2593.7093.7093.7093.7094.30010015,653
Dec 2690.5090.5089.9089.9089.7002054,427
Dec 2786.2086.2086.2086.2086.000256,224
Total     23,9161,241,260

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.DEDA Index
thomsonreuters<0#FEXD:>

Trading

Contract Specifications

Version : 02 Mar 2012

Contract standard

ContractProduct IDUnderlying
EURO STOXX 50® Index Dividend FuturesFEXDEURO STOXX 50® DVP
EURO STOXX® Select Dividend 30 Index Dividend FuturesFD3DEURO STOXX® Select Dividend 30 DVP
EURO STOXX® Sector Index Dividend FuturesFEBD, FEID, FEED, FETD, FEUDEURO STOXX® Sector Index DVP
STOXX® Europe 600 Sector Index Dividend FuturesFSBD, FSID, FSED, FSTD, FSUDSTOXX® Europe 600 Sector Index DVP
DAX® Price Index Dividend FuturesFDXDDAX® Dividend Points Index
DivDAX® Dividend FuturesFDVDDivDAX® Dividend Points Index
SMI® Dividend FuturesFSMDSMI® Dividend Points Index

 

Contract values, price quotation and minimum price change

ContractContract valueMinimum price change
PointsValue
EURO STOXX 50® Index Dividend FuturesEUR 1000.1EUR 10
EURO STOXX® Select Dividend 30 Index Dividend FuturesEUR 1000.1EUR 10
EURO STOXX® Sector Index Dividend FuturesEUR 5000.01EUR 5
STOXX® Europe 600 Sector Index Dividend FuturesEUR 5000.01EUR 5
DAX® Price IndexDividend FuturesEUR 1000.1EUR 10
DivDAX® Dividend FuturesEUR 1,0000.01EUR 10
SMI® Dividend FuturesCHF 1000.1CHF 10

 

Settlement

Cash settlement, payable on the first exchange day following the final settlement day.

 

Contract months

Standard:The five nearest successive annual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available for trading at any time.

FEXD:The ten nearest successive annual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available for trading at any time.

 

Last trading day and final settlement day

Last trading day is the final settlement day. Final settlement day is the third Friday of each December maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET, for SMI® Dividend Futures at 9:00 CET.

 

Daily settlement price

The daily settlement price is derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades transacted within this period.

Further details are available in the clearing conditions.

 

Final settlement price

The final settlement price is established by Eurex on the final settlement day at 12:00 CET based on the final value of the underlying index for the relevant contract period. Determining is the cumulative total of the relevant gross dividends of the constituents of the underlying index.

STOXX Ltd., Deutsche Börse AG as well as SIX Swiss Exchange shall thereby define, according to their regulations, which dividends are to be included in the calculation of the index. Furthermore, the index provider shall define the amount of the dividend to be considered, the point of consideration of the dividend payment and the conversion of the dividends in index points.

Trading Calendar

  • 01 Jan 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 02 Jan 2018
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 30 Mar 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 02 Apr 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 01 May 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 07 May 2018
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 10 May 2018
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 21 May 2018
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 28 May 2018
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 01 Aug 2018
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 27 Aug 2018
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 21 Dec 2018
    Dividend Derivatives | Last Trading Day

    Last Trading Day for Dividend Derivatives

  • 24 Dec 2018
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 26 Dec 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 31 Dec 2018
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:3022:0022:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:3012:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 1.20 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 1.80 per contract
Position Closing AdjustmentsEUR 1.80 per contract
Cash settlementEUR 1.20 per contract
Position transfer with cash transferEUR 7.50 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 50 contracts.

Parameters

Maximum Spreads

Maximum Spread

3 percent based on bid price.

Minimum Quote Size

Maturity month

Minimum Quote Size (Contracts)

1, 2, 3, 4, 5100
6, 7, 850
9, 1050

The minimum quote duration is 80 percent of the trading hours between 09:00 and 17:30 CET on a monthly average.

In Fast Market, the minimum quote size is reduced by 50 percent.

Market Makers

Mistrade Ranges

A deviation of the mistrade transaction price from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price more than 20 percent of the price change percentile for the corresponding futures contract, unless another regulation has been made for an individual product.

Crossing Parameters

(section 2.6 Eurex Trading Conditions)

(1) Orders and quotes relating to the same instrument or combined instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

Orderbook

Content wird geladen.