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Aareal Bank

Aareal Bank (ARLF)

Product ISIN
DE000A0X71H8
Underlying ISIN
DE0005408116
Currency
EUR
Country Code
DE

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Aug 18, 2017 18:46:29

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. n.a. 0 n.a. 0 -0.17% 34.88 08/18/2017 18:46:29 34.88 0 0 08/22/2016 08/18/2017

Statistics

Data is forAug 18, 2017   Last update:Aug 19, 2017 00:00:00

Product type:
F
Stock exchange:
XETR
Underlying closing price:
34.89
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
Aug 170.000.000.000.0034.89000
Sep 170.000.000.000.0034.88100
Oct 170.000.000.000.0034.87000
Nov 170.000.000.000.0034.86100
Dec 170.000.000.000.0034.85200
Jan 180.000.000.000.0034.84100
Feb 180.000.000.000.0034.83300
Mar 180.000.000.000.0034.82400
Apr 180.000.000.000.0034.81400
May 180.000.000.000.0034.80500
Jun 180.000.000.000.0033.09700
Jul 180.000.000.000.0033.08800
Aug 180.000.000.000.0033.08100
Dec 180.000.000.000.0033.05300
Dec 190.000.000.000.0031.32400
Total     00

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.ARLF=A GR Equity
thomsonreuters<0#ARLG:>

Trading

Contract Specifications

Version : 25 Oct 2010

Settlement

Cash settlement, payable on the first exchange day following the Last Trading Day.

 

Contract Months

Up to 36 months: The thirteen nearest successive calendar months as well as the two following annual months of the December cycle thereafter.

 

Last Trading Day

The third Friday, for Italian Single Stock Futures the day before the third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing Single Stock Futures on the Last Trading Day is at 17:45 CET.

For Russian Single Stock Futures trading ceases in the maturing futures contract on the Last Trading Day at 16:40 CET.

For Brazilian, Canadian and U.S. Single Stock Futures trading ceases in the maturing futures contract on the Last Trading Day at 15:30 CET (for March contracts already at 14:30 CET).

 

Daily Settlement Price

The Daily Settlement Price is established by Eurex. The Daily Settlement Price for Single Stock Futures is derived from the closing price of the underlying determined during the closing auction of the corresponding domestic cash market plus the respective cost of carry.

For Brazilian, Canadian and U.S. Single Stock Futures the Daily Settlement Price is derived from the volume-weighted average of the last three prices of the underlying before 17:45 CET (reference point) in the appropriate contract plus the respective cost of carry.

Further details are available in the clearing conditions.

 

Final Settlement Price

The Final Settlement Price is established by Eurex, based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the Last Trading Day.

The Final Settlement Price for Brazilian, Canadian and U.S. Single Stock Futures with the product group code "US01" is based on the opening price of the floor trading of NYSE Euronext New York, for U.S. Single Stock Futures with the product group code "US02" on the opening auction price determined within the electronic trading system of NASDAQ on the Last Trading Day.

Contract data

Contract size
100
Minimum price change
EUR 0.0001
Contract months
36

Trading Calendar

  • 20 Jan 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 17 Feb 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 17 Mar 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 14 Apr 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 17 Apr 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 21 Apr 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 01 May 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 19 May 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 05 Jun 2017
    Equity Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity derivatives

  • 16 Jun 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 21 Jul 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 18 Aug 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 15 Sep 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 03 Oct 2017
    Equity Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity derivatives

  • 20 Oct 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 31 Oct 2017
    Equity Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity derivatives

  • 17 Nov 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 15 Dec 2017
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 25 Dec 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 26 Dec 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

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

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5517:4519:3520:00
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5517:4517:45

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 0.10 per contract
Exchange transactions: Reduced fees (contract volume above threshold)EUR 0.00 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.15 per contract
TES transactions: Reduced fees (contract volume above threshold)EUR 0.00 per contract
Threshold A-accounts3,000.00 contracts
Threshold P-accounts2,000.00 contracts
Position Closing AdjustmentsEUR 0.20 per contract
Cash settlementEUR 0.10 per contract
Cash settlement (maximum fee A-, P- and M-accounts)EUR 300.00 for contracts on the same underlying
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 1 contract.

Parameters

Position Limits

Number of contracts for product 'ARLF': 149,643

For the calculation of the position limit all physical settled contracts of the relevant underlying will be taken into consideration, irrespective, if these are regular contracts or Eurex Flexible Contracts. The position limit is not applicable to regular Single Stock Futures and Eurex Flexible Futures with cash settlement.

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 2.3 Eurex Trading Conditions)

(1) Orders and quotes relating to the same contract or to a system-supported combination of contracts 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 prearranged 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 the Eurex Exchanges to the Market Surveillance Office of Eurex Germany or to the Surveillance and Enforcement Office of Eurex Zurich, 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 Offices of Eurex Germany and Eurex Zurich in agreement with the Boards of Management of the Eurex Exchanges. The specifications shall be subject to publication. Disclosure of said specifications to one of the two Surveillance Offices named above shall be deemed to be disclosure to both Eurex Surveillance Offices.

(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, enters a cross request equivalent to the number of contracts of the order. 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.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in the opening period (subsection 1.3 paragraph 2) or during the closing auction (subsection 1.3 paragraph (3)).

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

Orderbook

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