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AUD/USD Rolling Spot Futures

AUD/USD Rolling Spot Futures (RSAU)

Product ISIN
DE000A2BMSW3
Underlying ISIN
XC000A0E4TC6
Currency
USD

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Jan 18, 2019 18:37:22

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. n.a. n.a. n.a. +0.35% 0.71850 01/18/2019 18:37:22 0.71850 0 55 12/31/2018 01/18/2019

Statistics

Data is forJan 18, 2019   Last update:Jan 19, 2019 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
0.717
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
Dec 260.000.000.000.000.719055
Total     055

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.RADA Curncy
thomsonreuters0#RSAU:

Trading

Contract Specifications

Version : 06 Oct 2017

Underlying

The respective currency pair.

Contract sizes

UnderlyingNominal value
AUD/USD, AUD/JPY Rolling Spot FuturesAUD 100,000
EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY Rolling Spot FuturesEUR 100,000
GBP/USD, GBP/CHF Rolling Spot FuturesGBP 100,000
USD/CHF, USD/JPY Rolling Spot FuturesUSD 100,000
NZD/USD Rolling Spot FuturesNZD 100,000


The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX Rolling Spot Futures is traded in its respective quote currency.

Price quotation and minimum price change

The price quotation is determined as a decimal number with five decimal places. The minimum price change is 0.00001, equivalent to a value of one unit of the quote currency.

For FX Rolling Spot Futures with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency.

Contract maturities

Perpetual contracts with daily rollover of positions.

Last trading day

Not available - perpetual contract.

Daily settlement price

Spot FX at 17:00 CET/CEST, equivalent to 16:00 London time, (as determined by STOXX® according to the FX Rolling Spot Index) – relevant for the daily variation margin payments, capturing day-to-day price variations. The source for the reference spot FX rate is the STOXX® FX Rolling Spot Index. Reference time for spot FX price is 17:00 CET/CEST – equivalent to 16:00 London time.

Further details are available in the clearing conditions.

Daily adjustment price

Spot FX rate at 17:00 CET/CEST adjusted by T/N swap points valid at this time (as determined by STOXX® according to the FX Rolling Spot Index). All existing positions will be closed daily at the prevailing spot rate taken at 17:00 CET/CEST and immediately re-opened at same spot FX rate, adjusted by the T/N swap rate.

Daily basis

An interest rate adjustment for rolling over the position to the next day amounting to the T/N swap rate at opening will be debited (for longs) and credited (for shorts) if the swap rate is positive (base currency is at a premium), and will be credited (for longs) and debited (for shorts) if swap rate is negative (base currency is at a discount).

The source for the overnight FX swap rates is the STOXX® FX Rolling Spot Index. Reference time for using T/N rates is 17:00 CET/CEST, equivalent to 16:00 London time.

This adjustment debit/credit is effected separately from the daily variation margin payment through adjustment of the position price via a “technical trade”.

All existing positions (the position data as per close of the previous trading day is relevant) will be closed daily after 17:00 CET/CEST at the prevailing spot FX rate and immediately reopened at the same spot FX rate, adjusted by the T/N swap rate.


Final settlement price

Not available - perpetual contract.

Trading Calendar

  • 01 Jan 2019
    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 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 02 Jan 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 02 Jan 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 03 Jan 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 14 Jan 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 14 Jan 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 21 Jan 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 28 Jan 2019
    FX Derivatives | Holiday

    No cash payment in AUD

  • 06 Feb 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 11 Feb 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 18 Feb 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 18 Feb 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Mar 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 21 Mar 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 15 Apr 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 19 Apr 2019
    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

  • 22 Apr 2019
    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

  • 25 Apr 2019
    FX Derivatives | Holiday

    No cash payment in AUD

  • 25 Apr 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 29 Apr 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 01 May 2019
    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

  • 03 May 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 06 May 2019
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 06 May 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 13 May 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 27 May 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 27 May 2019
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 03 Jun 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    FX Derivatives | Holiday

    No cash payment in AUD

  • 17 Jun 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 04 Jul 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 15 Jul 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 15 Jul 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 01 Aug 2019
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 12 Aug 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 19 Aug 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 26 Aug 2019
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 02 Sep 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 16 Sep 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 16 Sep 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 23 Sep 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 14 Oct 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 14 Oct 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 14 Oct 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 28 Oct 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 04 Nov 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 11 Nov 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Nov 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 28 Nov 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 16 Dec 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 24 Dec 2019
    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 2019
    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 2019
    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 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 31 Dec 2019
    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
23:5500:0023:0023:05
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
23:5500:0023:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)USD 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts)USD 0.45 per contract
Position Closing AdjustmentsUSD 0.60 per contract
Determination of the currency to be delivered (notification)USD 0.30 per contract
Allocation of the currency to be deliveredUSD 0.30 per contract

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.

Parameters

Maximum Spreads

Product IDTicks
RSEU8
RSEF15
RSEP14
RSEA45
RSEY19
RSPF32
RSPU18
RSUF13
RSAU13
RSUY8
RSNU16
RSAY19


In Fast Market (definition and announcement by the Exchange), the maximum spreads will be increased by 100 percent.

Minimum Quote Size

10 contracts, for RSEU 15 contracts.

Three quotation periods are offered:

Asian time zone 00:00 - 10:00 CET
European time zone 08:00 - 18:00 CET
US American time zone 13:00 - 23:00 CET

80% of the trading hours of one of the three time zones have to be quoted.

In Fast Market (definition and announcement by the Exchange), the minimum quote size will be reduced by 50 percent.

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

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