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SMI® Options

SMI® Options (OSMI)

Product ISIN
CH0008616382
Underlying ISIN
CH0009980894
Currency
CHF

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Jan 17, 2019 18:13:23

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
10,500.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 11/09/2018 n.a.
10,450.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 11/08/2018 n.a.
10,400.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 11/01/2018 n.a.
10,350.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 11/01/2018 n.a.
10,300.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 11/01/2018 n.a.
10,250.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
10,200.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
10,150.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
10,100.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
10,050.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
10,000.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
9,950.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
9,900.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 0 10/22/2018 n.a.
9,850.00 0 n.a. n.a. n.a. 0.20 n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 2 11/01/2018 n.a.
9,800.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 65 12/04/2018 n.a.
9,750.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 155 12/04/2018 n.a.
9,700.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 174 12/28/2018 n.a.
9,650.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 7 12/04/2018 n.a.
9,600.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 141 12/21/2018 n.a.
9,550.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 129 12/24/2018 n.a.
9,500.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 432 12/28/2018 n.a.
9,450.00 0 n.a. n.a. n.a. n.a. n.a. 0.80 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 201 12/05/2018 n.a.
9,400.00 0 n.a. n.a. n.a. 0.20 n.a. n.a. n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 272 12/19/2018 n.a.
9,350.00 0 n.a. n.a. n.a. 0.10 n.a. 0.90 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 255 01/15/2019 n.a.
9,300.00 0 n.a. n.a. n.a. 0.50 n.a. 0.90 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 522 12/31/2018 n.a.
9,250.00 0 n.a. n.a. n.a. n.a. n.a. 0.90 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 309 01/07/2019 n.a.
9,200.00 0 n.a. n.a. n.a. n.a. n.a. 0.90 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 946 01/15/2019 n.a.
9,150.00 0 n.a. n.a. n.a. n.a. n.a. 0.90 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 1,708 01/17/2019 n.a.
9,100.00 0 n.a. n.a. n.a. n.a. n.a. 0.90 n.a. +0.00% 0.10 01/17/2019 18:13:23 0.10 0 1,822 01/15/2019 n.a.
9,050.00 0 n.a. n.a. n.a. 0.30 n.a. 5.30 n.a. +200.00% 0.30 01/17/2019 18:13:23 0.30 14 361 01/15/2019 n.a.
9,000.00 0 n.a. n.a. n.a. 0.60 n.a. 2.00 n.a. +62.50% 1.30 01/17/2019 18:13:23 1.30 421 1,183 01/16/2019 n.a.
8,950.00 0 n.a. n.a. n.a. 4.30 n.a. 8.30 n.a. +64.10% 6.40 01/17/2019 18:13:23 6.40 195 455 01/17/2019 n.a.
8,900.00 0 n.a. n.a. n.a. 25.80 n.a. 31.00 n.a. +85.31% 26.50 01/17/2019 18:13:23 26.50 748 950 01/17/2019 n.a.
8,850.00 0 n.a. n.a. n.a. 59.40 n.a. 79.10 n.a. +82.09% 68.10 01/17/2019 18:13:23 68.10 1,020 4,061 01/17/2019 n.a.
8,800.00 0 n.a. n.a. n.a. 111.90 n.a. 126.00 n.a. +59.13% 116.80 01/17/2019 18:13:23 116.80 332 1,505 01/17/2019 n.a.
8,750.00 0 n.a. n.a. n.a. 162.30 n.a. 174.90 n.a. +41.86% 166.40 01/17/2019 18:13:23 166.40 1,892 1,926 01/17/2019 n.a.
8,700.00 0 n.a. n.a. n.a. 211.40 n.a. 224.50 n.a. +31.09% 216.30 01/17/2019 18:13:23 216.30 20 1,084 01/16/2019 n.a.
8,650.00 0 n.a. n.a. n.a. 262.30 n.a. 274.40 n.a. +24.39% 266.20 01/17/2019 18:13:23 266.20 1 531 01/16/2019 n.a.
8,600.00 0 n.a. n.a. n.a. 312.30 n.a. 324.40 n.a. +19.95% 316.20 01/17/2019 18:13:23 316.20 5 1,360 01/17/2019 n.a.
8,550.00 0 n.a. n.a. n.a. 362.30 n.a. 374.40 n.a. +16.88% 366.20 01/17/2019 18:13:23 366.20 10 11,059 01/17/2019 n.a.
8,500.00 0 n.a. n.a. n.a. 412.30 n.a. 424.40 n.a. +14.62% 416.20 01/17/2019 18:13:23 416.20 171 1,440 01/17/2019 n.a.
8,450.00 0 n.a. n.a. n.a. 461.20 n.a. 474.30 n.a. +12.88% 466.20 01/17/2019 18:13:23 466.20 0 317 01/09/2019 n.a.
8,400.00 0 n.a. n.a. n.a. 512.20 n.a. 524.30 n.a. +11.49% 516.10 01/17/2019 18:13:23 516.10 1 1,854 01/15/2019 n.a.
8,350.00 0 n.a. n.a. n.a. 562.20 n.a. 574.30 n.a. +10.37% 566.10 01/17/2019 18:13:23 566.10 0 217 12/31/2018 n.a.
8,300.00 0 n.a. n.a. n.a. 612.20 n.a. 624.30 n.a. +9.47% 616.10 01/17/2019 18:13:23 616.10 0 338 12/31/2018 n.a.
8,250.00 0 n.a. n.a. n.a. 662.20 n.a. 674.30 n.a. +8.70% 666.10 01/17/2019 18:13:23 666.10 0 74 12/28/2018 n.a.
8,200.00 0 n.a. n.a. n.a. 712.20 n.a. 724.30 n.a. +8.06% 716.10 01/17/2019 18:13:23 716.10 0 362 12/28/2018 n.a.
8,150.00 0 n.a. n.a. n.a. 762.20 n.a. 774.30 n.a. +7.48% 766.00 01/17/2019 18:13:23 766.00 0 51 12/28/2018 n.a.
8,100.00 0 n.a. n.a. n.a. 812.20 n.a. 824.30 n.a. +6.99% 816.00 01/17/2019 18:13:23 816.00 0 73 12/28/2018 n.a.
8,050.00 0 n.a. n.a. n.a. 862.20 n.a. 874.30 n.a. +6.56% 866.00 01/17/2019 18:13:23 866.00 0 0 10/22/2018 n.a.
8,000.00 0 n.a. n.a. n.a. 912.20 n.a. 924.30 n.a. +6.18% 916.00 01/17/2019 18:13:23 916.00 0 0 10/22/2018 n.a.
7,950.00 0 n.a. n.a. n.a. 962.20 n.a. 974.30 n.a. +5.84% 966.00 01/17/2019 18:13:23 966.00 0 0 10/22/2018 n.a.
7,900.00 0 n.a. n.a. n.a. 1,012.20 n.a. 1,024.30 n.a. +5.54% 1,016.00 01/17/2019 18:13:23 1,016.00 0 0 10/22/2018 n.a.
7,850.00 0 n.a. n.a. n.a. 1,062.20 n.a. 1,074.30 n.a. +5.26% 1,066.00 01/17/2019 18:13:23 1,066.00 0 0 10/22/2018 n.a.
7,800.00 0 n.a. n.a. n.a. 1,112.20 n.a. 1,124.30 n.a. +5.01% 1,115.90 01/17/2019 18:13:23 1,115.90 0 10 01/17/2019 n.a.
7,750.00 0 n.a. n.a. n.a. 1,162.20 n.a. 1,174.30 n.a. +4.78% 1,165.90 01/17/2019 18:13:23 1,165.90 0 0 10/22/2018 n.a.
7,700.00 0 n.a. n.a. n.a. 1,212.20 n.a. 1,224.30 n.a. +4.58% 1,215.90 01/17/2019 18:13:23 1,215.90 0 3 12/12/2018 n.a.
7,650.00 0 n.a. n.a. n.a. 1,262.20 n.a. 1,274.30 n.a. +4.39% 1,265.90 01/17/2019 18:13:23 1,265.90 0 0 10/22/2018 n.a.
7,600.00 0 n.a. n.a. n.a. 1,312.20 n.a. 1,324.30 n.a. +4.21% 1,315.90 01/17/2019 18:13:23 1,315.90 0 0 10/22/2018 n.a.
7,550.00 0 n.a. n.a. n.a. 1,362.20 n.a. 1,374.30 n.a. +4.05% 1,365.90 01/17/2019 18:13:23 1,365.90 0 0 10/22/2018 n.a.
7,500.00 0 n.a. n.a. n.a. 1,412.20 n.a. 1,424.30 n.a. +3.90% 1,415.90 01/17/2019 18:13:23 1,415.90 0 0 10/22/2018 n.a.
7,450.00 0 n.a. n.a. n.a. 1,462.20 n.a. 1,474.30 n.a. +3.77% 1,465.90 01/17/2019 18:13:23 1,465.90 0 0 10/22/2018 n.a.
7,400.00 0 n.a. n.a. n.a. 1,512.20 n.a. 1,524.30 n.a. +3.64% 1,515.90 01/17/2019 18:13:23 1,515.90 0 0 10/24/2018 n.a.
7,350.00 0 n.a. n.a. n.a. 1,562.20 n.a. 1,574.30 n.a. +3.52% 1,565.90 01/17/2019 18:13:23 1,565.90 0 0 10/24/2018 n.a.
7,300.00 0 n.a. n.a. n.a. 1,612.20 n.a. 1,624.30 n.a. +3.40% 1,615.90 01/17/2019 18:13:23 1,615.90 0 0 10/25/2018 n.a.
7,250.00 0 n.a. n.a. n.a. 1,662.20 n.a. 1,674.30 n.a. +3.30% 1,665.90 01/17/2019 18:13:23 1,665.90 0 1 12/20/2018 n.a.
7,200.00 0 n.a. n.a. n.a. 1,712.20 n.a. 1,724.30 n.a. +3.20% 1,715.90 01/17/2019 18:13:23 1,715.90 0 4 01/15/2019 n.a.
7,150.00 0 n.a. n.a. n.a. 1,762.20 n.a. 1,774.30 n.a. +3.11% 1,765.90 01/17/2019 18:13:23 1,765.90 0 0 12/11/2018 n.a.
7,100.00 0 n.a. n.a. n.a. 1,812.20 n.a. 1,824.30 n.a. +3.01% 1,815.80 01/17/2019 18:13:23 1,815.80 0 0 12/21/2018 n.a.
7,050.00 0 n.a. n.a. n.a. 1,862.20 n.a. 1,874.30 n.a. +2.93% 1,865.80 01/17/2019 18:13:23 1,865.80 0 0 12/21/2018 n.a.
7,000.00 0 n.a. n.a. n.a. 1,912.20 n.a. 1,924.30 n.a. +2.85% 1,915.80 01/17/2019 18:13:23 1,915.80 0 0 12/19/2018 n.a.
6,800.00 0 n.a. n.a. n.a. 2,112.20 n.a. 2,124.30 n.a. +2.57% 2,115.80 01/17/2019 18:13:23 2,115.80 0 1 01/10/2019 n.a.
6,600.00 0 n.a. n.a. n.a. 2,312.20 n.a. 2,324.30 n.a. +2.35% 2,315.80 01/17/2019 18:13:23 2,315.80 0 0 12/19/2018 n.a.
6,400.00 0 n.a. n.a. n.a. 2,512.20 n.a. 2,524.30 n.a. +2.16% 2,515.80 01/17/2019 18:13:23 2,515.80 0 0 12/19/2018 n.a.
6,200.00 0 n.a. n.a. n.a. 2,712.20 n.a. 2,724.30 n.a. +1.99% 2,715.80 01/17/2019 18:13:23 2,715.80 0 0 12/19/2018 n.a.
6,000.00 0 n.a. n.a. n.a. 2,911.20 n.a. 2,924.30 n.a. +1.85% 2,915.80 01/17/2019 18:13:23 2,915.80 0 2 12/28/2018 n.a.
5,800.00 0 n.a. n.a. n.a. 3,111.30 n.a. 3,124.40 n.a. +1.73% 3,115.80 01/17/2019 18:13:23 3,115.80 0 0 12/19/2018 n.a.
Total 4,830 36,362

Statistics

Data is forJan 17, 2019   Last update:Jan 18, 2019 00:00:00

Product type:
O
Stock exchange:
n/a
Underlying closing price:
8,914.14
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestStrike price rangeStrike price series
OSMI Jan 1911,9900.89491,3855,800/10,50077
 CALLJan 196,332 39,664  
 PUTJan 195,658 51,721  
OSMI Feb 1910,9350.72877,3145,000/10,50084
 CALLFeb 196,328 34,291  
 PUTFeb 194,607 43,023  
OSMI Mar 199,7351.564100,4504,600/10,60089
 CALLMar 193,797 40,993  
 PUTMar 195,938 59,457  
OSMI Jun 192,3041.783117,2954,000/10,25098
 CALLJun 19828 30,892  
 PUTJun 191,476 86,403  
OSMI Sep 195920.13826,6325,000/10,00071
 CALLSep 19520 3,788  
 PUTSep 1972 22,844  
OSMI Dec 1930374.750129,0194,000/11,00056
 CALLDec 194 38,080  
 PUTDec 19299 90,939  
OSMI Jun 209001.25021,4196,400/10,40030
 CALLJun 20400 5,549  
 PUTJun 20500 15,870  
OSMI Dec 20130.30040,1094,000/11,00037
 CALLDec 2010 21,275  
 PUTDec 203 18,834  
OSMI Jun 210n/a8757,400/10,00014
 CALLJun 210 100  
 PUTJun 210 775  
OSMI Dec 211,000n/a27,1154,000/11,00023
 CALLDec 210 11,994  
 PUTDec 211,000 15,121  
OSMI Dec 220n/a3,9917,400/10,40016
 CALLDec 220 1,766  
 PUTDec 220 2,225  
OSMI Dec 230n/a17,400/9,60012
 CALLDec 230 0  
 PUTDec 230 1  
Total  37,7721.073635,605  
 Call 18,219 228,392  
 Put 19,553 407,213  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.SMI Index OMON
ComStock<17>l,OSMI\myssssss
CQGSY
FIDES Information ServicesO,OSMI
SIX TelekursOSMI
Thomson FinancialOSMI/O.EX*
thomsonreuters<0#OSMI*.EX>
vwd16645-16650

Trading

Contract Specifications

Version : 13 Aug 2012

Contract standards

ContractProduct IDUnderlying
SMI® OptionsOSMISMI®, the blue chip index of SIX Swiss Exchange
SMIM® OptionsOSMMSMIM®, the mid cap index of SIX Swiss Exchange
SLI® OptionsOSLISLI Swiss Leader Index®, the blue chip index with capped weightings of the SIX Swiss Exchange

Settlement

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


Contract values, price gradations and contract months

ContractContract valueMinimum price changeContract months
PointsValue
SMI® OptionsCHF 100.1CHF 160
SMIM® OptionsCHF 100.1CHF 124
SLI® OptionsCHF 100.1CHF 160

Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.

Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter.


Last trading day and final settlement day
Last trading day is the exchange day preceding the final settlement day of each expiration month.

Final settlement day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day.

Close of trading in the expiring option series on the last trading day is at 17:20 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for equity index options (as well as Weekly Options) are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.


Final settlement price
The final settlement price is established by Eurex on the final settlement day of the contract and is determined by the value of the respective index, based on SIX Swiss Exchange opening prices of the respective index component shares.


Exercise

European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET).


Exercise prices

ContractExercise price intervals in index points for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months25-36 months> 36 months
SMI® Options5050100200200
SMIM® Options51020--
SLI® Options510205050

 

Number of exercise prices

Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months for each call and put, such that three exercise prices are in-the-money, one is at-the-money and three are out-of-the-money.

Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two are out-of-the-money.


Option premium
The equivalent of the premium in points, payable in full in the currency of the respective contract on the exchange day following the day of the trade.

 

 

Further details are available in the clearing conditions and the contract specifications.

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
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 30 May 2019
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 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

  • 30 May 2019
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 10 Jun 2019
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 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
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 10 Jun 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 21 Jun 2019
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index 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

  • 01 Aug 2019
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 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

  • 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

  • 03 Oct 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 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

  • 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

  • 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

  • 06 Dec 2019
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index 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
    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
07:3008:5017:2019:0020:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5017:2019:0020:3020:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)CHF 1.00 per contract
Exchange transactions: Reduced fees (contract volume above threshold)CHF 0.50 per contract
TES transactions: Standard fees (A-, M- and P-accounts)CHF 1.00 per contract
TES transactions: Reduced fees (contract volume above threshold)CHF 0.50 per contract
Threshold A-accounts3,000.00 contracts
Threshold P-accounts2,000.00 contracts
Exercise of optionsCHF 1.00 per contract
Position transfer with cash transferCHF 13.00 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 500 contracts.

Parameters

Maximum Spreads

Bid up to (index points)

Maximum Spread (index points)

0 - 353.5
35 - 50010%
> 50050


For the last two expiration months in the maturity range, the Maximum Spread is increased by 100 percent for permanent quotation as well as for responses to quote requests for all options with 6 or more expiration months.

Minimum Quote Size

50 contracts on the bid and ask side.

The minimum quote duration is 85 percent of the trading hours between 09:00 and 17:20 CET on a monthly average.
The first eight contract months have to be quoted.

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

Market Makers

Maturity Range for PMM/AMM

Maturity Range for PMM/AMM up to (months): 8

Maturity Range for PMM short up to (months): 5

Maturity Range for PMM long up to (months): 5

AMM Package ID

Admitted to the following Advanced Market-Making package(s):CH

Mistrade Ranges

Reference price (currency units)

Mistrade Range (currency units)

0 - 353,5
35 - 50010%
> 50050

For equity and equity index options, mistrade parameters will be doubled on the last trading day.

Mistrade ranges are doubled for expiries that are equal to or greater than the value displayed in the corresponding CSV file.


For the transactions in option contracts accomplished during a Stressed Market period, the mistrade ranges reduplicate.

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.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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