Contract Size Calculation for Capital Adjustments

In harmonization with Exchange rules, Eurex Release 11.0 will introduce a new method for calculating contract sizes in the event of capital adjustments. The difference between the current and new method is the rounding that takes place. With the new approach, contract sizes will be calculated more accurately in accordance with industry standards.

Old approach:
New contract size = (old exercise price x old contract size) / (new exercise price after rounding)
(Rounding of contract size after four decimal places)

New approach:
New contract size = (old contract size) / (r-factor)
(Rounding of contract size after four decimal places)