Non-Disclosure Facility for EurexOTC Trade Entry Services

Reaching or exceeding of different threshold values Block Trades are not disclosed by the Eurex® system.

The limit for non-disclosure is set to 1,000 contracts for Single Stock Futures; for equity options there are five threshold values as of and including sizes of 1,001, 2,501, 5,001, 10,001 and 20,001 contracts.

After the batch run, reports will also contain updated volumes, including the ones that were not displayed. Also, all Block Trades (including price and quantity) that exceeded the non-disclosure limit can be requested in the "Online Time and Sales Sheet" by using the function "Select, Trading Filter" and by entering the date of the previous day.

Transactions which were entered via the Multilateral Trade Registration facility will not be affected by the intra-day non-disclosure limit for equity options. These transactions will be displayed intra-day, as before.

Further information is published in Circular 306/08, 236/09 as well as 018/10; the product list containing the corresponding non-disclosure limits can be found here.