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01 Sep 2022

Eurex

Eurex Exchange Readiness Newsflash | Next Generation ETD Contracts: Simulation approach

Eurex Exchange Readiness Newsflash | Next Generation ETD Contracts: Simulation approach

Dear Eurex Participant,

With this Newsflash, we would like to provide you with updates on the Next Generation ETD Contracts initiative as well as valuable information for the T7 Release 11.0 Simulation.

1.  Integration of EURO STOXX 50® weekly expiring contracts OES1/OES2/OES4/OMSX in option OESX in T7 Release 11.0 Simulation 

Starting 23 September 2022, after the launch of the T7 Release 11.0 Simulation environment, Eurex will gradually integrate all weekly expiring contracts OES1/OES2/OES4/OMSX into the standard option OESX. Please find below the detailed migration schedule.

Further details can be found under:

  • T7 Release 11.0 - Participant Simulation Guide (Chapter 5.4.1), available on the Eurex website www.eurex.com under Support > Initiatives & Releases > T7 Release 11.0 > System Documentation > Simulation
  • Next Generation ETD Contracts initiative page, available under: Eurex > Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts

Starting 23 September 2022, Eurex will gradually integrate all weekly expiring contracts OES1/OES2/OES4/OMSX into the standard option OESX. Please find below the detailed migration schedule:

2.  Non-Friday Weekly Options

With T7 Release 11.0, technical steps will be introduced to integrate Non-Friday weekly options (supplementing existing Friday weekly options contracts introduced by the Next Generation ETD Contracts initiative). No changes will apply on the Clearing side. 

  • Simulation launch for integrated Non-Friday Weekly Options with the product mnemonic OESC (i.e. Tuesday weekly expiring contract) is expected in the second half of October 2022. 
  • Production launch of integrated Non-Friday Weekly Options will not take place until the full integration of weekly expiring contracts has been concluded.

Please keep in mind that the Next Generation ETD Contracts business initiative for the Production integration of weekly expiring contracts (only for Friday Weekly Options contracts) will start as of 13 February 2023.

3.  Production-like testing opportunities in Eurex Simulation

Eurex will offer the opportunity of Production-like testing for certain products in the Simulation Environment in December 2022. This means that the expiration date for these products in Simulation will reflect the actual expiration date in Production. In addition, no sub-monthly contracts will exist for these products in Simulation.


Date

Products

08-12-2022

FBND products: FGBL, FGBM, FGBS, FGBX, CONF, FBON, FBTM, FBTP,  FBTS, FOAM, FOAT

16-12-2022

FINX products: FESA, FDAX, FESB, FSMI, FESX

16-12-2022

OINX products: OFOX, OESA, OESW, OESI, OSTX

16-12-2022

FSTK products: BASH, BMWF, 1COF, ADSP, LOGG

16-12-2022

OSTK products: ALV, UNI, DB1, BAS, HOLN

For further details please check the Simulation calendar available under Eurex > Support > Initiatives & Releases > Simulation calendar

4.  4th Focus Call on Next Generation ETD Contracts

Eurex Exchange and Eurex Clearing invite you to the 4th Focus Call planned for Wednesday, 28 September 2022 regarding the Eurex Next Generation ETD project which will be introduced on 6 February 2023.

During this Focus Call, we would like to provide our Trading Participants, Clearing Members, Vendors and Buy-Side clients with an update on recent developments, go-live preparations and allow attendees to ask questions via MS Teams.

Trading Participants are invited to register via the following link: 4th Focus Call - Eurex Next Generation ETD

Learn now more about Next Generation ETD Contracts. System documentation, circulars, timeline and much more information is available for you on on our dedicated initiatives page and location:

Eurex > Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts.

If you have questions or require further information, please contact us via e-mail: client.services@eurex.com.

Kind regards
Your Client Services Team
 

Visit the Next Generation ETD Contracts webpage for all your Trading and Clearing content!
 

Recipients:

All Trading Participants of Eurex Deutschland and Vendors

Target groups:

Front Office/Trading, Middle + Backoffice, IT/System Administration

Contact:

client.services@eurex.com

Web:

Eurex > Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts


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