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Contract Specifications
Settlement
Cash settlement, payable on the first exchange day following the last trading day, for Single Stock Futures with Group ID DK03, NO03 and SE03 the second exchange day following the last trading day,
Contract months
Up to 36 months: The thirteen nearest successive calendar months as well as the two following annual months of the December cycle thereafter.
Last trading day
The third Friday, for Italian Single Stock Futures the day before the third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing Single Stock Futures on the last trading day is at 17:45 CET.
For Brazilian, Canadian and U.S. Single Stock Futures trading ceases in the maturing futures contract on the last trading day at 15:30 CET (for March contracts already at 14:30 CET).
Daily settlement price
The daily settlement price is established by Eurex. The daily settlement price for Single Stock Futures is derived from the closing price of the underlying determined during the closing auction of the corresponding domestic cash market plus the respective cost of carry.
For Brazilian, Canadian and U.S. Single Stock Futures the daily settlement price is derived from the volume-weighted average of the last three prices of the underlying before 17:45 CET (reference point) in the appropriate contract plus the respective cost of carry.
Further details are available in the clearing conditions.
Final settlement price
The final settlement price is established by Eurex, based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day.
The final settlement price for Brazilian, Canadian and U.S. Single Stock Futures is based on the opening auction price determined within the electronic trading system of NYSE New York or NASDAQ on the last trading day. Please refer to the Cash Market ID.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 5 contracts.
Market-Making Parameter
All quotation parameters at a glance
Mistrade Parameter
This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
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.
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:56 | 22:00 | 22:10 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:56 | 15:30 | 22:30 |
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
No cash payment in USD
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
No cash payment in SEK
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
No cash payment in USD
Last Trading Day for equity derivatives (standard maturity/expiration)
Last Trading Day for equity derivatives (standard maturity/expiration)
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
No cash payment in USD
Last Trading Day for equity derivatives (standard maturity/expiration)
No cash payment in NOK
No cash payment in DKK
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last Trading Day for equity derivatives (standard maturity/expiration)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in DKK
No cash payment in NOK
No cash payment in NOK
No cash payment in DKK
No cash payment in SEK
Last Trading Day for equity derivatives (standard maturity/expiration)
No cash payment in DKK
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
No cash payment in NOK
No cash payment in USD
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
No cash payment in DKK
No cash payment in DKK
No cash payment in SEK
Last Trading Day for equity derivatives (standard maturity/expiration)
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
No cash payment in USD
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
No cash payment in SEK
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
No cash payment in USD
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
Last Trading Day for equity derivatives (standard maturity/expiration)
Last Trading Day for equity derivatives (standard maturity/expiration)
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
No cash payment in USD
Last Trading Day for equity derivatives (standard maturity/expiration)
No cash payment in USD
Last Trading Day for equity derivatives (standard maturity/expiration)
Last Trading Day for equity derivatives (standard maturity/expiration)
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
No cash payment in USD
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
Last Trading Day for equity derivatives (standard maturity/expiration)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-, M- and P-accounts) | USD 0.15 per contract |
| Exchange transactions: Reduced fees A-, M- and P-accounts (contract volume above threshold) | USD 0.00 per contract |
| TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) | USD 0.23 per contract |
| TES transactions / Eurex EnLight: Reduced fees A-, M- and P-accounts (contract volume above threshold) | USD 0.00 per contract |
| TES bilateral transactions / Eurex EnLight: Standard fees (Non-disclosure, A-accounts) | USD 0.23 per contract |
| TES bilateral transactions / Eurex EnLight: Standard fees (Non-disclosure, M- and P-accounts) | USD 0.28 per contract |
| TES bilateral transactions / Eurex EnLight: Reduced fees (Non-disclosure, A-, M- and P-accounts) | USD 0.00 per contract |
| Threshold A-, M- and P-accounts | 3,000.00 contracts |
| Position Closing Adjustments (A-, M- and P-accounts) | USD 0.30 per contract |
| Cash settlement (A-, M- and P-accounts) | USD 0.15 per contract |
| Maximum fee for contracts of the same underlying (A-, M- and P-accounts) | USD 690.00 |
| Position transfer with cash transfer | USD 13.00 per transaction |
Market Status ⓘ
XEUR
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.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
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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