(OGBM)

  • Bloomberg L.P.
    OEA Cmdty OMON
  • Refinitiv
    <0#OGBM++>
  • Currency
    EUR
  • Product ISIN
    DE0009652693
  • Underlying ISIN
    DE0009652651

Statistics

Last update:Feb 07, 2023 12:00:00 AM

Traded contracts:
32,206
Open interest (adj.):
307,163
Product type:
O
Stock exchange:
n/a
Underlying closing price:
0.00
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OGBM Mar 23 22,848 22.975 269,682 261,191 111.5/123.5 49
CALL Mar 23 953 53,205 53,055
PUT Mar 23 21,895 216,477 208,136
OGBM Apr 23 9,358 n/a 55,179 45,821 111/124.25 54
CALL Apr 23 0 18,540 18,540
PUT Apr 23 9,358 36,639 27,281
OGBM May 23 0 n/a 141 141 112.75/124.25 47
CALL May 23 0 0 0
PUT May 23 0 141 141
OGBM Jun 23 0 n/a 10 10 111/125.25 58
CALL Jun 23 0 10 10
PUT Jun 23 0 0 0
Total 32,206 32.794 325,012 307,163
Call 953 71,755 71,605
Put 31,253 253,257 235,558

Prices/Quotes

Last trade: Feb 07, 2023 11:27:09 AM

Strike price Vers. num. Opening price High Low Bid price Bid vol Ask price Ask vol Diff. to prev. day last Last price Date Time Daily settlem. price Traded contracts Open interest (adj.) Open interest date Last trading day
123.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 1,000 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 148 12/14/2022 n.a.
122.50 0 n.a. n.a. n.a. n.a. n.a. 0.010 1,000 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
122.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 981 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
122.00 0 n.a. n.a. n.a. n.a. n.a. 0.010 925 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
121.75 0 n.a. n.a. n.a. n.a. n.a. 0.010 871 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
121.50 0 n.a. n.a. n.a. n.a. n.a. 0.010 817 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
121.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 759 +0.00% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
121.00 0 n.a. n.a. n.a. n.a. n.a. 0.015 1,592 -50.00% 0.005 02/06/2023 17:40:41 0.005 0 105 01/19/2023 n.a.
120.75 0 n.a. n.a. n.a. n.a. n.a. 0.015 678 -66.67% 0.005 02/06/2023 17:40:41 0.005 0 0 08/29/2022 n.a.
120.50 0 n.a. n.a. n.a. 0.005 555 0.015 555 -50.00% 0.010 02/06/2023 17:40:41 0.010 0 746 01/25/2023 n.a.
120.25 0 n.a. n.a. n.a. 0.005 479 0.020 479 -50.00% 0.015 02/06/2023 17:40:41 0.015 0 363 02/03/2023 n.a.
120.00 0 n.a. n.a. n.a. 0.010 406 0.025 406 -55.56% 0.020 02/06/2023 17:40:41 0.020 400 11,572 02/06/2023 n.a.
119.75 0 n.a. n.a. n.a. 0.020 348 0.035 348 -53.85% 0.030 02/06/2023 17:40:41 0.030 0 1,452 02/06/2023 n.a.
119.50 0 n.a. n.a. n.a. 0.030 309 0.045 309 -57.89% 0.040 02/06/2023 17:40:41 0.040 1 2,664 02/06/2023 n.a.
119.25 0 n.a. n.a. n.a. 0.045 279 0.065 429 -55.56% 0.060 02/06/2023 17:40:41 0.060 1 3,217 02/06/2023 n.a.
119.00 0 n.a. n.a. n.a. 0.070 726 0.090 884 -54.05% 0.085 02/06/2023 17:40:41 0.085 400 2,342 02/06/2023 n.a.
118.75 0 n.a. n.a. n.a. 0.105 233 0.125 785 -51.02% 0.120 02/06/2023 17:40:41 0.120 0 1,833 02/03/2023 n.a.
118.50 0 n.a. n.a. n.a. 0.150 216 0.170 150 -49.23% 0.165 02/06/2023 17:40:41 0.165 150 12,062 02/06/2023 n.a.
118.25 0 n.a. n.a. n.a. 0.210 201 0.230 201 -45.88% 0.230 02/06/2023 17:40:41 0.230 1 2,344 02/02/2023 n.a.
118.00 0 0.300 0.300 0.280 0.280 186 0.305 186 -4.92% 0.290 02/07/2023 11:27:09 0.305 701 3,647 02/06/2023 n.a.
117.75 0 n.a. n.a. n.a. 0.370 171 0.395 171 -40.30% 0.400 02/06/2023 17:40:41 0.400 0 1,595 01/25/2023 n.a.
117.50 0 n.a. n.a. n.a. 0.475 656 0.505 156 -37.20% 0.515 02/06/2023 17:40:41 0.515 0 2,025 02/06/2023 n.a.
117.25 0 n.a. n.a. n.a. 0.600 150 0.635 150 -34.85% 0.645 02/06/2023 17:40:41 0.645 0 890 02/02/2023 n.a.
117.00 0 n.a. n.a. n.a. 0.740 100 0.780 100 -32.05% 0.795 02/06/2023 17:40:41 0.795 0 2,370 01/05/2023 n.a.
116.75 0 n.a. n.a. n.a. 0.900 100 0.945 100 -30.04% 0.955 02/06/2023 17:40:41 0.955 0 1,270 01/09/2023 n.a.
116.50 0 n.a. n.a. n.a. 1.070 597 1.120 100 -27.71% 1.135 02/06/2023 17:40:41 1.135 0 70 01/03/2023 n.a.
116.25 0 n.a. n.a. n.a. 1.260 354 1.310 100 -25.77% 1.325 02/06/2023 17:40:41 1.325 0 2,070 01/03/2023 n.a.
116.00 0 n.a. n.a. n.a. 1.465 254 1.515 100 -23.69% 1.530 02/06/2023 17:40:41 1.530 0 120 01/09/2023 n.a.
115.75 0 n.a. n.a. n.a. 1.675 354 1.730 100 -22.15% 1.740 02/06/2023 17:40:41 1.740 0 0 09/01/2022 n.a.
115.50 0 n.a. n.a. n.a. 1.895 354 1.950 100 -20.65% 1.960 02/06/2023 17:40:41 1.960 0 0 09/09/2022 n.a.
115.25 0 n.a. n.a. n.a. 2.125 254 2.195 254 -19.22% 2.185 02/06/2023 17:40:41 2.185 0 0 09/09/2022 n.a.
115.00 0 n.a. n.a. n.a. 2.355 254 2.425 254 -17.83% 2.420 02/06/2023 17:40:41 2.420 0 0 09/09/2022 n.a.
114.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -16.77% 2.655 02/06/2023 17:40:41 2.655 0 0 09/16/2022 n.a.
114.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -15.72% 2.895 02/06/2023 17:40:41 2.895 0 0 09/16/2022 n.a.
114.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -14.67% 3.140 02/06/2023 17:40:41 3.140 0 0 09/19/2022 n.a.
114.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -13.99% 3.380 02/06/2023 17:40:41 3.380 0 0 09/21/2022 n.a.
113.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -13.05% 3.630 02/06/2023 17:40:41 3.630 0 0 09/21/2022 n.a.
113.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -12.43% 3.875 02/06/2023 17:40:41 3.875 0 0 09/21/2022 n.a.
113.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -11.76% 4.125 02/06/2023 17:40:41 4.125 0 150 01/27/2023 n.a.
113.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -11.08% 4.375 02/06/2023 17:40:41 4.375 0 0 09/23/2022 n.a.
112.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.64% 4.620 02/06/2023 17:40:41 4.620 0 0 09/23/2022 n.a.
112.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.15% 4.870 02/06/2023 17:40:41 4.870 0 0 09/26/2022 n.a.
112.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.70% 5.120 02/06/2023 17:40:41 5.120 0 0 09/26/2022 n.a.
112.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.29% 5.370 02/06/2023 17:40:41 5.370 0 0 09/27/2022 n.a.
111.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.91% 5.620 02/06/2023 17:40:41 5.620 0 0 09/28/2022 n.a.
111.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.57% 5.870 02/06/2023 17:40:41 5.870 0 0 09/28/2022 n.a.
Total 1,654 53,055

Specifications

Contract Specifications

Contract standards

Futures on notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany, the French Republic and the Republic of Italy with remaining terms and a coupon of:

Contract

Options on
Product IDUnderlyingRemaining term of the underlying Coupon

Percent

Euro-Schatz Futures

OGBS

Euro-Schatz Futures

1.75 to 2.25 years

6

Euro-Bobl Futures

OGBM

Euro-Bobl Futures

4.5 to 5.5 years

6

Euro-Bund Futures

OGBL

Euro-Bund Futures

8.5 to 10.5 years

6

Euro-Buxl® Futures

OGBX

Euro-Buxl® Futures

24.0 to 35.0 years

4

Euro-OAT Futures

OOAT

Euro-OAT Futures

8.5 to 10.5 years

6

Euro-BTP Futures

OBTP

Euro-BTP Futures

8.5 to 11 years

6


Contract size

One fixed income futures contract.


Settlement

The exercise of an option on fixed income futures results in the creation of a corresponding position in the fixed income futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price.


Price quotation and minimum price change
Price quotation is based on points.

Options onMinimum price change
PointsValue

Euro-Schatz Futures

0.005

EUR 5

Euro-Bobl Futures

0.005

EUR 5

Euro-Bund Futures

0.01

EUR 10

Euro-Buxl® Futures

0.02

EUR 20

Euro-OAT Futures

0.01

EUR 10

Euro-BTP Futures

0.01

EUR 10


Contract months

Up to 6 months:The three nearest successive calendar months, as well as the following quarterly month of the March, June, September and December cycle thereafter.

Calendar months: The maturity month of the underlying futures contract is the quarterly month following the expiration month of the option.

Quarterly months: The maturity month of the underlying futures contract and the expiration month of the option are identical.


Last trading day

Last trading day is the last Friday prior to the first calendar day of the option expiration month, followed by at least two exchange days prior to the first calendar day of the option expiration month.

Unless at least two exchange days lie between the last Friday of a month and the first calendar day of the expiration month, the last trading day is the Friday preceding the last Friday. If this Friday is not an exchange day, the exchange day immediately preceding that Friday is the last trading day. An exchange day within the meaning of this exception is a day, which is both an exchange day at the Eurex Exchanges and a federal workday in the U.S.

Close of trading in all option series on the Last trading day is at 17:15 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for options on fixed income futures are determined trough the binomial model according to Cox/Ross/Rubinstein.


Exercise

American-style; an option can be exercised until the end of the Post-Trading Full Period (18:30 CET, on the last trading day 18:00 CET) on any exchange day during the lifetime of the option. 


Exercise prices

Options onExercise intervals
Points

Euro-Schatz Futures

0.1

Euro-Bobl Futures

0.25

Euro-Bund Futures

0.50

Euro-Buxl® Futures

1.00

Euro-OAT Futures

0.25

Euro-BTP Futures

0.50


Number of exercise prices

Upon the admission of the options, at least nine exercise prices shall be made available for each term for each call and put, such that four exercise prices are in-the-money, one is at-the-money and four are out of-the-money.


Option premium

The premium is settled using the futures-style method.


Options on Fixed Income Futures are available for trading in the U.S.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 300 contracts.

Market-Making Parameter

All quotation parameters at a glance

  • Quotation period
  • Maturity range
  • Spread class & Maximum Spread
  • Minimum Quote Size
Liquidity Provider schemes

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.
 

Mistrade Ranges

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.

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:00 17:15 18:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:00 17:15 17:45 18:00

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.25 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.20 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.13 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
TES transactions: Standard fees (A-accounts) EUR 0.25 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.25 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.20 per contract
TES transactions / Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) EUR 0.13 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
Threshold A-accounts 7,500.00 contracts
Threshold P-accounts 7,500.00 contracts
Position Closing Adjustments (A-accounts) EUR 0.50 per contract
Position Closing Adjustments (M- and P-accounts) EUR 0.40 per contract
Exercise of options (A-accounts) EUR 0.25 per contract
Exercise of options (M- and P-accounts) EUR 0.20 per contract
Assignment of options (A-accounts) EUR 0.25 per contract
Assignment of options (M- and P-accounts) EUR 0.20 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Market Status

XEUR

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