Product name | Contract type | Expiry | Traded contracts | Put/Call ratio | Open interest | Open interest (adj.) | Strike price range | Strike price series |
---|---|---|---|---|---|---|---|---|
OOAT | Mar 23 | 0 | n/a | 1,380 | 1,380 | 121/190 | 77 | |
CALL | Mar 23 | 0 | 405 | 405 | ||||
PUT | Mar 23 | 0 | 975 | 975 | ||||
OOAT | Apr 23 | 0 | n/a | 0 | 0 | 119.75/140.25 | 83 | |
CALL | Apr 23 | 0 | 0 | 0 | ||||
PUT | Apr 23 | 0 | 0 | 0 | ||||
OOAT | May 23 | 0 | n/a | 0 | 0 | 124.25/140 | 64 | |
CALL | May 23 | 0 | 0 | 0 | ||||
PUT | May 23 | 0 | 0 | 0 | ||||
OOAT | Jun 23 | 0 | n/a | 0 | 0 | 119.75/142 | 90 | |
CALL | Jun 23 | 0 | 0 | 0 | ||||
PUT | Jun 23 | 0 | 0 | 0 | ||||
Total | 0 | n/a | 1,380 | 1,380 | ||||
Call | 0 | 405 | 405 | |||||
Put | 0 | 975 | 975 |
Last trade: Feb 06, 2023 5:40:41 PM
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
190.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 21 | 11/25/2022 | n.a. |
140.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
140.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
140.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
139.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
139.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -50.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
139.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -50.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
139.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -50.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
138.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -66.67% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
138.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -75.00% | 0.01 | 02/06/2023 | 17:40:41 | 0.01 | 0 | 0 | 08/29/2022 | n.a. |
138.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -60.00% | 0.02 | 02/06/2023 | 17:40:41 | 0.02 | 0 | 0 | 08/29/2022 | n.a. |
138.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -66.67% | 0.02 | 02/06/2023 | 17:40:41 | 0.02 | 0 | 0 | 08/29/2022 | n.a. |
137.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -71.43% | 0.02 | 02/06/2023 | 17:40:41 | 0.02 | 0 | 0 | 08/29/2022 | n.a. |
137.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -62.50% | 0.03 | 02/06/2023 | 17:40:41 | 0.03 | 0 | 0 | 08/29/2022 | n.a. |
137.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -60.00% | 0.04 | 02/06/2023 | 17:40:41 | 0.04 | 0 | 0 | 08/29/2022 | n.a. |
137.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.10 | 200 | -58.33% | 0.05 | 02/06/2023 | 17:40:41 | 0.05 | 0 | 0 | 08/29/2022 | n.a. |
136.75 | 0 | n.a. | n.a. | n.a. | 0.01 | 200 | 0.11 | 200 | -57.14% | 0.06 | 02/06/2023 | 17:40:41 | 0.06 | 0 | 0 | 08/29/2022 | n.a. |
136.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.10 | 200 | -58.82% | 0.07 | 02/06/2023 | 17:40:41 | 0.07 | 0 | 0 | 08/29/2022 | n.a. |
136.25 | 0 | n.a. | n.a. | n.a. | 0.02 | 200 | 0.12 | 200 | -60.00% | 0.08 | 02/06/2023 | 17:40:41 | 0.08 | 0 | 0 | 08/29/2022 | n.a. |
136.00 | 0 | n.a. | n.a. | n.a. | 0.03 | 200 | 0.13 | 200 | -58.33% | 0.10 | 02/06/2023 | 17:40:41 | 0.10 | 0 | 0 | 08/29/2022 | n.a. |
135.75 | 0 | n.a. | n.a. | n.a. | 0.04 | 200 | 0.14 | 200 | -57.14% | 0.12 | 02/06/2023 | 17:40:41 | 0.12 | 0 | 0 | 08/29/2022 | n.a. |
135.50 | 0 | n.a. | n.a. | n.a. | 0.06 | 200 | 0.16 | 200 | -54.55% | 0.15 | 02/06/2023 | 17:40:41 | 0.15 | 0 | 0 | 08/29/2022 | n.a. |
135.25 | 0 | n.a. | n.a. | n.a. | 0.08 | 200 | 0.18 | 200 | -55.26% | 0.17 | 02/06/2023 | 17:40:41 | 0.17 | 0 | 0 | 08/29/2022 | n.a. |
135.00 | 0 | n.a. | n.a. | n.a. | 0.10 | 200 | 0.20 | 200 | -54.55% | 0.20 | 02/06/2023 | 17:40:41 | 0.20 | 0 | 0 | 08/29/2022 | n.a. |
134.75 | 0 | n.a. | n.a. | n.a. | 0.13 | 200 | 0.23 | 200 | -52.00% | 0.24 | 02/06/2023 | 17:40:41 | 0.24 | 0 | 0 | 08/29/2022 | n.a. |
134.50 | 0 | n.a. | n.a. | n.a. | 0.17 | 200 | 0.27 | 200 | -51.72% | 0.28 | 02/06/2023 | 17:40:41 | 0.28 | 0 | 0 | 08/29/2022 | n.a. |
134.25 | 0 | n.a. | n.a. | n.a. | 0.20 | 200 | 0.32 | 200 | -50.00% | 0.33 | 02/06/2023 | 17:40:41 | 0.33 | 0 | 0 | 08/29/2022 | n.a. |
134.00 | 0 | n.a. | n.a. | n.a. | 0.23 | 200 | 0.35 | 200 | -49.33% | 0.38 | 02/06/2023 | 17:40:41 | 0.38 | 0 | 0 | 08/29/2022 | n.a. |
133.75 | 0 | n.a. | n.a. | n.a. | 0.29 | 200 | 0.41 | 200 | -47.62% | 0.44 | 02/06/2023 | 17:40:41 | 0.44 | 0 | 0 | 08/29/2022 | n.a. |
133.50 | 0 | n.a. | n.a. | n.a. | 0.33 | 200 | 0.45 | 200 | -46.32% | 0.51 | 02/06/2023 | 17:40:41 | 0.51 | 0 | 0 | 08/30/2022 | n.a. |
133.25 | 0 | n.a. | n.a. | n.a. | 0.39 | 200 | 0.51 | 200 | -44.34% | 0.59 | 02/06/2023 | 17:40:41 | 0.59 | 0 | 0 | 08/30/2022 | n.a. |
133.00 | 0 | n.a. | n.a. | n.a. | 0.47 | 200 | 0.59 | 200 | -43.22% | 0.67 | 02/06/2023 | 17:40:41 | 0.67 | 0 | 35 | 01/30/2023 | n.a. |
132.75 | 0 | n.a. | n.a. | n.a. | 0.52 | 200 | 0.70 | 200 | -41.98% | 0.76 | 02/06/2023 | 17:40:41 | 0.76 | 0 | 0 | 08/30/2022 | n.a. |
132.50 | 0 | n.a. | n.a. | n.a. | 0.59 | 200 | 0.77 | 200 | -40.28% | 0.86 | 02/06/2023 | 17:40:41 | 0.86 | 0 | 35 | 01/30/2023 | n.a. |
132.25 | 0 | n.a. | n.a. | n.a. | 0.68 | 200 | 0.86 | 200 | -39.62% | 0.96 | 02/06/2023 | 17:40:41 | 0.96 | 0 | 0 | 01/09/2023 | n.a. |
132.00 | 0 | n.a. | n.a. | n.a. | 0.79 | 200 | 0.97 | 200 | -37.93% | 1.08 | 02/06/2023 | 17:40:41 | 1.08 | 0 | 35 | 01/30/2023 | n.a. |
131.75 | 0 | n.a. | n.a. | n.a. | 0.90 | 200 | 1.08 | 200 | -36.84% | 1.20 | 02/06/2023 | 17:40:41 | 1.20 | 0 | 244 | 01/16/2023 | n.a. |
131.50 | 0 | n.a. | n.a. | n.a. | 1.00 | 200 | 1.20 | 200 | -35.75% | 1.33 | 02/06/2023 | 17:40:41 | 1.33 | 0 | 35 | 01/30/2023 | n.a. |
131.25 | 0 | n.a. | n.a. | n.a. | 1.14 | 200 | 1.34 | 200 | -33.93% | 1.48 | 02/06/2023 | 17:40:41 | 1.48 | 0 | 0 | 09/09/2022 | n.a. |
131.00 | 0 | n.a. | n.a. | n.a. | 1.26 | 200 | 1.46 | 200 | -33.33% | 1.62 | 02/06/2023 | 17:40:41 | 1.62 | 0 | 0 | 09/12/2022 | n.a. |
130.75 | 0 | n.a. | n.a. | n.a. | 1.42 | 200 | 1.62 | 200 | -31.80% | 1.78 | 02/06/2023 | 17:40:41 | 1.78 | 0 | 0 | 09/12/2022 | n.a. |
130.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -30.96% | 1.94 | 02/06/2023 | 17:40:41 | 1.94 | 0 | 0 | 09/12/2022 | n.a. |
130.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -29.67% | 2.11 | 02/06/2023 | 17:40:41 | 2.11 | 0 | 0 | 09/12/2022 | n.a. |
130.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -28.66% | 2.29 | 02/06/2023 | 17:40:41 | 2.29 | 0 | 0 | 09/12/2022 | n.a. |
129.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -27.78% | 2.47 | 02/06/2023 | 17:40:41 | 2.47 | 0 | 0 | 09/12/2022 | n.a. |
129.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -26.72% | 2.66 | 02/06/2023 | 17:40:41 | 2.66 | 0 | 0 | 09/19/2022 | n.a. |
129.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -25.52% | 2.86 | 02/06/2023 | 17:40:41 | 2.86 | 0 | 0 | 09/19/2022 | n.a. |
129.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -24.82% | 3.06 | 02/06/2023 | 17:40:41 | 3.06 | 0 | 0 | 09/20/2022 | n.a. |
128.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -23.78% | 3.27 | 02/06/2023 | 17:40:41 | 3.27 | 0 | 0 | 09/21/2022 | n.a. |
128.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -23.01% | 3.48 | 02/06/2023 | 17:40:41 | 3.48 | 0 | 0 | 09/21/2022 | n.a. |
128.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -22.15% | 3.69 | 02/06/2023 | 17:40:41 | 3.69 | 0 | 0 | 09/21/2022 | n.a. |
128.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -21.49% | 3.91 | 02/06/2023 | 17:40:41 | 3.91 | 0 | 0 | 09/21/2022 | n.a. |
127.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -20.73% | 4.13 | 02/06/2023 | 17:40:41 | 4.13 | 0 | 0 | 09/21/2022 | n.a. |
127.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -20.00% | 4.36 | 02/06/2023 | 17:40:41 | 4.36 | 0 | 0 | 09/21/2022 | n.a. |
127.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -19.19% | 4.59 | 02/06/2023 | 17:40:41 | 4.59 | 0 | 0 | 09/21/2022 | n.a. |
127.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -18.58% | 4.82 | 02/06/2023 | 17:40:41 | 4.82 | 0 | 0 | 09/21/2022 | n.a. |
126.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -18.02% | 5.05 | 02/06/2023 | 17:40:41 | 5.05 | 0 | 0 | 09/23/2022 | n.a. |
126.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -17.47% | 5.29 | 02/06/2023 | 17:40:41 | 5.29 | 0 | 0 | 09/23/2022 | n.a. |
126.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -16.84% | 5.53 | 02/06/2023 | 17:40:41 | 5.53 | 0 | 0 | 09/26/2022 | n.a. |
126.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -16.40% | 5.76 | 02/06/2023 | 17:40:41 | 5.76 | 0 | 0 | 09/26/2022 | n.a. |
125.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -15.97% | 6.00 | 02/06/2023 | 17:40:41 | 6.00 | 0 | 0 | 09/26/2022 | n.a. |
125.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -15.31% | 6.25 | 02/06/2023 | 17:40:41 | 6.25 | 0 | 0 | 09/27/2022 | n.a. |
125.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -14.94% | 6.49 | 02/06/2023 | 17:40:41 | 6.49 | 0 | 0 | 09/27/2022 | n.a. |
125.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -14.59% | 6.73 | 02/06/2023 | 17:40:41 | 6.73 | 0 | 0 | 09/27/2022 | n.a. |
124.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -14.04% | 6.98 | 02/06/2023 | 17:40:41 | 6.98 | 0 | 0 | 09/28/2022 | n.a. |
124.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -13.74% | 7.22 | 02/06/2023 | 17:40:41 | 7.22 | 0 | 0 | 09/28/2022 | n.a. |
124.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -13.34% | 7.47 | 02/06/2023 | 17:40:41 | 7.47 | 0 | 0 | 09/28/2022 | n.a. |
124.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -12.97% | 7.72 | 02/06/2023 | 17:40:41 | 7.72 | 0 | 0 | 09/28/2022 | n.a. |
123.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -12.72% | 7.96 | 02/06/2023 | 17:40:41 | 7.96 | 0 | 0 | 09/28/2022 | n.a. |
123.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -12.38% | 8.21 | 02/06/2023 | 17:40:41 | 8.21 | 0 | 0 | 09/28/2022 | n.a. |
123.25 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -11.97% | 8.46 | 02/06/2023 | 17:40:41 | 8.46 | 0 | 0 | 09/28/2022 | n.a. |
123.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -11.66% | 8.71 | 02/06/2023 | 17:40:41 | 8.71 | 0 | 0 | 10/11/2022 | n.a. |
122.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -11.37% | 8.96 | 02/06/2023 | 17:40:41 | 8.96 | 0 | 0 | 10/11/2022 | n.a. |
122.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -11.20% | 9.20 | 02/06/2023 | 17:40:41 | 9.20 | 0 | 0 | 10/11/2022 | n.a. |
121.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -9.78% | 10.70 | 02/06/2023 | 17:40:41 | 10.70 | 0 | 0 | 10/24/2022 | n.a. |
Total | 0 | 405 |
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 ID | Underlying | Remaining 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 on | Minimum price change | |
Points | Value | |
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 on | Exercise 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 500 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 | 08:00 | 17:15 | 18:30 |
Pre-Trading | Trading | Post-Trading | |||
---|---|---|---|---|---|
Full | Late1 | Late2 | Restricted | ||
07:30 | 08:00 | 17:15 | 17:45 | 18:00 |
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
Last Trading Day for options on fixed income futures
Delivery Day for options on fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly 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
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
No cash payment in CHF
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly 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
Last Trading Day for options on fixed income futures (weekly expiration)
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 |
TES transactions / 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 |
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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