CONF Futures (CONF)

  • Bloomberg L.P.
    FBA Cmdty CT
  • ComStock
    <17>l,CONFmy
  • SIX Financial Information Ltd
    CONF
  • Thomson Financial
    CONF/F.EX*
  • thomsonreuters
    <0#CONF:>
  • vwd
    16501
  • Currency
    CHF
  • Product ISIN
    CH0002741988

Statistics

Last update:Nov 27, 2021 12:00:00 AM

Traded contracts:
155
Open interest (adj.):
1,493
Product type:
F
Stock exchange:
n/a
Underlying closing price:
0.00
Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Open interest (adj.)
Dec 21 165.45 165.88 165.45 165.85 165.86 155 1,511 1,493
Mar 22 0.00 0.00 0.00 0.00 163.36 0 0 0
Jun 22 0.00 0.00 0.00 0.00 164.70 0 0 0
Total           155 1,511 1,493

Prices/Quotes

Displayed data is 15 minutes delayed. Last trade:

Nov 26, 2021 5:08:12 PM

Orderbook

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
n.a. n.a. n.a. 165.79 n.a. 165.89 n.a. +1.44% 165.86 11/26/2021 17:08:12 165.86 155 1,493 11/26/2021 11/26/2021

Specifications

Contract Specifications

Notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France, the Kingdom of Spain or the Swiss Confederation with remaining terms and a coupon of:

ContractProduct IDRemaining term in yearsCoupon in percentCurrency

Euro-Schatz Futures

FGBS

1.75 to 2.25

6

EUR

Euro-Bobl Futures

FGBM

4.5 to 5.5

6

EUR

Euro-Bund Futures

FGBL

8.5 to 10.5

6

EUR

Euro-Buxl® Futures

FGBX

24.0 to 35.0

4

EUR

Short-Term Euro-BTP Futures

FBTS

2.0 to 3.25

6

EUR

Mid-Term Euro-BTP Futures

FBTM

4.5 to 6.0

6

EUR

Long-Term Euro-BTP Futures

FBTP

8.5 to 11.0

6

EUR

Mid-Term Euro-OAT Futures

FOAM

4.5 to 5.5

6

EUR

Euro-OAT Futures

FOAT

8.5 to 10.5

6

EUR

Euro-BONO Futures

FBON

8.5 to 10.5

6

EUR

CONF Futures

CONF

8.0 to 13.0

6

CHF


Contract values

EUR 100,000 or CHF 100,000.

Settlement

A delivery obligation arising out of a short position may only be fulfilled by the delivery of certain debt securities issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France, the Kingdom of Spain or the Swiss Confederation with a remaining term on the delivery day within the remaining term of the underlying. 

Debt securities issued by the Federal Republic of Germany must have an original term of no longer than 11 years (not valid for FGBX).

Debt securities issued by the Republic of Italy must have an original term of no longer than 16 years.

Debt securities issued by the Republic of France must have an original term of no longer than 17 years.

Debt securities issued by the the Kingdom of Spain must have an original term of no longer than 15 years.

In the case of callable bonds issued by the Swiss Confederation, the first and the last call dates must be between eight and 13 years.

Debt securities issued by the Federal Republic of Germany must have a minimum issue amount of EUR 4 billion. 

Debt securities issued by the Republic of France, the Republic of Italy and the Kingdom of Spain must have a minimum issue amount of EUR 5 billion, such issued by the Republic of Italy and the Kingdom of Spain no later than ten exchange days prior to the last trading day of the current maturity month, otherwise, they shall not be deliverable until the delivery day of the current maturity month.

Debt securities issued by the Swiss Confederation must have a minimum issue amount of CHF 500 million.

Price quotation and minimum price change

The price quotation is in percent of the par value.

ContractMinimum price change
PercentValue

Euro-Schatz Futures

0.005

EUR 5

Euro-Bobl Futures

0.01

EUR 10

Euro-Bund Futures

0.01

EUR 10

Euro-Buxl® Futures

0.02

EUR 20

Short-Term Euro-BTP Futures

0.01

EUR 10

Mid-Term Euro-BTP Futures

0.01

EUR 10

Long-Term Euro-BTP Futures

0.01

EUR 10

Mid-Term Euro-OAT Futures

0.01

EUR 10

Euro-OAT Futures

0.01

EUR 10

Euro-BONO Futures

0.01

EUR 10

CONF Futures

0.01

CHF 10


Contract months

Up to 9 months:The three nearest quarterly months of the March, June, September and December cycle.

Delivery day

The tenth calendar day of the respective quarterly month, if this day is an exchange day; otherwise, the exchange day immediately succeeding that day.

Notification

Clearing members with open short positions must notify Eurex on the last trading day of the maturing futures which debt instrument they will deliver. Such notification must be given by the end of the Post-Trading Full Period.

Last trading day

Two exchange days prior to the delivery day of the relevant maturity month. Close of trading in the maturing futures on the last trading day is at 12:30 CET.

Daily settlement price

The daily settlement prices for the current maturity month of CONF Futures are determined during the closing auction of the respective futures contract.

For all other fixed income futures, the daily settlement price for the current maturity month is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades transacted within this period.

For the remaining maturity months the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book

Final settlement price

The final settlement price is established by Eurex on the final settlement day at 12:30 CET based on the volume-weighted average price of all trades during the final minute of trading provided that more than ten trades occurred during this minute; otherwise the volume-weighted average price of the last ten trades of the day, provided that these are not older than 30 minutes. If such a price cannot be determined, or does not reasonably reflect the prevailing market conditions, Eurex will establish the final settlement price.

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

  • 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 08:30 17:00 22:10
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:30 12:30 20:00

Trading Calendar

  • Jan 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Jan 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jan 25
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Feb 19
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Feb 22
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Mar 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Mar 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Mar 26
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Mar 29
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Apr 02
    Interest Rates | Equity | Equity Index | Dividends | Volatility | FX | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 05
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 23
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Apr 26
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • May 13
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

  • May 13
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 21
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • May 24
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 24
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

  • May 25
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Jun 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Jun 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Jun 25
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jun 28
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Jul 23
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jul 26
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Aug 27
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Aug 30
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Sep 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Sep 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Sep 24
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Sep 27
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Oct 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Oct 25
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Nov 26
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Nov 29
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Dec 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Dec 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Dec 23
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Dec 24
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Dec 24
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 31
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) CHF 0.30 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) CHF 0.45 per contract
Position Closing Adjustments (A-, M- and P-accounts) CHF 0.60 per contract
Determination of the bonds to be delivered A-, M- and P-accounts (notification) CHF 0.30 per contract
Allocation of the bonds to be delivered (A-, M- and P-accounts) CHF 0.30 per contract
Position transfer with cash transfer CHF 13.00 per transaction

Order Book

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Market Status

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