With T7 Release 13.1 the following enhancements will be introduced:
Simulation start: 31 March 2025
Production start: 19 May 2025
Enhanced Trading Interface
FIX LF
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Delta-neutral Trading Strategies in Total Return Futures | As a new functional requirement, T7 Release 13.1 will introduce delta-neutral Trading Strategies in Total Return Futures (TRF). Delta-neutrality is achieved by hedging a TRF contract against the corresponding price future contract (DeltaTAM) or against the corresponding MOC futures contract (DeltaTAC) having the same underlying index. | Trading Participants that would like to make use of the delta-neutral Trading Strategies in Total Return Futures need to adapt to these changes and perform sufficient testing. |
Average Price Notation for Packs and Bundles in Money Market Futures | With this release, T7 will support a new pricing notation regarding the instrument types “Packs and Bundles” and “Strips” in money market futures products. For money market futures, it is envisioned that the average pricing notation will replace the average net change pricing notation currently configured for both strips and packs & bundles which is given by the average price difference of leg price and the previous day settlement price of the simple instruments involved in the corresponding strategy. | Trading Members that trade Money Market Futures products need to adapt to changes related to the new pricing notation and perform sufficient testing. |
Contacts
Eurex Frankfurt AG
Key Account Management
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