1. Introduction
As of 19 October 2020, Non-disclosure limits for MSCI options will be amended.
2. Required action
There are no necessary actions for Trading Participants.
3. Details
As of 19 October 2020, Non-disclosure limits for MSCI options will be amended according to the attached table.
As already announced in Eurex circular 059/20, Eurex reserves the right to amend Non-disclosure limits, even in the absence of ESMA having published updated transparency calculations, if doing so serves to further increase the transparency of the market or to protect the functioning and the integrity of the market. With the described measure, clients should be further enabled to execute MSCI options on Eurex, rather than off-exchange.
Further information on Non-disclosure limits as part of T7 Entry Services can be found on the Eurex website www.eurexchange.com under the following path:
Trade > Eurex T7 Entry Services > Eurex T7 Entry Service parameters
Attachment:
- Amended Non-discosure limits as of 19 October 2020
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination |
Contact: | Rachna Mathur, Equity & Index Sales, tel. +1 212 309 93 08, rachna.mathur@eurexchange.com; Ralf Huesmann, Equity & Index Product Design, tel. +49-69-211-1 54 43, ralf.huesmann@eurexchange.com |
Web: | www.eurexchange.com |
Authorised by: | Randolf Roth |