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Options on Euro-Bund Futures

Options on Euro-Bund Futures (OGBL)

Product ISIN
DE0009652685
Underlying ISIN
DE0009652644
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Aug 11, 2020 1:33:21 PM

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
215.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 59 06/04/2020 n.a.
199.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 61 06/17/2020 n.a.
194.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 721 06/30/2020 n.a.
191.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 53 06/23/2020 n.a.
190.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 2 05/15/2020 n.a.
189.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 2 07/02/2020 n.a.
188.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,667 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 0 03/03/2020 n.a.
187.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,767 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 293 07/13/2020 n.a.
187.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 4,269 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 453 07/31/2020 n.a.
186.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 4,269 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 204 08/03/2020 n.a.
186.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 4,269 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 21 08/03/2020 n.a.
185.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,769 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 4,346 08/04/2020 n.a.
185.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 5,020 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 10,350 08/04/2020 n.a.
184.50 0 n.a. n.a. n.a. 0.01 n.a. 0.01 4,017 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 2,091 08/03/2020 n.a.
184.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,885 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 28,814 08/05/2020 n.a.
183.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 3,885 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 1,989 08/07/2020 n.a.
183.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 2,885 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 4,050 08/07/2020 n.a.
182.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 1,274 +0.00% 0.01 08/10/2020 17:32:36 0.01 1,250 4,349 08/04/2020 n.a.
182.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 100 +0.00% 0.01 08/10/2020 17:32:36 0.01 0 21,701 08/07/2020 n.a.
181.50 0 0.01 0.01 0.01 0.01 1,875 0.02 5,687 +0.00% 0.01 08/11/2020 09:41:37 0.01 175 10,486 08/06/2020 n.a.
181.00 0 0.01 0.01 0.01 0.01 3,300 0.02 3,289 -50.00% 0.01 08/11/2020 12:35:41 0.02 85 16,677 08/07/2020 n.a.
180.50 0 0.02 0.02 0.02 0.01 6,208 0.02 50 +0.00% 0.02 08/11/2020 13:28:11 0.02 1,237 10,763 08/10/2020 n.a.
180.00 0 0.04 0.04 0.04 0.02 3,448 0.03 3,069 +0.00% 0.04 08/11/2020 09:41:59 0.04 41 19,406 08/10/2020 n.a.
179.50 0 0.04 0.04 0.04 0.03 1,698 0.04 2,958 -33.33% 0.04 08/11/2020 12:02:07 0.06 52 10,370 08/10/2020 n.a.
179.00 0 0.07 0.07 0.06 0.05 50 0.06 3,281 -40.00% 0.06 08/11/2020 12:14:21 0.10 248 16,193 08/10/2020 n.a.
178.50 0 0.15 0.15 0.09 0.08 166 0.09 1,914 -50.00% 0.09 08/11/2020 12:43:55 0.18 377 17,305 08/10/2020 n.a.
178.00 0 0.21 0.21 0.19 0.14 80 0.15 491 -38.71% 0.19 08/11/2020 11:51:43 0.31 452 16,867 08/10/2020 n.a.
177.50 0 0.45 0.45 0.26 0.25 35 0.26 94 -50.00% 0.26 08/11/2020 13:28:48 0.52 1,575 14,819 08/10/2020 n.a.
177.00 0 0.73 0.75 0.60 0.43 789 0.45 248 -25.93% 0.60 08/11/2020 10:52:17 0.81 1,154 11,608 08/10/2020 n.a.
176.50 0 1.12 1.12 0.82 0.70 43 0.73 113 -30.51% 0.82 08/11/2020 12:14:42 1.18 337 8,353 08/06/2020 n.a.
176.00 0 1.28 1.28 1.05 1.04 52 1.08 53 -34.38% 1.05 08/11/2020 13:33:21 1.60 326 5,158 08/10/2020 n.a.
175.50 0 n.a. n.a. n.a. 1.45 45 1.50 43 +17.05% 2.06 08/10/2020 17:32:36 2.06 0 3,893 08/10/2020 n.a.
175.00 0 n.a. n.a. n.a. 1.88 200 1.96 200 +13.45% 2.53 08/10/2020 17:32:36 2.53 0 2,124 08/05/2020 n.a.
174.50 0 n.a. n.a. n.a. 2.35 200 2.44 200 +11.44% 3.02 08/10/2020 17:32:36 3.02 0 646 07/10/2020 n.a.
174.00 0 3.11 3.11 3.11 2.84 200 2.92 200 -11.65% 3.11 08/11/2020 12:06:43 3.52 25 820 08/07/2020 n.a.
173.50 0 3.55 3.55 3.55 3.33 200 3.41 200 -11.47% 3.55 08/11/2020 12:13:51 4.01 25 1,376 08/10/2020 n.a.
173.00 0 n.a. n.a. n.a. 3.82 450 3.91 200 +7.89% 4.51 08/10/2020 17:32:36 4.51 0 1,650 08/06/2020 n.a.
172.50 0 n.a. n.a. n.a. 4.32 450 4.40 200 +7.05% 5.01 08/10/2020 17:32:36 5.01 0 1 06/17/2020 n.a.
172.00 0 n.a. n.a. n.a. 4.82 200 4.90 200 +6.18% 5.50 08/10/2020 17:32:36 5.50 0 10 07/24/2020 n.a.
171.50 0 n.a. n.a. n.a. 5.31 250 5.41 250 +5.82% 6.00 08/10/2020 17:32:36 6.00 0 2 06/05/2020 n.a.
171.00 0 n.a. n.a. n.a. 5.81 250 5.91 250 +5.35% 6.50 08/10/2020 17:32:36 6.50 0 58 08/07/2020 n.a.
170.50 0 n.a. n.a. n.a. 6.31 250 6.41 250 +4.95% 7.00 08/10/2020 17:32:36 7.00 0 0 02/24/2020 n.a.
170.00 0 n.a. n.a. n.a. 6.81 250 6.91 250 +4.60% 7.50 08/10/2020 17:32:36 7.50 0 0 02/24/2020 n.a.
169.50 0 n.a. n.a. n.a. 7.31 250 7.41 250 +4.30% 8.00 08/10/2020 17:32:36 8.00 0 5 06/30/2020 n.a.
169.00 0 n.a. n.a. n.a. 7.81 250 7.91 250 +4.04% 8.50 08/10/2020 17:32:36 8.50 0 0 02/24/2020 n.a.
168.50 0 n.a. n.a. n.a. 8.31 250 8.41 250 +3.81% 9.00 08/10/2020 17:32:36 9.00 0 0 02/24/2020 n.a.
168.00 0 n.a. n.a. n.a. 8.81 250 8.91 250 +3.60% 9.50 08/10/2020 17:32:36 9.50 0 290 05/21/2020 n.a.
167.50 0 n.a. n.a. n.a. 9.31 250 9.41 250 +3.41% 10.00 08/10/2020 17:32:36 10.00 0 4 06/29/2020 n.a.
167.00 0 n.a. n.a. n.a. 9.81 250 9.91 250 +3.24% 10.50 08/10/2020 17:32:36 10.50 0 2 06/26/2020 n.a.
166.50 0 n.a. n.a. n.a. 10.31 250 10.41 250 +3.09% 11.00 08/10/2020 17:32:36 11.00 0 0 02/24/2020 n.a.
166.00 0 n.a. n.a. n.a. 10.81 250 10.91 250 +2.95% 11.50 08/10/2020 17:32:36 11.50 0 0 02/24/2020 n.a.
165.50 0 n.a. n.a. n.a. 11.31 250 11.41 250 +2.83% 12.00 08/10/2020 17:32:36 12.00 0 0 02/24/2020 n.a.
165.00 0 n.a. n.a. n.a. 11.81 250 11.91 250 +2.71% 12.50 08/10/2020 17:32:36 12.50 0 0 02/24/2020 n.a.
164.50 0 n.a. n.a. n.a. 12.31 250 12.41 250 +2.60% 13.00 08/10/2020 17:32:36 13.00 0 0 02/24/2020 n.a.
164.00 0 n.a. n.a. n.a. 12.81 250 12.91 250 +2.51% 13.50 08/10/2020 17:32:36 13.50 0 0 03/19/2020 n.a.
163.50 0 n.a. n.a. n.a. 13.31 250 13.41 250 +2.41% 14.00 08/10/2020 17:32:36 14.00 0 0 03/19/2020 n.a.
163.00 0 n.a. n.a. n.a. 13.81 250 13.91 250 +2.33% 14.50 08/10/2020 17:32:36 14.50 0 0 03/19/2020 n.a.
162.50 0 n.a. n.a. n.a. 14.31 250 14.41 250 +2.25% 15.00 08/10/2020 17:32:36 15.00 0 0 03/19/2020 n.a.
162.00 0 n.a. n.a. n.a. 14.81 250 14.91 250 +2.18% 15.50 08/10/2020 17:32:36 15.50 0 0 03/19/2020 n.a.
161.50 0 n.a. n.a. n.a. 15.31 250 15.41 250 +2.11% 16.00 08/10/2020 17:32:36 16.00 0 0 03/19/2020 n.a.
161.00 0 n.a. n.a. n.a. 15.81 250 15.91 250 +2.04% 16.50 08/10/2020 17:32:36 16.50 0 0 03/20/2020 n.a.
160.00 0 n.a. n.a. n.a. 16.81 250 16.91 250 +1.92% 17.50 08/10/2020 17:32:36 17.50 0 0 06/04/2020 n.a.
158.00 0 n.a. n.a. n.a. 18.80 250 18.91 250 +1.72% 19.50 08/10/2020 17:32:36 19.50 0 0 06/04/2020 n.a.
157.00 0 n.a. n.a. n.a. 19.80 250 19.91 250 +1.64% 20.50 08/10/2020 17:32:36 20.50 0 0 06/04/2020 n.a.
154.00 0 n.a. n.a. n.a. 22.80 250 22.91 250 +1.42% 23.50 08/10/2020 17:32:36 23.50 0 0 06/04/2020 n.a.
153.00 0 n.a. n.a. n.a. 23.80 250 23.91 250 +1.37% 24.50 08/10/2020 17:32:36 24.50 0 0 06/04/2020 n.a.
151.00 0 n.a. n.a. n.a. 25.80 250 25.91 250 +1.26% 26.50 08/10/2020 17:32:36 26.50 0 0 06/04/2020 n.a.
150.00 0 n.a. n.a. n.a. 26.80 250 26.91 250 +1.21% 27.50 08/10/2020 17:32:36 27.50 0 0 06/04/2020 n.a.
Total 7,359 248,445

Statistics

Data is forAug 10, 2020   Last update:Aug 11, 2020 12:00:00 AM

Product type:
O
Stock exchange:
n/a
Underlying closing price:
0
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
OGBL Sep 2032,4122.757542,483529,581150/21568
 CALLSep 208,626 252,102248,445  
 PUTSep 2023,786 290,381281,136  
OGBL Oct 201,4120.91871,17570,074162.5/186.549
 CALLOct 20736 19,89519,270  
 PUTOct 20676 51,28050,804  
OGBL Nov 201,1790.85119,13418,043163/18545
 CALLNov 20637 13,52512,956  
 PUTNov 20542 5,6095,087  
OGBL Dec 201,3420.0215,4974,156160/21555
 CALLDec 201,314 1,34632  
 PUTDec 2028 4,1514,124  
Total  36,3452.213638,289621,854  
 Call 11,313 286,868280,703  
 Put 25,032 351,421341,151  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.RXA Cmdty OMON
ComStock<17>l,OGBL\myssssss
CQGDB
FIDES Information ServicesO,FGBL
SIX Financial Information LtdOGBL
Thomson FinancialOGBL/O.EX*
thomsonreuters<0#OGBL++>
vwd6031-6038

Trading

Contract Specifications

Version : 02 Oct 2017

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 FuturesOGBSEuro-Schatz Futures1.75 to 2.25 years6
Euro-Bobl FuturesOGBMEuro-Bobl Futures4.5 to 5.5 years6
Euro-Bund FuturesOGBLEuro-Bund Futures8.5 to 10.5 years6
Euro-OAT FuturesOOATEuro-OAT Futures8.5 to 10.5 years6
Euro-BTP FuturesOBTPEuro-BTP Futures8.5 to 11 years6

 

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 Futures0.005EUR 5
Euro-Bobl Futures0.005EUR 5
Euro-Bund Futures0.01EUR 10
Euro-OAT Futures0.01EUR 10
Euro-BTP Futures0.01EUR 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 Futures0.1
Euro-Bobl Futures0.25
Euro-Bund Futures0.50
Euro-OAT Futures0.25
Euro-BTP Futures0.50

 

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.

Trading Calendar

  • 01 Jan 2020
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives | Holiday

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

  • 02 Jan 2020
    Fixed income derivatives | Switzerland | Holiday

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

  • 02 Jan 2020
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • 24 Jan 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 27 Jan 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 21 Feb 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 24 Feb 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 06 Mar 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Mar 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 27 Mar 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 30 Mar 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 10 Apr 2020
    Interest Rate | Equity | Equity Index | Dividend | Volatility | FX | ETF & ETC | Commodity | Property Derivatives | Holiday

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

  • 13 Apr 2020
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives | Holiday

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

  • 24 Apr 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 27 Apr 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 01 May 2020
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives | Holiday

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

  • 21 May 2020
    Fixed income derivatives | Switzerland | Holiday

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

  • 21 May 2020
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • 22 May 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 25 May 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 01 Jun 2020
    Fixed income derivatives | Switzerland | Holiday

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

  • 01 Jun 2020
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • 08 Jun 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Jun 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 26 Jun 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 29 Jun 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 24 Jul 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 27 Jul 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 21 Aug 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 24 Aug 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 08 Sep 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Sep 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 25 Sep 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 28 Sep 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 23 Oct 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 26 Oct 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 20 Nov 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 23 Nov 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 08 Dec 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Dec 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 23 Dec 2020
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 24 Dec 2020
    Volatility | Property Derivatives | FX | Interest Rate | Equity Index | ETF & ETC | Equity | Dividend | Commodity | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2020
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives | Holiday

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

  • 28 Dec 2020
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 31 Dec 2020
    Commodity | Dividend | Equity | ETF & ETC | Equity Index | Interest Rate | Property Derivatives | FX | Volatility | Holiday

    Eurex is closed for trading in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0017:1518:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0017:1517:4518:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)EUR 0.22 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 0.11 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above first threshold)EUR 0.10 per contract
TES transactions: Standard fees (A-accounts)EUR 0.24 per contract
Eurex EnLight: Standard fees (A-accounts)EUR 0.23 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 0.12 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold)EUR 0.10 per contract
Threshold A-accounts5,000.00 contracts
Threshold P-accounts5,000.00 contracts
Position Closing AdjustmentsEUR 0.40 per contract
Exercise of optionsEUR 0.20 per contract
Assignment of optionsEUR 0.20 per contract
Position transfer with cash transferEUR 7.50 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts.

Parameters

Maximum Spreads

Maximum Spread for 50 lots

Bid prices up to

1st expiration month

2nd expiration month

3rd expiration month

5 exchange days before expiration

0 - 0.090.050.090.140.09
0.1 - 0.290.060.120.180.09
0.30 - 1.00 0.090.180.270.12
> 1.000.120.240.360.12

In Fast Market (definition and announcement by the Exchange), maximum spreads will be increased by 100 percent.

Minimum Quote Size

Basis Block Requirements
50 contracts on the bid and ask side.

The minimum quote duration is 80 percent between 09:00 and 17:30 CET (on a monthly average).
The first two contract months have to be quoted.

Package Block Requirements

Expiration month

Minimum Quote Size

1150 contracts on the bid and ask side
2100 contracts on the bid and ask side
325 contracts on the bid and ask side


The minimum quote duration is 90 percent between 09:00 and 17:30 CET (on a monthly average).
The first three contract months have to be quoted.

In Fast Market, the minimum quote size is reduced by 50 percent.

Market Makers

Mistrade Ranges

Mistrade Range in points

Reference prices up to

1. expiration month

2. expiration month

3. - 4. expiration month

5 exchange days before expiration

0 - 0.090.030.060.090.06
0.1 - 0.290.040.080.130.06
0.3 - 1.000.060.130.190.08
> 1.000.080.170.250.08

For the transactions in option contracts accomplished during a Stressed Market period, the mistrade ranges reduplicate.

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.

 

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