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Euro-OAT Futures

Euro-OAT Futures (FOAT)

Product ISIN
DE000A1MAPW3
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Nov 13, 2019 4:53:37 PM

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
166.40 166.93 166.30 166.84 141 166.86 81 +0.29% 166.85 11/13/2019 16:53:37 166.18 104,677 497,204 11/13/2019 11/12/2019

Statistics

Data is forNov 12, 2019   Last update:Nov 13, 2019 12:00:00 AM

Product type:
F
Stock exchange:
n/a
Underlying closing price:
0
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
Dec 19166.00166.39165.93166.36166.18132,260539,473499,023
Mar 20163.59163.59163.59163.59163.681,37868,82767,449
Jun 200.000.000.000.00166.13000
Total     133,638608,300566,472

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.OATA Comdty <GO>
CQGFOATmy
thomsonreuters<0#FOAT:>

Trading

Contract Specifications

Version : 08 Dec 2017

Contract standards

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 FuturesFGBS1.75 to 2.256EUR
Euro-Bobl FuturesFGBM4.5 to 5.56EUR
Euro-Bund FuturesFGBL8.5 to 10.56EUR
Euro-Buxl® FuturesFGBX24.0 to 35.04EUR
Short-Term Euro-BTP FuturesFBTS2.0 to 3.256EUR
Mid-Term Euro-BTP FuturesFBTM4.5 to 6.06EUR
Long-Term Euro-BTP FuturesFBTP8.5 to 11.06EUR
Mid-Term Euro-OAT FuturesFOAM4.5 to 5.56EUR
Euro-OAT FuturesFOAT8.5 to 10.56EUR
Euro-BONO FuturesFBON8.5 to 10.56EUR
CONF FuturesCONF8.0 to 13.06CHF

 

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. Settlement of debt securities issued by the Republic of Italy, the Republic of France and the Kingdom of Spain in case of physical delivery will be done via Clearstream Banking Luxemburg.

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 (not valid for FBTS).

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 20 years (as of September 2018: 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 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 Futures0.005EUR 5
Euro-Bobl Futures0.01EUR 10
Euro-Bund Futures0.01EUR 10
Euro-Buxl® Futures0.02EUR 20
Short-Term Euro-BTP Futures0.01EUR 10
Mid-Term Euro-BTP Futures0.01EUR 10
Long-Term Euro-BTP Futures0.01EUR 10
Mid-Term Euro-OAT Futures0.01EUR 10
Euro-OAT Futures0.01EUR 10
Euro-BONO Futures0.01EUR 10
CONF Futures0.01CHF 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.

 

 

Fixed Income Futures are available for trading in the U.S.

Trading Calendar

  • 01 Jan 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 02 Jan 2019
    Fixed income derivatives | Switzerland | Holiday

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

  • 02 Jan 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 25 Jan 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 28 Jan 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 22 Feb 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 25 Feb 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 07 Mar 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 11 Mar 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 22 Mar 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 25 Mar 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 19 Apr 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 22 Apr 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 26 Apr 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 29 Apr 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 01 May 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 24 May 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 27 May 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 30 May 2019
    Fixed income derivatives | Switzerland | Holiday

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

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 06 Jun 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Jun 2019
    Fixed income derivatives | Switzerland | Holiday

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

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 21 Jun 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 24 Jun 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 26 Jul 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 29 Jul 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 01 Aug 2019
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 01 Aug 2019
    Fixed income derivatives | Switzerland | Holiday

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

  • 23 Aug 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 26 Aug 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 06 Sep 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Sep 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 20 Sep 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 23 Sep 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 25 Oct 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 28 Oct 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 22 Nov 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 25 Nov 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 06 Dec 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • 10 Dec 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • 20 Dec 2019
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 23 Dec 2019
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 24 Dec 2019
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 26 Dec 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

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

  • 31 Dec 2019
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0019:0022:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0012:3020:00

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
TES transactions / Eurex EnLight: Standard fees (A-accounts)EUR 0.32 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts)EUR 0.30 per contract
Position Closing AdjustmentsEUR 0.44 per contract
Determination of the bonds to be delivered (notification)EUR 0.22 per contract
Allocation of the bonds to be deliveredEUR 0.22 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 250 contracts.

Parameters

Maximum Spreads

Maximum Spread (ticks)

1.00

Mistrade Ranges

A deviation from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price by more than the higher value between the mistrade range floor or 20 percent of the PCP for the corresponding futures contract, unless another regulation has been made for an individual product.

The floor value for the mistrade range will be determined on a product level as the higher value between 10 percent of the corresponding outright futures mistrade range calculated using the price change percentile methodology and an absolute value of four ticks.

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.

Orderbook

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