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Euro-Swap Futures: Introduction of futures contracts on 2, 5, 10 and 30 years interest rate swaps denominated in euro

Release date: 27 May 2014 | Eurex Exchange

No. 107/2014 Euro-Swap Futures: Introduction of futures contracts on 2, 5, 10 and 30 years interest rate swaps denominated in euro

The Management Board of Eurex Deutschland and the Executive Board of Eurex Zürich AG decided to introduce futures contracts on interest rate swaps denominated in euro with various terms (2, 5, 10 and 30 years) and fixed rate arrangements (“Euro-Swap Futures”) effective 1 September 2014.

This circular contains information on the following topics:

Introduction date, contract specifications, trading hours, risk parameters, Market-Making and preparations necessary for start of trading.

Information related to Clearing of the new products, utilization of the wholesale facilities and transaction fees as well as the amended sections of the relevant Rules and Regulations of Eurex Clearing AG will be enclosed in the related Eurex Clearing circular which will be provided to our Trading Participants shortly.

Further information

 

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