Contract Type
Contract Date
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Contract Specifications
Underlying instruments
TESX
| Index | Currency | Index type | ISIN |
EURO STOXX 50® Distribution Point Index | EUR | DVP Index | CH0334725220 |
Euro Short Term Rate (€STR flat) | EUR | Funding Rate | EU000A2X2A25 |
TESB
| Index | Currency | Index type | ISIN |
EURO STOXX® Banks Distribution Point Index | EUR | DVP Index | CH0584034968 |
Euro Short Term Rate (€STR) | EUR | Funding Rate | EU000A2X2A25 |
TEDV
| Index | Currency | Index type | ISIN |
EURO STOXX® Select Dividend 30 Distribution Point Index | EUR | DVP Index | CH0584034976 |
Euro Short Term Rate (€STR) | EUR | Funding Rate | EU000A2X2A25 |
iSTOXX®
Index | Currency | Index type | ISIN |
iSTOXX® Europe EUR Group 1 Collateral Large Index | EUR | Net Total Return Index | CH0478459768 |
Euro Short Term Rate (€STR) | EUR | Funding Rate | EU000A2X2A25 |
FTSE
| Index | Currency | Index type | ISIN |
FTSE 100 Index | GBP | Price index | GB0001383545 |
FTSE 100 Cumulative Distribution Point Index | GBP | DVP Index | GB00BMDK8W82 |
Sterling Overnight Index Average (SONIA) | GBP | Funding Rate | GB00B56Z6W79 |
MSCI
| Index | Currency | Index type | ISIN |
Resp MSCI Distribution Distribution Point Index | USD | DVP Index | |
Secured Overnight Financing Rate (SOFR) | USD | Funding Rate |
Settlement
Cash settlement, payable on the first exchange day following the final settlement day.
Contract multiplier
TESX, TEDV: EUR 10 per index point.
TESB, TCBX, TC1L: EUR 50 per index point.
TTUK: GBP 10 per index point.
TMWO, TMFA: USD 10 per index point.
TMEM: USD 100 per index point.
Quotation and minimum change of the TRF spread
TRF spread as annualised rate expressed in basis points with one decimal place. The minimum change of the TRF spread is +/- 0.5 basis points (1 basis point = 0.0001).
Trade types
Trade at Index Close (TAIC) with an index level based on the daily index close.
Trade at Market (TAM) with a custom-defined index level.
Accrued Distributions and Accrued Funding (index points)
The distribution and funding rate payments will be accumulated from the product launch date and added to the TRF futures price in index points. The daily changes in distributions and funding payments are paid out via Variation Margin.
Contract months
TESX - Up to 9 years and 11 months: The 21 nearest quarterly months of the March, June, September and December cycle and the five following annual months of the December cycle thereafter.
TESB, TEDV - Up to 6 years and 11 months: The eight nearest quarterly months of the March, June, September and December cycle and the five following annual months of the December cycle thereafter.
TCBX - Up to 4 years and 11 months: The next five successive annual months of the December cycle.
TC1L - Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.
TTUK - Up to 9 years and 11 months: The twelve nearest quarterly months of the March, June, September and December cycle and the seven following annual months of the December cycle thereafter.
TCBX - Up to 36 months: The next three successive annual months of the December cycle.
Last trading day and final settlement day
Last trading day is the exchange day immediately preceding the final settlement day.
Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 17:30 CET, for MSCI TRF at 22:00 CET.
Daily settlement TRF spread (basis points)
The daily settlement TRF spread is used to calculate the daily settlement price and determined as follows:
Daily settlement price (index points)
The daily settlement price is established on the current trading day and is based on the close of respective underlying index, the daily settlement TRF spread as well as the Accrued Distributions and Accrued Funding which have been accumulated from the product launch until the current date.
Final settlement price (index points)
The final settlement price is established by Eurex on the final settlement day of the contract and is based on the final settlement price of the respective futures contract as well as the Accrued Distributions and Accrued Funding from the product launch until the expiration date.
Further details are available in the clearing conditions and the contract specifications.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts.
Market-Making Parameter
All quotation parameters at a glance
Mistrade Parameter
This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
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 Trader or several Exchange Traders of an Admitted Company (a “Cross Trade”) nor pursuant to a prior understanding between Exchange Traders of two different admitted companies (a “Pre-Arranged Trade”), unless the conditions according to Paragraph 2 have been fulfilled. The same shall apply for the entry of Orders as part of a Quote.
(2) A Cross Trade or a Pre-Arranged Trade is admissible if a participant in a Cross Trade or a Pre-Arranged Trade Eurex Trading System, announces his intention to execute a corresponding number of Contracts as Cross Trades or Pre-Arranged Trades in the Order Book (“Trade Request”). The buying participant has to ensure that he himself or the selling participant enters the Trade Request. The Order or Quote giving rise to the Cross Trade or Pre-Arranged Trade must be entered one second at the earliest and 121 seconds at the latest after the entry of the Trade Request. Entering a Trade Request without entering the respective Order or Quote is not admissible.
(3) Paragraphs 1 and 2 shall not apply to Transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).
(4) The automated entry functionality for Cross Trades or Pre-Arranged Trades of the Eurex Trading System may be used for entering Cross Trades or Pre-Arranged Trades. In this case, announcement and entry of the corresponding Orders pursuant to Paragraph 2 will be automated.
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 09:25 | 09:30 | 17:25 | 22:10 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 09:25 | 09:30 | 17:30 |
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in USD
No cash payment in USD
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and exercise in British equity index derivatives
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in CHF
Eurex is closed for trading and exercise in British equity index derivatives
No cash payment in USD
No cash payment in USD
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in USD
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in CHF
Eurex is closed for trading and exercise in British equity index derivatives
No cash payment in USD
No cash payment in USD
No cash payment in USD
No cash payment in USD
Eurex is closed for trading and exercise in Finnish equity index derivatives
Eurex is closed for trading in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading in all derivatives
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-accounts) | EUR 0.60 per contract |
| Exchange transactions: Standard fees (M- and P-accounts) | EUR 0.64 per contract |
| TES transactions: Standard fees (A-accounts) | EUR 0.60 per contract |
| TES transactions: Standard fees (M- and P-accounts) | EUR 0.64 per contract |
| Daily maintenance fees (A- and P-accounts) | EUR 0.002 per contract |
| Daily maintenance fees (M-accounts) | EUR 0.0015 per contract |
| Position Closing Adjustments | EUR 1.20 per contract |
| Cash settlement (A-accounts) | EUR 0.60 per contract |
| Cash settlement (M- and P-accounts) | EUR 0.64 per contract |
| Position transfer with cash transfer | EUR 7.50 per transaction |
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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