Eurex has noted a minor deviation from behavior in simulation with respect to reference data:
For non-integrated weekly contracts (i.e. remaining old-style contracts like OES1, OES2, ODX1, ODX2, ODX5, OGB1, OGB2, OGB5, DBW1
) the Contract Frequency flag in RDI, RDF files, FIXML and C7 GUI has unexpectedly been set to weekly instead of monthly.
Eurex has decided to correct this flag for the affected option contracts during the batch from Monday, 27 March, to Tuesday, 28 March.
In case you are using the Contract Frequency flag, we recommend to check the impact on your side and reach out for assistance if required.
