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U.S. Introducing Broker direct Eurex access
Eurex
1. Introduction
On 24 January 2022, Eurex amended the Liquidity Provider (LP) schemes for EURO STOXX 50® Index Options by requiring the fulfilment of five additional expirations. The “MM Base” parameter (and the corresponding Base limits) will be increased to maintain similar limits as with the previous LP scheme. The “MM Base” is an important part of determining the overall Excessive System Usage (ESU) Limit and is highly relevant for participants pursuing liquidity provisioning strategies.
The increased ESU parameters for the limit types “All Transactions” and ”Transaction without a consecutive market data update” come into effect on 7 February 2022. Please note that for technical reasons, parameters can only be changed for all products with the same product type (OINX).
Effective date: 7 February 2022
2. Required action
For Trading Participants active in Equity Index Options (product type OINX), the MM Base will be increased, therefore we recommend to analyze the previous TR102 reports (Excessive System Usage Report) of the last months. Upon request, Eurex will provide back-testing results.
3. Details
The first table in Attachment 1 shows the amended parameters used to calculate the ESU Limit for the limit type ”All Transactions”. The parameters for the limit type “Standard Orders” remain unchanged.
To avoid any undue burden on participants, Eurex will amend the Price List to the Connection Agreement, Provider Connection Agreement and STPIP and QTPIP Connection Agreement (Price List) below the required six weeks’ lead time.
The full version of the updated Price List will be published on the Eurex website www.eurex.com as of the effective date under this link:
Rules & Regs > Eurex Rules & Regulations > 04. Connection Agreements
Attachments:
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination | |
Contact: | client.services@eurex.com | |
Related circular: | Eurex Circular 119/21 | |
Web: | www.eurex.com | |
Authorized by: | Jonas Ullmann |
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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.
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