Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Fixed Income Futures
Fixed Income Options
STIR Futures & Options
Credit Index Futures
Financing of Futures CTDs
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
STOXX
MSCI
FTSE
DAX
Mini-DAX
Micro Product Suite
Daily Options
Index Total Return Futures
ESG Index Derivatives
Country Indexes
KOSPI
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
Market Maker Options
ISV & service provider
3rd Party Information Provider
Market data vendors
Brokers
Multilateral and Brokerage Functionality
Block Trades
Delta TAM
T7 Entry Service via e-mail
Vola Trades
Additional contract versions
Exchange for Physicals
Trade at Index Close
Exchange for Swaps
Non-disclosure facility
Market statistics (online)
Trading statistics
Monthly statistics
Eurex Repo statistics
Snapshot summary report
Product parameter files
T7 Entry Service parameters
EFS Trades
EFP-Fin Trades
EFP-Index Trades
MiFID2 Commodity Derivatives Instruments
Total Return Futures conversion parameters
Product and Price Report
Variance Futures conversion parameters
Suspension Reports
Position Limits
RDF Files
Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
Readiness for products
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
T7 Release 12.0
Member Section Releases
Simulation calendar
Archive
Connectivity
Independent Software Vendors
Implementation News
Simulation Calender
F7 General FAQ
F7 MiFID II FAQ
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
Eurex Asia
1. 摘要
欧洲期货交易所(Eurex)总部德国管理委员会做出以下决定(自2021年4月19日起生效):
• 推出德国蓝筹DAX®股指、EURO STOXX 50®(FESX)股指和瑞士SMI ®股指的微型期货产品
• 推出新产品的流动性供应商计划
本通函包含有关新产品介绍以及欧交所德国最新相关法规的相关信息。
模拟测试开始时间: 2021年3月25日
正式生产环境运行开始时间:2021年4月19日
2. 所需因应行动
新产品的交易和清算与现有股指衍生品保持一致,因此参与者无需采取任何措施。
3. 细则
有关产品详细信息,请参阅附件一中的表格。
A. 产品概述
德国蓝筹DAX®股指、Euro STOXX 50®股指和瑞士SMI®股指的微型期货仅在合约大小方面与现有基准指数期货不同。DAX®和Euro STOXX 50®指数微型期货1个指数点的价值为1欧元,SMI®指数微型期货1个指数点的价值为1瑞士法郎。
B. 合约细则及产品参数
总体上,新产品的合约细则与现有产品一致,在交易时间和交易日历,最后交易日,结算以及确定每日和最终结算价格方面也是如此。
更多合约细则请参阅附件二
产品上市日起,Eurex会将期货合约和期权合约的最新完整版合约规格在Eurex官网(www.eurex.com)发布,链接如下:
Rules & Regs > Eurex Rules and Regulations > Contract Specifications
C. Eurex T7 交易前端(T7 Entry Services,TES)准入要求
新产品将会在EurexTES交易系统上架供市场交易。有关产品大额交易最低手数门槛,请参阅附件二中的合约规格。
EurexTES的服务项目概览,以及单个产品的详细信息,包括可交易产品,交易类型与范围和最小交易手数的详细信息请参阅以下链接:
Data > Trading files > T7 Entry Service parameters
D. 风险参数
新产品的风险参数将自上市日起即时发布于Eurex官网,链接如下
Data > Clearing files > Risk parameters and initial margins
同时发布于欧交所清算公司官网www.eurex.com/ec-en/,链接如下:
您还可以在这里找到适用Prisma组合保证金计算的Eurex产品详细信息的最新列表。
E. 错单交易范围
新产品的错单交易范围将于交易开始时发布于Eurex官网,链接如下:
Markets > Product Overview > Contract Specs
F. 系统过度使用费以及订单交易比率
新产品的“系统过度使用费”以及“订单交易比率”与现有的股指衍生品标准同步。有关更多信息,请访问Eurex官网,链接如下:
Rules & Regs > Excessive System Usage Fee
Rules & Regs > Order to Trade Ratio
G. 交易及维护费用
详情可在欧交所旗下清算所的当前价格表中查询,该价目表可在 Eurex 网站上下载,具体链接如下:
Rules & Regs > Eurex Rules & Regulations > Price List
H. 主要行情商产品代码
新产品的各主要行情商产品代码将于交易开始时于Eurex官网发布,链接如下:
Markets > Product Overview > Vendor Codes
I. 流动性准备
请参阅所附产品特定补充内容。
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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.