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Eurex通函 044/21:新的MSCI股指期貨與選擇權
1. 摘要
歐洲期貨交易所(Eurex)總部德國管理委員會作出以下決定,於2021年5月31日起生效
·Eurex推出了更多MSCI股指期貨和選擇權,包括更多的ESG指數(MSCI ESG聚焦強化股指期貨)、行業股指(多檔MSCI歐洲行業類股指期貨),以及其它聚焦亞洲的股指——MSCI中國科技100,兩檔MSCI 香港指數,MSCI亞洲新興市場(不含中國),MSCI 世界(不含澳大利亞)
·新產品將會納入現有的MSCI流動性供應商優惠計劃中(將於2021年6月1日起生效)
正式生產環境運行開始時間:2021年5月31日
了解更多Eurex資訊!為了幫助交易者及時了解Eurex最新資訊,所有相關信息可以訪問Eurex Support網頁和可以個性化Eurex App的軟件。
2.所需因應行動
參與者無需採取任何措施。
3. 細則
A. 產品概述
有關新產品詳細信息,請參閱附件一
B.合約細則及產品參數
附件一中包含表格形式的產品概述
更多合約細則請參閱附件二
自產品上市日起,Eurex將期貨和選擇權的最新完整版合約規格在Eurex官網(www.eurex.com)發布,鏈接如下:
Rules & Regs > Eurex Rules& Regulations > Contract Specifications
C. 交易時間
請參照附件一中交易時間
D.交易日曆
MSCI股指的期貨和選擇權將在Eurex(德國)的每個交易日進行交易。自產品交易日起,Eurex網站中可以通過交易日曆搜索交易日,鏈接如下:
E.產品組
請參閱附件一中產品組
F.流動性供應商計劃
自2021年6月1日起,新產品將會被加入至現已存在的MSCI期貨和選擇權流動性供應商計劃中。有關該計劃的詳細激勵方案,報價參數和所有其他信息,請參閱產品補充細則“股指01- MSCI期貨“和“股指02-MSCI選擇權”(見附件3和4)。
G.系統過度使用費以及訂單交易比率
新產品的“系統過度使用費”以及“訂單交易比率”與現有的股指衍生品標準同步。有關更多信息,請訪問Eurex官網,鏈接如下:
或
Rules & Regs > Excessive System Usage Fee
或
Rules & Regs > Order to Trade Ratio
H.錯單參數和持倉限制
新產品的錯單交易範圍和持倉限制將於交易開始時發佈於Eurex官網,鏈接如下:
Markets > Equity Index > MSCI Indexes
I.交易手續費及返佣
附件一中列出的交易手續費及返佣適用本產品。有關詳細信息,請參閱Eurex旗下清算所的最新費用價格表,鏈接如下:
Rules & Regs > Eurex Rules & Regulations > Price List
J. Eurex T7交易輸入前端系統(T7 Entry Services,TES)准入要求
Eurex TES的服務項目概覽,以及單個產品的詳細信息,包括可交易產品,交易類型與範圍和最小交易手數的詳細信息請參閱以下鏈接:
Trade > Eurex T7 Entry Services
MSCI衍生品將會以附件一中所列參數列入Eurex TES。
K.風險參數
新產品的風險參數將自上市日起即時發佈於Eurex官網,鏈接如下:
Data > Clearing files > Risk parameters and initial margins
同時發佈於歐交所清算公司官網,鏈接如下:
您還可以在這裡找到適用Prisma組合保證金計算的Eurex產品詳細信息的最新列表。
附件:
· 1 — 新產品概覽
· 2 — Eurex期貨和選擇權的合約規格更新部分
· 3 — 產品補充細則“股指01- MSCI期貨”
· 4 — 產品補充細則“股指02-MSCI選擇權”
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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