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Product Overview
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Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
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Product Overview
Daily Options
Three-Month Euro STR Futures
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Product Overview
Daily Options
Three-Month Euro STR Futures
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Product Overview
Daily Options
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1. 簡介
從2020年9月28日起,歐交所管理層做出以下決定:
此次發布需要獲得監管機構的批准。
為執行此決定,應按附件中的規定修改歐交所的期貨合約和選擇權合約的規格。
本通知包含新產品推出,現有產品調整以及歐交所相關法規和信息的更新。
模擬交易開始時間:2020年7月3日
正式交易日期:2020年9月28日
2. 必要條件
參與無需採取任何行動。
3. 細節
A. 產品總覽
歐交所將通過推出歐洲Buxl®期貨選擇權來擴展其在德國政府債券期貨上的選擇權。
B. 合同規格和產品參數
請在附件中找到詳細的合同規格。
在新產品推出之日,更新後的合同規範的完整版本將在歐交所網站www.eurex.com上的以下位置發布:
Rules & Regs > Eurex Rules & Regulations > Contract Specifications
C. 取得歐交所 T7交易服務 (TES)
接受歐交所一般參與條件,即可交易富有靈活選擇的選擇權。
有關該產品可用的歐交所 T7服務的概述以及可用性,使用可能性和最小可交易合約數量的歐元Buxl®期貨選擇權的詳細信息可在歐交所網站上找到。
CSV文件“交易參數包含產品參數和發行限制(請參閱“ NonDisclosureLimit”一欄),該參數定義了各種產品的歐交所大宗交易的發行上限。 可以在歐交所網站上的鏈接下找到上述信息以及CSV文件:
Data > Trading files > T7 Entry Service Parameters
D. 風險參數
從交易開始時,歐洲Buxl®期貨選擇權的風險參數將在歐交所網站上的發布:
Data > Clearing files > Risk parameters and initial margins
並在歐交所清算公司網站www.eurex.com/ec-en/上通過以下路徑進行操作:
您還將在此路徑下找到更新的列表,其中包含有關符合Prisma資格的歐交所產品的詳細信息。
E. 錯誤交易參數和頭寸限制
自開始交易以來,歐元Buxl®期貨選擇權的不當交易範圍和頭寸限制將歐交所網站上的以下鏈接中發布:
Euro-Buxl Futures
Euro-Buxl Options
F. 交易限額
相同的值適用於現有產品。 有關詳細信息,請在以下鏈接訪問歐交所網站:
Rules & Regs > Excessive System Usage Fee
G. 交易費用
相同的交易費用適用於現有歐元固定收益期貨選擇權。
歐交所清算公司價格表的更改在相應的歐交所清算公司通函中進行了詳細說明。
H. 商品代碼
歐元Buxl®期貨選擇權被分配為ISIN DE000A2P7LF6。
交易開始時,歐元Buxl®期貨選擇權的賣方代碼將在歐交所網站上的鏈接下發布:
Euro-Buxl Futures
Euro-Buxl Options
I. 流動性供應
在正式交易之前,流動性供應的詳細信息將在單獨的歐交所通函中提供。
J. 流動性類別
歐交所清算公司根據歐交所清算公司價格表的第3.2.2.2節授予利率選擇權和利率期貨的回扣。 回扣應遵守每種產品的流動性等級(“ LC”)。 歐元Buxl®期貨的選擇權分類為流動性類別3。
附件:
更多信息
收件者: | 歐交所的所有交易參與者和供應商 | |
目標群體: | 前台/交易,中/後台,IT /系統管理,審核/安全協調 | |
聯繫資訊: | client.services@eurex.com | |
網頁: | www.eurex.com | |
相關通函: | Eurex Clearing circular 051/20 | |
授權人: | Michael Peters |
Market Status ⓘ
XEUR
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