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Contract Specifications
Contract sizes
Underlying | Nominal value |
AUD/USD, AUD/JPY Rolling Spot Futures | AUD 100,000 |
EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY Rolling Spot Futures | EUR 100,000 |
GBP/USD, GBP/CHF Rolling Spot Futures | GBP 100,000 |
USD/CHF, USD/JPY Rolling Spot Futures | USD 100,000 |
NZD/USD Rolling Spot Futures | NZD 100,000 |
The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX Rolling Spot Futures is traded in its respective quote currency.
Price quotation and minimum price change
The price quotation is determined as a decimal number with five decimal places. The minimum price change is 0.00001, equivalent to a value of one unit of the quote currency.
For FX Rolling Spot Futures with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency.
Contract maturities
Perpetual contracts with daily rollover of positions.
Last trading day
Not available - perpetual contract.
Daily settlement price
Spot FX at 17:00 CET/CEST, equivalent to 16:00 London time, (as determined by STOXX® according to the FX Rolling Spot Index) – relevant for the daily variation margin payments, capturing day-to-day price variations. The source for the reference spot FX rate is the STOXX® FX Rolling Spot Index. Reference time for spot FX price is 17:00 CET/CEST – equivalent to 16:00 London time.
Further details are available in the clearing conditions.
Daily adjustment price
Spot FX rate at 17:00 CET/CEST adjusted by T/N swap points valid at this time (as determined by STOXX® according to the FX Rolling Spot Index). All existing positions will be closed daily at the prevailing spot rate taken at 17:00 CET/CEST and immediately re-opened at same spot FX rate, adjusted by the T/N swap rate.
Daily basis
An interest rate adjustment for rolling over the position to the next day amounting to the T/N swap rate at opening will be debited (for longs) and credited (for shorts) if the swap rate is positive (base currency is at a premium), and will be credited (for longs) and debited (for shorts) if swap rate is negative (base currency is at a discount).
The source for the overnight FX swap rates is the STOXX® FX Rolling Spot Index. Reference time for using T/N rates is 17:00 CET/CEST, equivalent to 16:00 London time.
This adjustment debit/credit is effected separately from the daily variation margin payment through adjustment of the position price via a “technical trade”.
All existing positions (the position data as per close of the previous trading day is relevant) will be closed daily after 17:00 CET/CEST at the prevailing spot FX rate and immediately reopened at the same spot FX rate, adjusted by the T/N swap rate.
Final settlement price
Not available - perpetual contract.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.
Market-Making Parameter
All quotation parameters at a glance
Mistrade Parameter
This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
Crossing Parameters
(section 2.6 Eurex Trading Conditions)
(1) Orders and Quotes relating to the same Instrument or Combined Instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Trader or several Exchange Traders of an Admitted Company (a “Cross Trade”) nor pursuant to a prior understanding between Exchange Traders of two different admitted companies (a “Pre-Arranged Trade”), unless the conditions according to Paragraph 2 have been fulfilled. The same shall apply for the entry of Orders as part of a Quote.
(2) A Cross Trade or a Pre-Arranged Trade is admissible if a participant in a Cross Trade or a Pre-Arranged Trade Eurex Trading System, announces his intention to execute a corresponding number of Contracts as Cross Trades or Pre-Arranged Trades in the Order Book (“Trade Request”). The buying participant has to ensure that he himself or the selling participant enters the Trade Request. The Order or Quote giving rise to the Cross Trade or Pre-Arranged Trade must be entered one second at the earliest and 121 seconds at the latest after the entry of the Trade Request. Entering a Trade Request without entering the respective Order or Quote is not admissible.
(3) Paragraphs 1 and 2 shall not apply to Transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).
(4) The automated entry functionality for Cross Trades or Pre-Arranged Trades of the Eurex Trading System may be used for entering Cross Trades or Pre-Arranged Trades. In this case, announcement and entry of the corresponding Orders pursuant to Paragraph 2 will be automated.
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 00:55 | 01:00 | 23:00 | 23:05 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 00:55 | 01:00 | 23:00 |
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in CHF
No cash payment in JPY
No cash payment in NZD
No cash payment in JPY
No cash payment in JPY
Last trading day for FX Derivatives
No cash payment in USD
No cash payment in AUD
No cash payment in NZD
No cash payment in JPY
Last trading day for FX Derivatives
No cash payment in USD
No cash payment in JPY
Last trading day for FX Derivatives
No cash payment in JPY
No cash payment in NOK
No cash payment in DKK
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last trading day for FX Derivatives
No cash payment in AUD
No cash payment in NZD
No cash payment in JPY
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in JPY
No cash payment in JPY
No cash payment in GBP
No cash payment in NOK
No cash payment in SEK
No cash payment in DKK
No cash payment in CHF
No cash payment in DKK
Last trading day for FX Derivatives
No cash payment in NOK
No cash payment in DKK
No cash payment in NOK
No cash payment in CHF
No cash payment in GBP
No cash payment in USD
No cash payment in NZD
No cash payment in DKK
No cash payment in SEK
Last trading day for FX Derivatives
No cash payment in USD
No cash payment in SEK
No cash payment in NZD
No cash payment in USD
Last trading day for FX Derivatives
No cash payment in JPY
No cash payment in CHF
No cash payment in JPY
No cash payment in KRW
Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures
Last trading day for FX Derivatives
No cash payment in GBP
No cash payment in USD
Last trading day for FX Derivatives
Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures
No cash payment in KRW
No cash payment in JPY
Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures
No cash payment in KRW
No cash payment in KRW
No cash payment in JPY
No cash payment in KRW
Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures
Last trading day for FX Derivatives
No cash payment in JPY
No cash payment in USD
No cash payment in NZD
No cash payment in JPY
No cash payment in USD
Last trading day for FX Derivatives
No cash payment in USD
Last trading day for FX Derivatives
Eurex is closed for trading in all derivatives
No cash payment in SEK
No cash payment in DKK
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in JPY
Eurex is closed for trading in all derivatives
No cash payment in DKK
No cash payment in SEK
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-, M- and P-accounts) | GBP 0.24 per contract |
| TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) | GBP 0.36 per contract |
| Position Closing Adjustments | GBP 0.48 per contract |
| Determination of the currency to be delivered (notification) | GBP 0.24 per contract |
| Allocation of the currency to be delivered | GBP 0.24 per contract |
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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