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Contract Specifications
Eurex MOC Futures on EURO STOXX 50® Index Futures reference the EURO STOXX 50® Index for determining the final price. Settlement of Eurex MOC Futures on EURO STOXX 50® Index Futures will occur into EURO STOXX 50® Index Futures.
Settlement
Transaction-based, physical settlement of EURO STOXX 50® Index Futures. Intraday delivery into the corresponding maturities of EURO STOXX 50® Index Futures.
Contract values and price gradations
| Contract | Contract value per index point | Minimum price change | |
| Points | Value | ||
Eurex MOC Futures on EURO STOXX 50® Index Futures | EUR 10 | 0.1 | EUR 1 |
Contract months
Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.
Last trading day and final settlement day
Each trading day of a Eurex MOC Futures contract on the EURO STOXX 50® Index Futures contract is final settlement day. For Eurex MOC Futures, the last trading day will be one trading day before the last trading day of the underlying index futures contract.
Final settlement price
The final settlement price is established by Eurex on the final settlement day of the contract and is determined as the official closing value of the EURO STOXX 50® Index plus the traded basis price of the Eurex MOC Futures.
Further details are available in the clearing conditions and the contract specifications.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts.
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 | ||
| 08:30 | 08:50 | 17:25 | 18:10 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 08:30 | 08:50 | 17:25 |
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in USD
No cash payment in USD
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
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and exercise in British equity index derivatives
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in CHF
Eurex is closed for trading and exercise in British equity index derivatives
No cash payment in USD
No cash payment in USD
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in USD
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in CHF
Eurex is closed for trading and exercise in British equity index derivatives
No cash payment in USD
No cash payment in USD
No cash payment in USD
No cash payment in USD
Eurex is closed for trading and exercise in Finnish equity index derivatives
Eurex is closed for trading in all derivatives
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
Eurex is closed for trading in all derivatives
| Fee Type | Fee |
|---|---|
| FES1 - Exchange transactions: Standard fees (A- and P-accounts) | EUR 0.00 per contract |
| FES1 - Exchange transactions: Standard fees (M-accounts) | EUR 0.00 per contract |
| FES1 - TES transactions: Standard fees (A-and P-accounts) | EUR 0.00 per contract |
| FES1 - TES transactions: Standard fees (M-accounts) | EUR 0.00 per contract |
| FESX via Eurex MOC Futures - Exchange transactions: Standard fees (A-accounts) | EUR 0.35 per contract |
| FESX via Eurex MOC Futures - Exchange transactions: Standard fees (P-accounts) | EUR 0.30 per contract |
| FESX via Eurex MOC Futures - Exchange transactions: Standard fees (M-accounts) | EUR 0.30 per contract |
| FESX via Eurex MOC Futures - TES transactions: Standard fees (A-accounts) | EUR 0.55 per contract |
| FESX via Eurex MOC Futures - TES transactions: Standard fees (P-accounts) | EUR 0.50 per contract |
| FESX via Eurex MOC Futures - TES transactions: Standard fees (M-accounts) | EUR 0.50 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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