Prices/Quotes
Price Chart
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Statistics
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Specifications
Contract Specifications
Contract standards
Swiss Average Rate Overnight (SARON®), a collateralized reference rate based on actual market transactions and prices in the Swiss inter-bank repo market.
Contract value
CHF 2,500 per index point.
Settlement
Cash settlement, payable on the first Swiss exchange day following the final settlement day.
Price quotation and minimum price change
The price quotation is in index points with three decimal places on an index basis of 100 less the numerical value of the interest rate traded. The minimum price change is 0.005 index points, equivalent to a value of CHf 12.50.
Contract months
Up to 36 months: The twelve nearest quarterly months of the March, June, September and December cycle.
Last trading day and final settlement day
Last trading day is the final settlement day. Final settlement day is the first exchange days prior to the third Wednesday of the respective maturity month, provided that on that day the SIX Swiss Exchange AG has determined the reference interest rate SARON®; otherwise, the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 18:00 CET.
Daily settlement price
The daily settlement price for the current maturity month of 3M SARON® Futures is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades transacted within this period.
For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book.
Final settlement price
The final settlement price is established by Eurex on the final settlement day after the last SARON® fixing at 18:00 CET and is determined by the following formula:
To fix the final settlement price, the numerical value of the SARON® rate is rounded to three decimal places and then subtracted from 100..
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
- Quotation period
- Maturity range
- Spread class & Maximum Spread
- Minimum Quote Size
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.
Trading Hours
Regular Trading Day
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:00 | 18:00 | 19:00 | 19:00 |
Last Trading Day
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:00 | 18:00 |
Trading Calendar
-
Jan
01
Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Jan
12
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Jan
15
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Jan
15
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
Feb
16
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Feb
19
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Feb
19
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
Mar
15
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Mar
18
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Mar
18
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (standard)
-
Mar
18
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Mar
19
Money market index derivatives | Last Trading Day
Last trading day for 3M SARON® Futures and Three-Month Euro STR Futures
-
Mar
19
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (standard)
-
Mar
29
Interest Rates | Equity | Equity Index | Dividends | Cryptocurrency | Volatility | FX | ETF & ETC | Commodity | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Apr
01
Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Apr
12
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Apr
15
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Apr
15
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
May
01
Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
May
10
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
May
13
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
May
13
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
May
19
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Jun
14
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Jun
17
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Jun
17
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (standard)
-
Jun
17
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Jun
18
Money market index derivatives | Last Trading Day
Last trading day for 3M SARON® Futures and Three-Month Euro STR Futures
-
Jun
18
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (standard)
-
Jul
12
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Jul
15
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Jul
15
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
Aug
16
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Aug
19
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Aug
19
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
Sep
13
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Sep
16
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Sep
16
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (standard)
-
Sep
16
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Sep
17
Money market index derivatives | Last Trading Day
Last trading day for 3M SARON® Futures and Three-Month Euro STR Futures
-
Sep
17
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (standard)
-
Oct
11
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Oct
14
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Oct
14
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
Nov
15
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Nov
18
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Nov
18
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures
-
Dec
13
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Dec
16
Money market index derivatives | Last Trading Day
Last trading day for Three-Month EURIBOR Futures
-
Dec
16
Money market index derivatives | Last Trading Day
Last trading day for Options on Three-Month EURIBOR Futures
-
Dec
16
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (OEM1-4)
-
Dec
17
Money market index derivatives | Last Trading Day
Last trading day for 3M SARON® Futures and Three-Month Euro STR Futures
-
Dec
17
Money market index derivatives | Delivery Day
Delivery day for Options on Three-Month EURIBOR Futures (standard)
-
Dec
24
Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday
Eurex is closed for trading in all derivatives
-
Dec
25
Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Dec
26
Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Dec
31
Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday
Eurex is closed for trading in all derivatives
Transaction Fees
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-, M- and P-accounts) | CHF 0.50 per contract |
| TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) | CHF 0.75 per contract |
| Position Closing Adjustments (A-accounts) | CHF 1.00 per contract |
| Position Closing Adjustments (M- and P-accounts) | CHF 0.80 per contract |
| Cash settlement (A-accounts) | CHF 0.50 per contract |
| Cash settlement (M- and P-accounts) | CHF 0.40 per contract |
| Position transfer with cash transfer | CHF 13.00 per transaction |
Order Book
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