Initiatives & Releases

T7 Release 13.1

With T7 Release 13.1 the following enhancements will be introduced:

  • Delta-neutral Trading Strategies in Total Return Futures
  • Average Price Notation for Packs and Bundles in Money Market Futures

Simulation start: 31 March 2025
Production start: 19 May 2025

T7 Release 13.1








Release Items/Participants Requirements

Feature/Enhancement 

Details

Action Item

Delta-neutral Trading Strategies in Total Return Futures

As a new functional requirement, T7 Release 13.1 will introduce delta-neutral Trading Strategies in Total Return Futures (TRF). Delta-neutrality is achieved by hedging a TRF contract against the corresponding price future contract (DeltaTAM) or against the corresponding MOC futures contract (DeltaTAC) having the same underlying index. 

Trading Participants that would like to make use of the delta-neutral Trading Strategies in Total Return Futures need to adapt to these changes and perform sufficient testing.

Average Price Notation for Packs and Bundles in Money Market Futures

With this release, T7 will support a new pricing notation regarding the instrument types “Packs and Bundles” and “Strips” in money market futures products. For money market futures, it is envisioned that the average pricing notation will replace the average net change pricing notation currently configured for both strips and packs & bundles which is given by the average price difference of leg price and the previous day settlement price of the simple instruments involved in the corresponding strategy.

Trading Members that trade Money Market Futures products need to adapt to changes related to the new pricing notation and perform sufficient testing.


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Contacts

Eurex Frankfurt AG
Customer Technical Support / Technical Helpdesk

Service times from Monday 01:00 – Friday 22:00 CET
(no service on Saturday and Sunday)

Please contact your Technical Account Manager via your personal VIP number which can be found in the Member Section.

T +49-69-211-VIP / +49-69-211-1 08 88 (all)

cts@deutsche-boerse.com

Eurex Frankfurt AG
Key Account Management

Service times from 09:00 - 18:00 CET

client.services@eurex.com

 


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