Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Fixed Income Futures
Fixed Income Options
STIR Futures & Options
Credit Index Futures
Financing of Futures CTDs
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
STOXX
MSCI
FTSE
DAX
Mini-DAX
Micro Product Suite
Daily Options
Index Total Return Futures
ESG Index Derivatives
Country Indexes
KOSPI
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
Market Maker Options
ISV & service provider
3rd Party Information Provider
Market data vendors
Brokers
Multilateral and Brokerage Functionality
Block Trades
Delta TAM
T7 Entry Service via e-mail
Vola Trades
Additional contract versions
Exchange for Physicals
Trade at Index Close
Exchange for Swaps
Non-disclosure facility
Market statistics (online)
Trading statistics
Monthly statistics
Eurex Repo statistics
Snapshot summary report
Product parameter files
T7 Entry Service parameters
EFS Trades
EFP-Fin Trades
EFP-Index Trades
MiFID2 Commodity Derivatives Instruments
Total Return Futures conversion parameters
Product and Price Report
Variance Futures conversion parameters
Suspension Reports
Position Limits
RDF Files
Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
Readiness for products
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
T7 Release 12.0
Member Section Releases
Simulation calendar
Archive
Connectivity
Independent Software Vendors
Implementation News
Simulation Calender
F7 General FAQ
F7 MiFID II FAQ
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
With T7 Release 12.1 following enhancements will be introduced:
Simulation start: 25 March 2024
Production start: 13 May 2024
Enhanced Trading Interface
FIX LF
T7 Release 12.1 FIX LF Interface - FIX LF Manual, Version 2
Published 11 Mar 2024 - The document provides information on the T7 FIX LF interface for both the Cash and Derivatives Markets and contains a description of the connectivity, concepts and messages used by FIX LF.
T7 Release 12.1 FIX LF Interface - Derivatives Message Reference, Version 2
Published 11 Mar 2024 - The purpose of this document is to provide all message formats for the derivatives markets part of the FIX LF interface.
T7 Release 12.1 FIX LF Interface - Cash Message Reference, Version 2
Published 11 Mar 2024 - The purpose of this document is to provide all message formats for the cash markets part of the FIX LF interface.
T7 Release 12.1 FIX LF XSD XML representation and layouts, Version 2
Published 11 Mar 2024 - The package contains the QuickFix Engine dictionaries (FIXLF44_Derivatives.xml, FIXLF44_Cash.xml) and message reference files including message and field descriptions (FIXLF_DerivativesExt.xml, FIXLF_CashExt.xml) for the T7 FIX LF interface per marketplace type.
Circulars
Newsflashes
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Introduction of non-standard Options Volatility Strategies | Eurex will introduce non-standard Options Volatility Strategies (NOVS) that will enable Trading Participants to create and trade non-standard options strategies with a futures underlying leg to achieve delta-neutrality of such complex instruments.
| Trading Members need to adapt to these changes and perform sufficient testing. |
Introduction of market-wide Self-Match Prevention | A new market-wide SMP functionality will be launched with T7 Release 12.1, and will be offered optionally and in parallel with the existing SMP Type A functionality for orders and quotes. | Trading Members intending to use this functionality should perform sufficient testing. |
Volatility interruption enhancements | Eurex will enhance its volatility interruption processing by introducing a new static volatility interruption for selected products. The new static volatility interruptions will be based on static price ranges around reference prices defined by the exchange. A volatility interruption will be triggered if the allowed static price deviation is exceeded. The execution of the incoming order will be prevented and the affected instrument or all instruments of the affected product will be automatically moved from continuous trading to a volatility auction, identical as today. Reference prices for determining the static volatility interruption will remain static over the trading day and only be updated intraday via certain market situation, such as a volatility auction. | Trading Members need to adapt to these changes and perform sufficient testing. |
Contacts
Eurex Frankfurt AG
Release Competence Center
Service times from Monday 09:00 – Friday 18:00 CET
(no service on Saturday and Sunday)
Are you looking for information on a previous initiative? We have stored information about our previous initiatives in our Archive for you!
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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.
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