Dear Clearing Member,
We would like to inform you that we have published the full scope of NextGen supported products that are expected to be live in T7 Production (date pending).
The Excel list "Next Generation ETD Contracts – Product List" can be found on the Eurex Clearing website under the following path: Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts > Supporting Documents.
The product list contains six sheets and is valid as of 1 February 2022.
The content of each sheet is explained below and is also summarized in the Glossary of the document:
List of products available at Eurex with validity 2022-02-01.
List of MSCI futures which will be equipped with a daily creation/expiration cycle with cycle frequency of 3 business days implying three daily expiring contracts per product in addition (in total: 149 already existing futures products, 447 new contracts.
List of main options which will be equipped with a weekly creation/expiration cycle with cycle frequency of 5 weeks for all options and cycle frequency of 8 weeks for OESX (in total: 78 options products).
Weekly Options Decom
List of weekly options products which will be decommissioned after the integration of weekly expiring options contracts into the corresponding main options product is completed.
Phys SSF for OVS
List of physically settled single stock futures which will be equipped with a daily creation/expiration cycle with cycle frequency of 1 business day implying one daily expiring contract per product in addition (in total: 94 already existing futures products, 94 new contracts).
Describes the single stocks options relationship to SSF for OVS.
Learn now more about Next Generation ETD Contracts on our dedicated initiative pages under the following links: Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts. System documentation, circulars, timeline and much more information will be available there for you.
If you have any questions or comments, please send an e-mail to: email@example.com.
Your Client Services Team
All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors
Front Office/Trading, Middle + Back Office, IT/System Administration
Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts