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Dec 23, 2015

Eurex Clearing

Extension and adjustment of Market-Making schemes for futures and options

In connection with the extension of Market-Making schemes for futures and options of Eurex Deutschland und Eurex Zürich AG for the period between 1 January 2016 to 31 December 2016, the following measures of Eurex Clearing described in this circular for the products listed below will come into effect on 1 January 2016:

  1. Interest Rate Derivatives
  • Weekly options on Euro-Bund Futures (OGB1-5)
  • EURIBOR Options and EURIBOR Mid-Curve Options (OEM1-4)
  • EURIBOR Futures (FEU3)
  1. Volatility Index Derivatives
  • VSTOXX® Options
  1. Equity Index Derivatives
  • EURO STOXX® Futures and STOXX® Europe 600 Broadbased and Size Index Futures
  • EURO STOXX® Futures and STOXX® Europe 600 Sector Index Futures
  • DAX® and EURO STOXX 50® – weekly options
  1. iShares ETF Derivatives
  • Options on iShares ETFs