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18 Oct 2021

XEUR : ESTR Transition for TESX update

TESX €STR Transition - the following Conversion Adjustments have been successfully completed by Eurex Clearing to TESX Open Positions on the €STR Transition Date of 18/10/2021

Previous Daily Settlement

Conversion Adjusted

TESX Contract Expiry

Expiry Date

TRF Spread

TRF Price

TRF Spread

TRF Price

Dec21

17.12.2021

-3

4799,16

5,5

4799,78

Mar22

18.03.2022

11

4801,35

19,5

4802,87

Jun22

17.06.2022

29

4807,64

37,5

4810,06

Sep22

16.09.2022

21

4807,58

29,5

4810,9

Dec22

16.12.2022

18

4808,31

26,5

4812,53

Mar23

17.03.2023

18

4810,22

26,5

4815,34

Jun23

16.06.2023

26

4817,78

34,5

4823,79

Sep23

15.09.2023

24

4818,90

32,5

4825,81

Dec23

15.12.2023

23

4820,52

31

4827,87

Mar24

15.03.2024

23

4822,95

31

4831,15

Jun24

21.06.2024

28

4831,27

36

4840,38

Sep24

20.09.2024

27

4832,98

35

4842,94

Dec24

20.12.2024

27

4835,84

35

4846,64

Mar25

21.03.2025

29

4841,60

37

4853,25

Jun25

20.06.2025

34

4852,48

42

4864,97

Sep25

19.09.2025

34

4856,07

42

4869,41

Dec25

19.12.2025

34

4859,67

42

4873,85

Mar26

20.03.2026

35

4865,14

43

4880,17

Jun26

19.06.2026

39

4876,78

47

4892,66

Sep26

18.09.2026

40

4883,00

48

4899,72

Dec26

18.12.2026

41

4889,42

49

4906,99

Dec27

17.12.2027

49

4927,71

57

4948,66

Dec28

15.12.2028

56

4969,73

64

4994,07

Dec29

21.12.2029

63

5018,33

70,5

5044,39

Dec30

20.12.2030

69

5068,20

76,5

5097,42