Nur In Englisch: T7 Production: Change of the Partition ID and/or multicast addresses for Money Market Index Futures (FEU3, FSR3, FST3), Inter-Product Spread (IPEE) and some Equity Options

– Dieses Rundschreiben ist nur in Englisch verfügbar. –

1.   Introduction

Eurex Exchange will make configuration changes for the Money Markets Index Futures products FEU3 (EURIBOR Futures), FSR3 (SARON^® Futures) and FST3 (Euro STR Futures) in preparation for the introduction of an additional Inter Product Spread (IPS) in the future. The configuration of the existing Inter Product Spread Strategy „EURIBOR – Euro-STR” (IPEE) will also be changed. 

In addition to the Money Markets Index Futures, Eurex Exchange will also make configuration changes for a total of 66 Single Stock Options products. The performance of the affected products will be optimized by grouping them based on the TSL Product Grouping (TSLMarketGroupID in the RDI/RDF reference data stream) in a country-specific partition mapping and consolidating the access to the respective market data. For the affected products, Eurex Exchange will either re-assign the partition IDs and/or the multicast addresses for the dissemination of market data via the EMDI and EOBI interfaces. The dissemination of market data via the MDI interface will remain unchanged.

The affected products will be redistributed to the new partitions and/or multicast addresses from the business day 25 March 2024 onwards.

Participants with HF-sessions (HF-sessions always use the partition-specific gateways) will be directly affected by those configuration changes where the Partition-ID will be reassigned. The product reference data will be modified accordingly to reflect the new partition ID.

2.   Required action

Moving products from one partition to another may lead to a scenario where Good Till Cancelled (GTC) and Good Till Date (GTD) orders entered and owned by one HF-session come to reside on two different partitions.

As a HF-session login is always partition-specific (via a partition-specific gateway), the respective owning session needs to login to the new partition to manage orders for products which have been moved. To manage orders for products which have not been moved, the owning session needs to login to the old partition.

3.   Details 

Please see the tables in Attachment 1 for an overview of the respective configuration changes for the Money Markets Index Futures currently located on Partition 6.

More details regarding the multicast address assignments for the Equity Options can be taken from the sheet in Attachment 2.

The reference data containing all the respective changes will be provided following the start of the T7 trading system for the business day Monday, 25 March 2024.

Attachments:

• 1 – Overview of respective configuration changes for the Money Market Index Futures currently located on Partition 6
• 2 – More details regarding multicast address assignments for Equity Options

Further information