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Feb 14, 2017

Eurex Bonds

Introduction of Eurex Bonds Pricing Model Release 12.0

Effective 3 April 2017, Eurex Bonds will introduce the Eurex Bonds Pricing Model Release 12.0.

The following changes will be made to the new version of the pricing model:

  • Introduction of the following new trading models: “Request for Quote” (RFQ) and “Request for Order” (RFO) (2.2 Transaction Fees)
  • Pricing overview for RFQ and RFO (2.2 Transaction fees)
  • The session-based FIX connections to the Eurex Bonds RFQ system will be provided to the Trading Participants for free (2.3.2 session and session based connections)
  • The number of certificates or tokens provided to Trading Participants with Eurex Bonds lines for free will be increased from 4 to 5 (2.3.3.2 Tokens and Certificates for Connections)

From 3 April 2017 onwards, Eurex Bonds will extend its existing market models with the “Request for Quote” (RFQ) and “Request for Order” (RFO) functionalities. The Eurex Bonds Pricing Model Release 12.0 will be extended with the pricing of transactions resulting from RFQ and RFO.

The existing market models “Central Limit Order Book” and “Pre-Arranges Trades” will remain useable and will not be affected by the amendments to the pricing model.

If you have any questions or require further information, please contact tel. +49-69-211-1 12 22.

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.

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