The Management Board of Eurex Deutschland and the Executive Board of Eurex Zürich AG decided to introduce FX Rolling Spot Futures on the following currency pairs with effect from 6 October 2017: EUR/USD, EUR/CHF, EUR/GBP, GBP/USD, GBP/CHF, USD/CHF, AUD/USD, AUD/JPY, EUR/AUD, EUR/JPY, USD/JPY, NZD/USD.
FX Rolling Spot Futures are perpetual futures contracts which are rolled daily if an open position exists at the end of the trading day. FX Rolling Spot Futures mimic trading OTC FX spot contracts combined with the daily usage of a tom-next (T/N) swap in order to roll over the value date of the spot position.
This circular contains all information on the introduction of the new products and the new and updated sections of the relevant Rules and Regulations of Eurex Deutschland and Eurex Zürich AG.
Information on clearing of FX products at Eurex Clearing AG (Eurex Clearing) products as well as the new and updated sections of the relevant Rules and Regulations of Eurex Clearing AG are contained in Eurex Clearing circular 086/17, which is available as attachment 2 to this circular.
Market Status ⓘ
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.
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