04 Oct 2018

Eurex Exchange

Money Market Derivatives: Introduction of Three-Month SARON® Futures

The Management Board of Eurex Deutschland took the following decision effective 29 October 2018:

  • Introduction of Three-Month SARON® Futures

With the introduction of the Three-Month SARON® Futures, Eurex will offer a standardised, centrally cleared and cash settled exchange derivative for trading and clearing in the Swiss short-term interest rate market.

This circular contains all information on the introduction of the new product and the updated sections of the relevant Rules and Regulations of Eurex Deutschland.

Information on clearing of the new product as well as the updated sections of the relevant Rules and Regulations of Eurex Clearing AG are contained in Eurex Clearing circular 083/18, which we are providing to our Trading Participants as Attachment 2.

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