07 Oct 2020

Eurex Exchange

Money market derivatives: Introduction of new expiration dates for EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)

Eurex Circular 077/20


1.  Introduction

In June 2020, the European Central Bank (ECB) published its indicative calendar for the reserve maintenance periods in 2021 and amended the January 2021 end of maintenance period day from 2 February 2021 to 26 January 2021

As the reserve maintenance periods are utilised to mark the expiration dates of the EONIA Futures (FE01) and the EUR Secured Funding Futures (FLIC), the Management Board of Eurex Deutschland decided the following with effect from 12 October 2020:

  • Introduction of new expirations dates for the EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC) contracts.
  • Change of the expiration date for the January 2021 contracts of EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)

To implement the decisions, the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland (Contract Specifications) will be amended as of the above-mentioned effective date, as outlined in the Attachment 2.

As of the effective date, the full version of the amended Contract Specifications will be published on the Eurex website www.eurex.com under the following link:

Rules & Regs > Eurex Rules & Regulations > Contract specifications

2.    Required actions

There are no actions required from the Trading Participants.

3.    Details

EONIA Futures (FEO1):
The table in Attachment 1 lists the additional EONIA Futures contracts which will be made available for trading at Eurex Deutschland.

EUR Secured Funding Futures (FLIC):
The table in Attachment 1 lists the additional EUR Secured Funding Futures contracts which will be made available for trading at Eurex Deutschland.
 

Attachments

  1. Tables with details of the EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)
  2. Amendments to the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland

Further information

Recipients:

All Trading Participants of Eurex Deutschland and Vendors

Target groups:

Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination

Contact:

Davide Masi, Fixed Income ETD Product Design,
T +44 207 862 72 67, davide.masi@eurexchange.com;
Jenny Ivleva, Fixed Income ETD Product Design,
T +44 207 862 70 98, jenny.ivleva@eurexchange.com

Web:

www.eurex.com

Authorised by:

Randolf Roth, Michael Peters


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