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May 28, 2020

Eurex

MSCI Index Futures: Amendment of Liquidity Provider scheme

Eurex Circular 040/20

1.    Introduction

The Management Board of Eurex Deutschland and the Executive Board of Eurex Frankfurt AG took the following decision:

With effect from 1 July 2020:

  • Amendment of the existing Liquidity Provider scheme for MSCI Index Futures

2.    Required action

Liquidity Providers (LPs) should adapt their quotation behaviour accordingly.

3.    Details

The quotation parameters will be changed, whereby for each product different parameters will be used per time zone. In addition, the mandatory products for the fulfilment of certain packages will be skipped. The incentives (rebates, revenue sharing) remain unchanged. 

Attachment:

  • Amended Product Specific Supplement (PSS) to the Liquidity Provider Agreement

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: Ralf Huesmann, ralf.huesmann@eurexchange.com, T +49-69-211-1 54 43
Web: www.eurexchange.com
Authorised by: Randolf Roth

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