22 Mar 2021

Eurex

Equity index derivatives: Introduction of Liquidity Provider Schemes for FTSE® 100 Index Derivatives and EURO STOXX® Index Total Return Futures

Eurex Circular 028/21 Equity index derivatives: Introduction of Liquidity Provider Schemes for FTSE® 100 Index Derivatives and EURO STOXX® Index Total Return Futures


1.  Introduction

The Executive Boards of Eurex Frankfurt AG and Eurex Clearing AG took the following decisions, with effect from 29 March 2021:

  • Introduction of a Liquidity Provider Scheme for FTSE® 100 Index Total Return Futures
  • Introduction of a Liquidity Provider Scheme for EURO STOXX® Banks Index Total Return Futures
  • Introduction of a Liquidity Provider Scheme for EURO STOXX® Select Dividend 30 Index Total Return Futures
  • Introduction of a Liquidity Provider Scheme for FTSE® 100 Declared Dividend Index Futures
  • Introduction of a Liquidity Provider Scheme for FTSE® 100 Index Futures
  • Introduction of a Liquidity Provider Scheme for FTSE® 100 Index Options

Production start: 29 March 2021

2.  Required action

There is no action required for participation.

3.  Details of the initiative

Please refer to the attached Product Specific Supplements and/or to the Eurex website under the following link:

Trade > Market-Making and Liquidity provisioning

A. Mistrade parameters and position limits

Mistrade ranges and position limits for the new products will be published as of start of trading on the Eurex website under the links:

Markets > Equity Index

Markets > Equity Index > STOXX Total Return Futures

Markets > Equity Index > FTSE 100 Total Return Futures

Markets > Dividends > Equity Index Dividend Futures

Attachments: 

  • 1 – Equity Index 54 - FTSE 100 Index Futures
  • 2 – Equity Index 55 - FTSE 100 Index Options
  • 3 – Equity Index 58 - Total Return Futures on FTSE 100 Index
  • 4 – Equity Index 59 - FTSE 100 Declared Dividend Index Futures
  • 5 – Equity Index 60 - Total Return Futures on EURO STOXX Banks
  • 6 – Equity Index 61 - Total Return Futures on EURO STOXX Select Dividend 30


Further information

Recipients:

All Trading Participants of Eurex Deutschland and Vendors

Target groups:

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

Related circulars:

Eurex Circulars 020/21, 021/21

Contact:

Pricing & Market Making, eurex.pricing@eurex.com

Web:

Trade > Market-Making and Liquidity provisioning

Authorised by:

Randolf Roth

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