28 Dec 2021

Eurex

Equity Total Return Futures: Replacement of Equity Dividend Indices due to corporate actions

Eurex Circular 120/21 Equity Total Return Futures: Replacement of Equity Dividend Indices due to corporate actions

1.  Introduction

Due to corporate actions handling, Eurex Deutschland will replace the Equity Dividend Indices (EDIs) for six existing Equity Total Return Futures (ETRF) products effective on 31 December 2021.

2.  Required action

Please take into consideration for your trading activity the changes specified below regarding the new EDIs and corresponding accrued distribution parameters.

3.  Details 

The table below summarizes the information regarding the new EDIs and corresponding ETRF products:

Screenshot 2021-12-22141947






The start date for the new indices is 20 December 2021 with the base value of zero. The accrued distribution parameters corresponding to the respective ETRFs will be adjusted accordingly effective on 31 December 2021.


Further information

Recipients:

All Trading Participants of Eurex Deutschland and Vendors

Target group:

Front Office/Trading

Contact:

Derivatives Trading Operations, eurextrading@eurex.com, tel. +49-69-211-1 12 10

Web:

www.eurex.com

Authorized by:

Randolf Roth


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