1. Introduction
The Management Board of Eurex Deutschland decided, with effect from 1 March 2022, to introduce intra-day non-disclosure limits for trades entered using the Eurex T7 Entry Services (TES) in Euro-Bono-Futures (FBON).
Production start: 1 March 2022
2. Required action
There is no required action. Trading Participants may choose between intra-day disclosure and non-disclosure in the TES trades entry window of the T7 Trader GUI trades in Euro-Bono-Futures.
3. Details
Non-disclosure is an optional feature for transactions above a certain volume threshold. Where this threshold is reached or exceeded, the entering trader of bilateral TES or EnLight trades can select intraday publication or non-disclosure by Eurex Exchange’s T7 for these trades. The default setting for transactions above a certain volume threshold is set to non-disclosure in T7.
Effective 1 March 2022, the following non-disclosure limits will apply:
Product | Non-disclosure limit |
Euro-Bono-Futures (FBON) | 1,000 contracts |
As announced in Eurex Clearing circular 003/22, Eurex Clearing will introduce a transaction fee for individual non-disclosed TES or Eurex EnLight trades for Euro-Bono-Futures, as detailed in that circular’s attachment, effective date 1 March 2022.
Further information
Recipients: | | All Trading Participants of Eurex Deutschland and Vendors |
Target groups: | | Front Office/Trading, Middle + Backoffice |
Contact: | | Jutta Frey-Hartenberger, Product R&D Fixed Income, tel. +49-69-211-1 49 88, jutta.frey-hartenberger@eurex.com |
Related circular: | | Eurex Clearing circular 003/22 |
Web: | | www.eurex.com |
Authorized by: | | Michael Peters |