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Eurex
1. Introduction
Due to the geopolitical development on 24 February 2022, Eurex has adjusted the parameters for the calculation of the Order-to-Trade Ratio (OTR) as well as parameters for the calculation of the Excessive System Usage Fee (ESU) as of 24 February 2022. The adjusted parameters are valid for all products admitted to trading at Eurex Deutschland until further notice.
The goal of this measure is to provide all market participants with enough headroom to continue their trading and market-making activities for all products admitted to trading at Eurex Deutschland.
In particular, Eurex has decided to change the parameters for the calculation of the Order-to-Trade-Ratio to
and to change the parameters for the calculation of the Excessive System Usage Fee to
Effective date: 24 February 2022
2. Required action
No action is required.
3. Details
The table in Attachment 1 shows the amended parameters used to calculate the OTR for all product groups.
The table in Attachment 2 shows the amended parameters used to calculate the ESU Limit for all limit types and product groups.
Attachments:
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: | client.services@eurex.com | |
Web: | www.eurex.com > Rules & Regs > Excessive System Usage Fee / Order to Trade Ratio | |
Authorized by: | Jonas Ullmann |
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XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
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