31 Aug 2022

Eurex

Equity Options: Changes in Minimum Block Trade Sizes for maturities longer than 2 years

Eurex Circular 084/22 Equity Options: Changes in Minimum Block Trade Sizes for maturities longer than 2 years

1.  Introduction

The Management Board of Eurex Deutschland took the decision to reduce TES (Trade Entry Service)/Eurex EnLight Minimum Block Trade Sizes (MBTS) for selected equity options with maturities longer than 2 years, effective 5 September 2022.

This circular contains the updated sections of the relevant Rules and Regulations of Eurex Deutschland.

Production start: 5 September 2022

2.  Required action

Eurex invites all Trading Participants to familiarize themselves and their clients with the new, lower thresholds which will become effective as of 5 September 2022.

3.  Details 

Contract specifications and product parameters

You can find the updated TES/Eurex EnLight Minimum Block Trade Sizes on product level in the attached Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland (hereafter: Contract Specifications). 

The full version of the updated Contract Specifications will be published on the Eurex website www.eurex.com as of start of trading under:

Rules & Regs > Eurex Rules & Regulations > 03. Contract Specifications

As a reminder, the individual TES Profiles for simple instruments and strategies are always available on the next trading day in the file “YYYYMMDD_tradeEntryServiceProfiles.csv” on the Eurex website under the following link:

Data > Trading files > T7 Entry Service parameters

Attachment:

  • Updated sections of the Annexes to the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland


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 circular:

Eurex circular 059/20

Contact:

client.services@eurex.com

Web:

www.eurex.com

Authorized by:

Michael Peters


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