1. Introduction
The Management Board of Eurex Deutschland took the decision to reduce TES (Trade Entry Services)/Eurex EnLight Minimum Block Trade Sizes (MBTS) for selected Fixed Income futures and options, effective 1 March 2023.
This circular contains the updated sections of the relevant Rules and Regulations of Eurex Deutschland.
Production start: 1 March 2023
2. Required action
Eurex invites all Trading Participants to familiarize themselves and their clients with the new lower thresholds.
3. Details of the initiative
With effective date 1 March 2023, the TES/Eurex EnLight Minimum Block Trade Sizes (MBTS) were reduced as follows:
| | | MBTS old | | | MBTS new |
Euro-BONO Futures (FBON) | | | 250 | | | 50 |
CONF Futures (CONF) | | | 500 | | | 50 |
Mid-Term Euro-BTP Futures (FBTM) | | | 100 | | | 50 |
Mid-Term Euro-OAT Futures (FOAM) | | | 250 | | | 50 |
Options on Euro-OAT Futures (OOAT) | | | 500 | | | 100 |
Publication of new thresholds
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 Contract Specifications will be published on the Eurex website www.eurex.com 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 > Eurex T7 Entry Service parameters
Attachment:
- Updated sections of 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 056/22 |
Contact: | | client.services@eurex.com |
Web: | | www.eurex.com |
Authorized by: | | Michael Peters |