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Feb 20, 2024

Eurex

Fixed Income Derivatives: Correction of the Contract Specifications for Bond Index Futures

Eurex Circular 024/24 Fixed Income Derivatives: Correction of the Contract Specifications for Bond Index Futures

1.  Introduction

The Management Board of Eurex Deutschland took the following decision with effect from 21 February 2024:

  • To amend the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland (Contract Specifications) to reflect the product specifications for Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index and Bloomberg Sterling Liquid Corporate Index Futures Contracts.

The Contract Specifications will be amended with effect from 21 February 2024, as detailed in the Attachment.

This circular contains all information on the changes to the relevant Rules and Regulations of Eurex Deutschland.

2.   Required action

There is no action required for participation.

3.   Details

Effective 21 February 2024, the Contract Specifications will be amended to reflect the correct product specifications of Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index and Bloomberg Sterling Liquid Corporate Index Futures Contracts. 

In particular, the value of the contract and the price gradation of Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index and Bloomberg Sterling Liquid Corporate Index Futures shall reflect the currency denomination of the respective underlying index.

Additionally, Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index Futures contracts close of trading on the last trading day shall be amended to 22:00 CET.

Attachment:

  • Amendments 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 116/23

Contact:

davide.masi@eurex.com, vassily.pascalis@eurex.com, client.services@eurex.com

Web:

www.eurex.com

Authorized by:

Randolf Roth 


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