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Aug 10, 2026

Eurex

Money Market Derivatives: Amendment of the Contract Specifications and additional combinations for Inter-Product Spread Strategies “ESEU” and “FBOX”

050/26 Money Market Derivatives: Amendment of the Contract Specifications and additional combinations for Inter-Product Spread Strategies “ESEU” and “FBOX”

1.  Introduction

The Management Board of Eurex Deutschland took the following decision with effect from 17 August 2026:

  • To amend the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland pursuant to the Attachment.
  • To extend the available listing of Inter-Product Spreads (ESEU) and Inter-Product Box Spreads (FBOX) by two additional combinations.

2.  Required action

There are no specific actions or requirements for Trading Participants.

3.  Details of the initiative

A. Amendment of the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland

An amendment to section 3.3.4.1 “EFS for Fixed Income” of the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland to clarify the eligibility of Forward Rate Agreement (FRA) as an underlying component of an EFS transaction for Fixed Income.

B. Extension of available combinations for Inter-Product Spreads (ESEU) and Inter-Product Box Spreads (FBOX)

In addition, Eurex intends to extend the available listing of Inter-Product Spreads (ESEU) and Inter-Product Box Spreads (FBOX) by listing two additional contract combinations. This is intended to ensure the continuous availability of contract combinations, particularly upon the expiry of the front-month combination.

The extended listing horizon is intended to facilitate a seamless transition of liquidity across expiries.

The amendments will take effect on 17 August 2026 and will apply to all Trading Participants of Eurex Deutschland and Vendors.
 

Attachment:

  • Amended sections of the Contract Specifications for Future 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

Contact: 

client.services@eurex.com

Web: 

STIR Futures and Options

Authorized by: 

Matthias Graulich


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