Statistics
Data is for 23.10.2020 Last update:Oct 24, 2020 12:00:00 AM
| Delivery month | Opening price | Daily high | Daily low | Last price | Settlem. price | Traded contracts | Open interest | Open interest (adj.) |
|---|---|---|---|---|---|---|---|---|
| Dec 20 | 0.00 | 0.00 | 0.00 | 0.00 | 92.0 | 0 | 1 | 1 |
| Dec 21 | 0.00 | 0.00 | 0.00 | 0.00 | 92.9 | 0 | 0 | 0 |
| Total | 0 | 1 | 1 |
Prices/Quotes
Displayed data is 15 minutes delayed. Last trade:
Orderbook
| Opening price | High | Low | Bid price | Bid vol | Ask price | Ask vol | Diff. to prev. day last | Last price | Date | Time | Daily settlem. price | Traded contracts | Open interest (adj.) | Open interest date | Last trading day |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.94% | 92.00 | 10/23/2020 | 18:46:38 | 92.00 | 0 | 1 | 09/07/2020 | 10/23/2020 |
Specifications
Contract Specifications
Contract value and minimum price change
USD 100 per index point. The minimum price change is 0.1 index points, equivalent to a value of USD 10.
Settlement
Cash settlement, payable on the first exchange day following the last trading day.
Contract months
Up to 12 months: One annual maturity in the December cycle.
Last trading day
The third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing RSS Futures on the last trading day is at 22:00 CET.
Further details are available in the clearing conditions.
Final Settlement Price
The Final Settlement Price is established by Eurex, based on the closing index level published by STOXX® on the last trading day.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts.
Market-Making Parameter
All quotation parameters at a glance
- Quotation period
- Maturity range
- Spread class & Maximum Spread
- Minimum Quote Size
Mistrade Parameter
This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
Crossing Parameters
(section 2.6 Eurex Trading Conditions)
(1) Orders and quotes relating to the same instrument or combined instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.
(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.
(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.
(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).
(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.
Trading Hours
Regular Trading Day
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 08:30 | 09:00 | 22:00 | 22:10 |
Last Trading Day
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 08:30 | 09:00 | 22:00 |
Trading Calendar
-
Jan
01
Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Jan
02
Equity Switzerland Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity derivatives
-
Jan
02
Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday
No cash payment in CHF
-
Jan
06
Equity Poland Holiday
Eurex is closed for trading in Polish equity derivatives
-
Jan
06
Equity Finland | Sweden Holiday
Eurex is closed for trading and exercise in Finnish and Swedish equity derivatives
-
Jan
16
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Jan
17
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Jan
20
Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
Jan
20
Equity Brazil | Canada | USA Holiday
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
-
Jan
20
Equity Brazil | Canada | USA Holiday
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
-
Feb
17
Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
Feb
17
Equity Brazil | Canada | USA Holiday
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
-
Feb
17
Equity Brazil | Canada | USA Holiday
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
-
Feb
20
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Feb
21
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Mar
19
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Mar
20
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Apr
09
Equity Norway Holiday
Eurex is closed for trading in Norwegian equity derivatives
-
Apr
10
Interest Rate | Equity | Equity Index | Dividend | Volatility | FX | ETF & ETC | Commodity | Property Derivatives Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Apr
13
Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Apr
16
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Apr
17
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
May
01
Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
May
08
Equity Great Britain | Ireland | Russia Holiday
Eurex is closed for trading and exercise in British and Russian equity derivatives
-
May
08
Equity | Dividend | Property Derivatives | FX Great Britain Holiday
No cash payment in GBP
-
May
14
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
May
15
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
May
21
Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday
No cash payment in CHF
-
May
21
Equity Switzerland Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity derivatives
-
May
21
Equity Finland | Sweden Holiday
Eurex is closed for trading and exercise in Finnish and Swedish equity derivatives
-
May
21
Equity Norway Holiday
Eurex is closed for trading in Norwegian equity derivatives
-
May
25
Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
May
25
Equity Great Britain | Russia Holiday
Eurex is closed for trading and exercise in British and Russian equity derivatives
-
May
25
Equity Brazil | Canada | USA Holiday
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
-
May
25
Equity Brazil | Canada | USA Holiday
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
-
May
25
Equity | Dividend | Property Derivatives | FX Great Britain Holiday
No cash payment in GBP
-
Jun
01
Equity Austria Holiday
Eurex is closed for trading and exercise in Austrian equity derivatives
-
Jun
01
Equity Germany Holiday
Eurex is closed for trading and exercise in German equity derivatives
-
Jun
01
Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday
No cash payment in CHF
-
Jun
01
Equity Switzerland Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity derivatives
-
Jun
01
Equity Norway Holiday
Eurex is closed for trading in Norwegian equity derivatives
-
Jun
11
Equity Poland Holiday
Eurex is closed for trading in Polish equity derivatives
-
Jun
18
Equity Italy | Finland | Sweden Last Trading Day
Last Trading Day for Italian, Finnish and Swedish equity derivatives
-
Jun
19
Equity Finland | Sweden Holiday
Eurex is closed for trading and exercise in Finnish and Swedish equity derivatives
-
Jun
19
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Jul
03
Equity Brazil | Canada | USA Holiday
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
-
Jul
03
Equity Brazil | Canada | USA Holiday
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
-
Jul
16
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Jul
17
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Aug
20
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Aug
21
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Aug
31
Equity Great Britain | Russia Holiday
Eurex is closed for trading and exercise in British and Russian equity derivatives
-
Aug
31
Equity | Dividend | Property Derivatives | FX Great Britain Holiday
No cash payment in GBP
-
Sep
07
Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
Sep
07
Equity Brazil | Canada | USA Holiday
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
-
Sep
07
Equity Brazil | Canada | USA Holiday
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
-
Sep
17
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Sep
18
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Oct
12
Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
Oct
15
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Oct
16
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Oct
26
Equity Austria Holiday
Eurex is closed for trading and exercise in Austrian equity derivatives
-
Nov
11
Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
Nov
11
Equity Poland Holiday
Eurex is closed for trading in Polish equity derivatives
-
Nov
19
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Nov
20
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Nov
26
Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday
No cash payment in USD
-
Nov
26
Equity Brazil | Canada | USA Holiday
Eurex is closed for trading in Brazilian, Canadian and U.S. equity derivatives
-
Nov
26
Equity Brazil | Canada | USA Holiday
Kein Handel in brasilianischen, kanadischen und US-amerikanischen Aktienderivaten
-
Dec
17
Equity Italy Last Trading Day
Last Trading Day for Italian equity derivatives
-
Dec
18
Equity Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
-
Dec
24
Volatility | Property Derivatives | FX | Interest Rate | Equity Index | ETF & ETC | Equity | Dividend | Commodity Holiday
Eurex is closed for trading in all derivatives
-
Dec
25
Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
-
Dec
28
Equity | Dividend | Property Derivatives | FX Great Britain Holiday
No cash payment in GBP
-
Dec
28
Equity Great Britain | Russia Holiday
Eurex is closed for trading and exercise in British and Russian equity derivatives
-
Dec
31
Commodity | Dividend | Equity | ETF & ETC | Equity Index | Interest Rate | Property Derivatives | FX | Volatility Holiday
Eurex is closed for trading in all derivatives
Transaction Fees
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-, M- and P-accounts) | USD 5.00 per contract |
| TES transactions: Standard fees (A-, M- and P-accounts) | USD 7.00 per contract |
| Position Closing Adjustments | USD 10.00 per contract |
| Cash settlement | USD 5.00 per contract |
| Position transfer with cash transfer | USD 13.00 per transaction |
