iSTOXX SR Roche Bearer / Participation Futures (RFRO)

  • Currency
    USD
  • Product ISIN
    DE000A26R2U4
  • Underlying ISIN
    CH0412536960

Statistics

Data is for 23.10.2020 Last update:Oct 24, 2020 12:00:00 AM

Traded contracts:
0.00
Open interest:
21.00
Product type:
F
Stock exchange:
n/a
Underlying closing price:
99.46
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 0.00 100.67 0 21 21
Dec 21 0.00 0.00 0.00 0.00 101.09 0 0 0
Total           0 21 21

Prices/Quotes

Displayed data is 15 minutes delayed. Last trade:

Oct 23, 2020 6:46:39 PM

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. +0.22% 100.67 10/23/2020 18:46:39 100.67 0 21 09/29/2020 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
Liquidity Provider schemes

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.
 

Mistrade Ranges

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

Order Book

Content wird geladen.

Market Status

XEUR

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