EUR/AUD Futures (FCEA)

  • Refinitiv
    0#FCEA:
  • Bloomberg L.P.
    POPA Curncy DES
  • Currency
    AUD
  • Product ISIN
    DE000A160WW0
  • Underlying ISIN
    EU0009654748

Statistics

Last update:Jul 05, 2022 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
889
Product type:
F
Stock exchange:
n/a
Underlying closing price:
1.52
Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Open interest (adj.)
Oct 22 0.00 0.00 0.00 0.00 1.5303 0 0 0
Nov 22 0.00 0.00 0.00 0.00 1.5337 0 0 0
Dec 22 0.00 0.00 0.00 0.00 1.5384 0 0 0
Jul 22 0.00 0.00 0.00 0.00 1.5213 0 0 0
Aug 22 0.00 0.00 0.00 0.00 1.5241 0 0 0
Sep 22 0.00 0.00 0.00 0.00 1.5274 0 889 889
Jan 23 0.00 0.00 0.00 0.00 1.542 0 0 0
Dec 23 0.00 0.00 0.00 0.00 1.5807 0 0 0
Feb 23 0.00 0.00 0.00 0.00 1.5453 0 0 0
Mar 23 0.00 0.00 0.00 0.00 1.5487 0 0 0
Apr 23 0.00 0.00 0.00 0.00 1.5529 0 0 0
May 23 0.00 0.00 0.00 0.00 1.5563 0 0 0
Jun 23 0.00 0.00 0.00 0.00 1.5606 0 0 0
Jul 23 0.00 0.00 0.00 0.00 1.5638 0 0 0
Aug 23 0.00 0.00 0.00 0.00 1.5669 0 0 0
Sep 23 0.00 0.00 0.00 0.00 1.5708 0 0 0
Dec 24 0.00 0.00 0.00 0.00 1.6183 0 0 0
Mar 24 0.00 0.00 0.00 0.00 1.5903 0 0 0
Jun 24 0.00 0.00 0.00 0.00 1.5998 0 0 0
Jun 25 0.00 0.00 0.00 0.00 1.6368 0 0 0
Total 0 889 889

Prices/Quotes

Specifications

Contract Specifications

FX contractProduct ID

AUD/USD Futures

FCAU

AUD/JPY Futures

FCAY

EUR/USD Futures

FCEU

EUR/CHF Futures

FCEF

EUR/GBP Futures

FCEP

EUR/NOK Futures

FCNK

EUR/SEK Futures

FCSK

EUR/DKK Futures

FCDK

EUR/AUD Futures

FCEA

EUR/JPY Futures

FCEY

GBP/USD Futures

FCPU

GBP/CHF Futures

FCPF

USD/CHF Futures

FCUF

USD/NOK Futures

FCUN

USD/SEK Futures

FCUS

USD/DKK Futures

FCUD

USD/JPY Futures

FCUY

NOK/SEK Futures

FCNS

NZD/USD Futures

FCNU


Contract sizes

The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX Futures is traded in its respective quote currency.

Underlying

Nominal value

AUD/USD, AUD/JPY Futures

AUD 100,000

EUR/USD, EUR/CHF, EUR/GBP, EUR/NOK, EUR/SEK, EUR/DKK, EUR/AUD, EUR/JPY Futures

EUR 100,000

GBP/USD, GBP/CHF Futures

GBP 100,000

USD/CHF, USD/NOK, USD/SEK, USD/DKK, USD/JPY Futures

USD 100,000

NOK/SEK Futures

NOK 1,000,000

NZD/USD Futures

NZD 100,000


Settlement

Physical delivery of underlying currencies (T+2) via the CLS system.

Price quotation and minimum price change

The price quotation is determined as a decimal number with five decimal places. The minimum price change is 0.00001, equivalent to a value of one unit (NOK/SEK 10 units) of the quote currency.

For FX Futures with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency.

Contract months

Up to 36 months:The fifteen nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.

Last trading day and final settlement day

Last trading day and final settlement day is the second exchange day preceding the third Wednesday of each maturity month. Close of trading in the maturing FX Futures on the last trading day is at 15:00 CET.

Daily settlement price

Daily settlement price is the volume weighted average price (VWAP) of the futures transactions calculated over a 60 second interval ending at 15:00 CET. If less than five transactions occur, the VWAP of the last five transactions conducted in the last 15 minutes before 15:00 CET or the mid-point of bid/ask prices in the order book before 15:00 CET is used.

Further details are available in the clearing conditions.

Final settlement price

Final settlement price is the VWAP of all transactions executed during the final trading minute ending at 15:00 CET. If no adequate prices are available, Eurex Exchange will use the average mid-price of the last displayed bid ask spot prices over a 60 second interval ending at 15:00 CET that are published by the data provider designated by Eurex Clearing.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.

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
00:55 01:00 23:00 23:05
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
00:55 01:00 15:00

Trading Calendar

  • Jan 03
    Equity | Dividends | FX | Equity Index | Great Britain | Holiday

    No cash payment in GBP

  • Jan 03
    FX | Holiday

    No cash payment in AUD

  • Jan 03
    FX | Holiday

    No cash payment in JPY

  • Jan 03
    FX | Holiday

    No cash payment in NZD

  • Jan 04
    FX | Holiday

    No cash payment in NZD

  • Jan 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jan 10
    FX | Holiday

    No cash payment in JPY

  • Jan 17
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Jan 17
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jan 26
    FX | Holiday

    No cash payment in AUD

  • Feb 07
    FX | Holiday

    No cash payment in NZD

  • Feb 11
    FX | Holiday

    No cash payment in JPY

  • Feb 14
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Feb 21
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Feb 23
    FX | Holiday

    No cash payment in JPY

  • Mar 14
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Mar 21
    FX | Holiday

    No cash payment in JPY

  • Apr 14
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Apr 14
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • Apr 14
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Apr 15
    Interest Rates | Equity | Equity Index | Dividends | Volatility | FX | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 18
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 25
    FX | Holiday

    No cash payment in NZD

  • Apr 29
    FX | Holiday

    No cash payment in JPY

  • May 02
    Equity | Dividends | FX | Equity Index | Great Britain | Holiday

    No cash payment in GBP

  • May 03
    FX | Holiday

    No cash payment in JPY

  • May 04
    FX | Holiday

    No cash payment in JPY

  • May 05
    FX | Holiday

    No cash payment in JPY

  • May 13
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 16
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • May 17
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 26
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 26
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 26
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 26
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • May 27
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 30
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 02
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Jun 03
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Jun 06
    FX | Holiday

    No cash payment in NZD

  • Jun 06
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jun 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Jun 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • Jun 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jun 13
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Jun 13
    FX | Holiday

    No cash payment in AUD

  • Jun 20
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jul 04
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jul 18
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Jul 18
    FX | Holiday

    No cash payment in JPY

  • Aug 01
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Aug 11
    FX | Holiday

    No cash payment in JPY

  • Aug 15
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Aug 15
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Aug 15
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Aug 29
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Sep 05
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Sep 09
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 09
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Sep 12
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Sep 12
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 19
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Sep 19
    FX | Holiday

    No cash payment in JPY

  • Sep 23
    FX | Holiday

    No cash payment in JPY

  • Oct 03
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Oct 03
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Oct 10
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Oct 10
    FX | Holiday

    No cash payment in JPY

  • Oct 17
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Oct 24
    FX | Holiday

    No cash payment in NZD

  • Nov 03
    FX | Holiday

    No cash payment in JPY

  • Nov 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Nov 14
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Nov 23
    FX | Holiday

    No cash payment in JPY

  • Nov 24
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 19
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Dec 26
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 27
    FX | Holiday

    No cash payment in NZD

  • Dec 27
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Dec 27
    FX | Holiday

    No cash payment in AUD

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) USD 0.30 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) USD 0.45 per contract
Position Closing Adjustments (A-, M- and P-accounts) USD 0.60 per contract
Determination of the currency to be delivered (notification) USD 0.30 per contract
Allocation of the currency to be delivered USD 0.30 per contract

Order Book

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Market Status

XEUR

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