EUR/GBP Rolling Spot Futures (RSEP)

  • Bloomberg L.P.
    RAEA Curncy
  • thomsonreuters
    0#RSEP:
  • Currency
    GBP
  • Product ISIN
    DE000A2BMSS1
  • Underlying ISIN
    EU0009653088

Statistics

Data is for 29.10.2020 Last update:Oct 30, 2020 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
27
Product type:
F
Stock exchange:
n/a
Underlying closing price:
0.00
Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Open interest (adj.)
Dec 26 0.00 0.00 0.00 0.00 0.9045 0 27 27
Total           0 27 27

Prices/Quotes

Displayed data is 15 minutes delayed. Last trade:

Oct 29, 2020 6:55:13 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. 0.90126 10 0.90134 10 +0.04% 0.90452 10/29/2020 18:55:13 0.90452 0 27 03/30/2020 10/29/2020

Specifications

Contract Specifications

Underlying

The respective currency pair.

Contract sizes

UnderlyingNominal value
AUD/USD, AUD/JPY Rolling Spot FuturesAUD 100,000
EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY Rolling Spot FuturesEUR 100,000
GBP/USD, GBP/CHF Rolling Spot FuturesGBP 100,000
USD/CHF, USD/JPY Rolling Spot FuturesUSD 100,000
NZD/USD Rolling Spot FuturesNZD 100,000


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 Rolling Spot Futures is traded in its respective quote currency.

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 of the quote currency.

For FX Rolling Spot 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 maturities

Perpetual contracts with daily rollover of positions.

Last trading day

Not available - perpetual contract.

Daily settlement price

Spot FX at 17:00 CET/CEST, equivalent to 16:00 London time, (as determined by STOXX® according to the FX Rolling Spot Index) – relevant for the daily variation margin payments, capturing day-to-day price variations. The source for the reference spot FX rate is the STOXX® FX Rolling Spot Index. Reference time for spot FX price is 17:00 CET/CEST – equivalent to 16:00 London time.

Further details are available in the clearing conditions.

Daily adjustment price

Spot FX rate at 17:00 CET/CEST adjusted by T/N swap points valid at this time (as determined by STOXX® according to the FX Rolling Spot Index). All existing positions will be closed daily at the prevailing spot rate taken at 17:00 CET/CEST and immediately re-opened at same spot FX rate, adjusted by the T/N swap rate.

Daily basis

An interest rate adjustment for rolling over the position to the next day amounting to the T/N swap rate at opening will be debited (for longs) and credited (for shorts) if the swap rate is positive (base currency is at a premium), and will be credited (for longs) and debited (for shorts) if swap rate is negative (base currency is at a discount).

The source for the overnight FX swap rates is the STOXX® FX Rolling Spot Index. Reference time for using T/N rates is 17:00 CET/CEST, equivalent to 16:00 London time.

This adjustment debit/credit is effected separately from the daily variation margin payment through adjustment of the position price via a “technical trade”.

All existing positions (the position data as per close of the previous trading day is relevant) will be closed daily after 17:00 CET/CEST at the prevailing spot FX rate and immediately reopened at the same spot FX rate, adjusted by the T/N swap rate.


Final settlement price

Not available - perpetual contract.

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

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
    FX Holiday

    No cash payment in JPY

  • Jan 02
    FX Holiday

    No cash payment in NZD

  • Jan 02
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • Jan 03
    FX Holiday

    No cash payment in JPY

  • Jan 13
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Jan 13
    FX Holiday

    No cash payment in JPY

  • 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 27
    FX Holiday

    No cash payment in AUD

  • Feb 06
    FX Holiday

    No cash payment in NZD

  • Feb 11
    FX Holiday

    No cash payment in JPY

  • 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
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Feb 24
    FX Holiday

    No cash payment in JPY

  • Mar 16
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Mar 20
    FX Holiday

    No cash payment in JPY

  • Apr 09
    FX Last Trading Day

    Last Trading Day for FX 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 27
    FX Holiday

    No cash payment in NZD

  • Apr 29
    FX Holiday

    No cash payment in JPY

  • 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 04
    FX Holiday

    No cash payment in JPY

  • May 05
    FX Holiday

    No cash payment in JPY

  • May 06
    FX Holiday

    No cash payment in JPY

  • May 08
    Equity | Dividend | Property Derivatives | FX Great Britain Holiday

    No cash payment in GBP

  • May 18
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • May 21
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • 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 | Dividend | Property Derivatives | FX Great Britain Holiday

    No cash payment in GBP

  • Jun 01
    FX Holiday

    No cash payment in NZD

  • Jun 01
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • Jun 08
    FX Holiday

    No cash payment in AUD

  • Jun 15
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Jul 13
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Jul 23
    FX Holiday

    No cash payment in JPY

  • Jul 24
    FX Holiday

    No cash payment in JPY

  • Aug 10
    FX Holiday

    No cash payment in JPY

  • Aug 17
    FX Last Trading Day

    Last Trading Day for FX 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 14
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Sep 21
    FX Holiday

    No cash payment in JPY

  • Sep 22
    FX Holiday

    No cash payment in JPY

  • Oct 12
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Oct 19
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Oct 26
    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 16
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • Nov 23
    FX Holiday

    No cash payment in JPY

  • 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

  • Dec 14
    FX Last Trading Day

    Last Trading Day for FX derivatives

  • 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
    FX Holiday

    No cash payment in NZD

  • Dec 28
    Equity | Dividend | Property Derivatives | FX Great Britain Holiday

    No cash payment in GBP

  • Dec 31
    FX Holiday

    No cash payment in JPY

  • 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) GBP 0.24 per contract
TES transactions: Standard fees (A-, M- and P-accounts) GBP 0.36 per contract
Position Closing Adjustments GBP 0.48 per contract
Determination of the currency to be delivered (notification) GBP 0.24 per contract
Allocation of the currency to be delivered GBP 0.24 per contract

Order Book

Content wird geladen.

Market Status

XEUR

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