EUR/USD Futures (FCEU)

  • Bloomberg L.P.
    FEEA Curncy DES
  • thomsonreuters
    0#FCEU:
  • Currency
    USD
  • Product ISIN
    DE000A1N53R4
  • Underlying ISIN
    EU0009652759

Statistics

Last update:Sep 18, 2021 12:00:00 AM

Traded contracts:
81
Open interest (adj.):
23,539
Product type:
F
Stock exchange:
n/a
Underlying closing price:
1.18
Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Open interest (adj.)
Oct 21 0.00 0.00 0.00 0.00 1.1781 0 0 0
Nov 21 0.00 0.00 0.00 0.00 1.1787 0 0 0
Dec 21 1.18 1.18 1.18 1.18 1.1793 81 23,539 23,539
Jan 22 0.00 0.00 0.00 0.00 1.1803 0 0 0
Oct 22 0.00 0.00 0.00 0.00 1.1874 0 0 0
Nov 22 0.00 0.00 0.00 0.00 1.1882 0 0 0
Dec 22 0.00 0.00 0.00 0.00 1.1891 0 0 0
Feb 22 0.00 0.00 0.00 0.00 1.1811 0 0 0
Mar 22 0.00 0.00 0.00 0.00 1.182 0 0 0
Apr 22 0.00 0.00 0.00 0.00 1.1826 0 0 0
May 22 0.00 0.00 0.00 0.00 1.1834 0 0 0
Jun 22 0.00 0.00 0.00 0.00 1.1842 0 0 0
Jul 22 0.00 0.00 0.00 0.00 1.1851 0 0 0
Aug 22 0.00 0.00 0.00 0.00 1.1857 0 0 0
Sep 22 0.00 0.00 0.00 0.00 1.1866 0 0 0
Dec 23 0.00 0.00 0.00 0.00 1.2034 0 0 0
Mar 23 0.00 0.00 0.00 0.00 1.1918 0 0 0
Jun 23 0.00 0.00 0.00 0.00 1.1953 0 0 0
Sep 23 0.00 0.00 0.00 0.00 1.1989 0 0 0
Jun 24 0.00 0.00 0.00 0.00 1.2136 0 0 0
Total           81 23,539 23,539

Prices/Quotes

Real-time data. Last trade:

Sep 17, 2021 3:39:17 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. +0.17% 1.17807 09/17/2021 15:39:17 1.17807 0 0 08/04/2020 09/17/2021

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

Trading Calendar

  • Jan 01
    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

  • Jan 04
    FX | Holiday

    No cash payment in NZD

  • Jan 11
    FX | Holiday

    No cash payment in JPY

  • Jan 18
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jan 18
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Jan 26
    FX | Holiday

    No cash payment in AUD

  • Feb 08
    FX | Holiday

    No cash payment in NZD

  • Feb 11
    FX | Holiday

    No cash payment in JPY

  • Feb 15
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Feb 15
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Feb 23
    FX | Holiday

    No cash payment in JPY

  • Mar 15
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Apr 02
    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 05
    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 19
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Apr 26
    FX | Holiday

    No cash payment in NZD

  • Apr 29
    FX | Holiday

    No cash payment in JPY

  • May 03
    FX | Holiday

    No cash payment in JPY

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

    No cash payment in GBP

  • May 04
    FX | Holiday

    No cash payment in JPY

  • May 05
    FX | Holiday

    No cash payment in JPY

  • May 13
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 17
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • May 24
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 31
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • May 31
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Jun 07
    FX | Holiday

    No cash payment in NZD

  • Jun 14
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Jun 14
    FX | Holiday

    No cash payment in AUD

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

    No cash payment in USD

  • Jul 19
    FX | Holiday

    No cash payment in JPY

  • Jul 19
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Aug 09
    FX | Holiday

    No cash payment in JPY

  • Aug 16
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Aug 16
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Aug 16
    KOSPI | FX | Holiday

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

  • Aug 30
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Sep 06
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Sep 13
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Sep 20
    FX | Holiday

    No cash payment in JPY

  • Sep 20
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 20
    KOSPI | FX | Holiday

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

  • Sep 21
    KOSPI | FX | Holiday

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

  • Sep 21
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 22
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 22
    KOSPI | FX | Holiday

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

  • Sep 23
    FX | Holiday

    No cash payment in JPY

  • Oct 04
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Oct 04
    KOSPI | FX | Holiday

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

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

    No cash payment in USD

  • Oct 11
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Oct 11
    KOSPI | FX | Holiday

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

  • Oct 18
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Oct 25
    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 15
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Nov 23
    FX | Holiday

    No cash payment in JPY

  • Nov 25
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 13
    FX | Last Trading Day

    Last Trading Day for FX derivatives

  • Dec 24
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 27
    FX | Holiday

    No cash payment in NZD

  • Dec 27
    FX | Holiday

    No cash payment in AUD

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

    No cash payment in GBP

  • Dec 28
    FX | Holiday

    No cash payment in NZD

  • Dec 28
    FX | Holiday

    No cash payment in AUD

  • Dec 28
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Dec 31
    FX | Holiday

    No cash payment in JPY

  • Dec 31
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

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 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

Content wird geladen.

Market Status

XEUR

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