Statistics
| Product name | Contract type | Expiry | Traded contracts | Put/Call ratio | Open interest | Open interest (adj.) | Strike price range | Strike price series |
|---|---|---|---|---|---|---|---|---|
| OGB2 | Mar 23 | 4,794 | 0.905 | 37,621 | 35,933 | 130.5/146 | 32 | |
| CALL | Mar 23 | 2,517 | 9,695 | 7,481 | ||||
| PUT | Mar 23 | 2,277 | 27,926 | 28,452 | ||||
| Total | 4,794 | 0.905 | 37,621 | 35,933 | ||||
| Call | 2,517 | 9,695 | 7,481 | |||||
| Put | 2,277 | 27,926 | 28,452 |
Prices/Quotes
Last trade: Feb 08, 2023 2:11:54 PM
| Strike price | Vers. num. | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 144.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 0 | 01/16/2023 | n.a. |
| 144.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 1 | 01/24/2023 | n.a. |
| 143.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 1 | 01/31/2023 | n.a. |
| 143.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 3 | 01/31/2023 | n.a. |
| 142.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 0 | 01/16/2023 | n.a. |
| 142.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 1,958 | 02/06/2023 | n.a. |
| 141.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 1 | 01/25/2023 | n.a. |
| 141.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | +0.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 1,961 | 02/07/2023 | n.a. |
| 140.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 1,100 | -50.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 0 | 18 | 02/07/2023 | n.a. |
| 140.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 971 | -75.00% | 0.01 | 02/07/2023 | 17:39:18 | 0.01 | 12 | 1,859 | 02/07/2023 | n.a. |
| 139.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | 0.01 | 375 | -50.00% | 0.03 | 02/07/2023 | 17:39:18 | 0.03 | 7 | 282 | 02/08/2023 | n.a. |
| 139.00 | 0 | 0.03 | 0.03 | 0.02 | n.a. | n.a. | 0.02 | 620 | -60.00% | 0.02 | 02/08/2023 | 08:11:49 | 0.05 | 2 | 281 | 02/08/2023 | n.a. |
| 138.50 | 0 | 0.04 | 0.05 | 0.02 | 0.01 | 520 | 0.03 | 549 | -80.00% | 0.02 | 02/08/2023 | 09:40:10 | 0.10 | 17 | 253 | 02/08/2023 | n.a. |
| 138.00 | 0 | 0.08 | 0.08 | 0.04 | 0.04 | 1 | 0.06 | 879 | -76.47% | 0.04 | 02/08/2023 | 09:48:38 | 0.17 | 20 | 1,343 | 02/08/2023 | n.a. |
| 137.50 | 0 | 0.12 | 0.12 | 0.08 | 0.08 | 329 | 0.11 | 655 | -63.33% | 0.11 | 02/08/2023 | 11:49:11 | 0.30 | 5 | 1,700 | 02/08/2023 | n.a. |
| 137.00 | 0 | 0.24 | 0.24 | 0.15 | 0.16 | 542 | 0.20 | 272 | -54.17% | 0.22 | 02/08/2023 | 13:13:55 | 0.48 | 166 | 20 | 02/08/2023 | n.a. |
| 136.50 | 0 | 0.35 | 0.38 | 0.32 | 0.30 | 465 | 0.35 | 569 | -54.79% | 0.33 | 02/08/2023 | 14:11:54 | 0.73 | 29 | 5 | 02/08/2023 | n.a. |
| 136.00 | 0 | 0.60 | 0.65 | 0.60 | 0.51 | 200 | 0.57 | 200 | -38.46% | 0.64 | 02/08/2023 | 09:22:42 | 1.04 | 5 | 5 | 02/08/2023 | n.a. |
| 135.50 | 0 | 0.93 | 0.93 | 0.71 | 0.78 | 100 | 0.86 | 104 | -45.39% | 0.77 | 02/08/2023 | 09:55:43 | 1.41 | 3 | 1 | 02/08/2023 | n.a. |
| 135.00 | 0 | 1.36 | 1.36 | 1.36 | 1.13 | 100 | 1.24 | 100 | -25.27% | 1.36 | 02/08/2023 | 08:26:03 | 1.82 | 1 | 1 | 01/30/2023 | n.a. |
| 134.50 | 0 | n.a. | n.a. | n.a. | 1.53 | 100 | 1.65 | 100 | -9.20% | 2.27 | 02/07/2023 | 17:39:18 | 2.27 | 0 | 0 | 01/16/2023 | n.a. |
| 134.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -7.43% | 2.74 | 02/07/2023 | 17:39:18 | 2.74 | 0 | 0 | 01/16/2023 | n.a. |
| 133.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -6.40% | 3.22 | 02/07/2023 | 17:39:18 | 3.22 | 0 | 0 | 01/16/2023 | n.a. |
| 133.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -5.36% | 3.71 | 02/07/2023 | 17:39:18 | 3.71 | 0 | 0 | 01/16/2023 | n.a. |
| 132.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -4.98% | 4.20 | 02/07/2023 | 17:39:18 | 4.20 | 0 | 0 | 01/16/2023 | n.a. |
| 132.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -4.28% | 4.70 | 02/07/2023 | 17:39:18 | 4.70 | 0 | 0 | 01/16/2023 | n.a. |
| 131.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -3.88% | 5.20 | 02/07/2023 | 17:39:18 | 5.20 | 0 | 0 | 01/30/2023 | n.a. |
| 131.00 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -3.55% | 5.70 | 02/07/2023 | 17:39:18 | 5.70 | 0 | 0 | 01/31/2023 | n.a. |
| 130.50 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -3.28% | 6.20 | 02/07/2023 | 17:39:18 | 6.20 | 0 | 0 | 01/31/2023 | n.a. |
| Total | 267 | 9,693 |
Specifications
Contract Specifications
Contract standard
Futures on notional long-term debt instruments issued by the Federal Republic of Germany with a remaining term of 8.5 to 10.5 years and a coupon of 6 percent.
Contract size
One Euro-Bund Futures contract.
Settlement
The exercise of a Weekly Option on Euro-Bund Futures results in the creation of a corresponding position in the Euro-Bund-Futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price.
Price quotation and minimum price change
Price quotation is based on points. The minimum price change is 0.01 points, equivalent to a value of EUR 10.
Contract months
Up to 5 weeks:The five next weeks for the first, second, third, fourth and fifth week of the following maturity month with a Weekly Options expiration. On expiration days with an expiration of the standard monthly options series (OGBL), no Weekly Option will be available.
Weekly Options with an expiration date between Christmas and New Year's Eve are not available for trading.
Calendar months: The maturity month of the underlying futures contract is the quarterly month following the expiration month of the option.
Quarterly months: The maturity month of the underlying futures contract and the expiration month of the option are identical.
Last trading day
Last trading day is the Friday of the expiration week, if this is an exchange day; otherwise the exchange day immediately preceding that day. If the immediately preceding exchange day is not in the same calendar month as the Friday of the expiration week, the last trading day will be the exchange day immediately following the Friday of the expiration week.
Close of trading for all Weekly Options on the last trading day is at 17:15 CET.
Daily settlement price
The daily settlement price is established by Eurex. The daily settlement prices for Weekly Options on Euro-Bund Futures are determined trough the binomial model according to Cox/Ross/Rubinstein.
Exercise
American-style; an option can be exercised until the end of the Post-Trading Full Period (18:00 CET) on any exchange day during the lifetime of the option.
Exercise prices
0.5 basis points
Number of exercise prices
Upon the admission of the options, at least nine exercise prices shall be made available for each term for each call and put, such that four exercise prices are in-the-money, one is at-the-money and four are out of-the-money.
Option premium
The premium is settled using the futures-style method.
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 | ||
| 07:30 | 08:00 | 17:15 | 18:30 |
Last Trading Day
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:00 | 17:15 | 17:45 | 18:00 |
Trading Calendar
-
Jan
02
Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday
No cash payment in CHF
-
Jan
02
Fixed income derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
-
Jan
27
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures
-
Jan
30
Fixed income derivatives | Delivery Day
Delivery Day for options on fixed income futures
-
Feb
10
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Feb
17
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Feb
24
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Mar
03
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Mar
08
Fixed income derivatives | Last Trading Day
Last Trading Day for fixed income futures
-
Mar
10
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Mar
10
Fixed income derivatives | Delivery Day
Delivery Day for fixed income futures
-
Mar
17
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Mar
24
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Mar
31
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Apr
06
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Apr
07
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
10
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
14
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Apr
21
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Apr
28
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
May
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
-
May
05
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
May
12
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
May
18
Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday
No cash payment in CHF
-
May
18
Fixed income derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
-
May
19
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
May
26
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
May
29
Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday
No cash payment in CHF
-
May
29
Fixed income derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
-
Jun
02
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Jun
08
Fixed income derivatives | Last Trading Day
Last Trading Day for fixed income futures
-
Jun
09
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Jun
12
Fixed income derivatives | Delivery Day
Delivery Day for fixed income futures
-
Jun
16
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Jun
23
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Jun
30
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Jul
07
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Jul
14
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Jul
21
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Jul
28
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Aug
01
Fixed income derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
-
Aug
01
Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday
No cash payment in CHF
-
Aug
04
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Aug
11
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Aug
18
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Aug
25
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Sep
01
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Sep
07
Fixed income derivatives | Last Trading Day
Last Trading Day for fixed income futures
-
Sep
08
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Sep
11
Fixed income derivatives | Delivery Day
Delivery Day for fixed income futures
-
Sep
15
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Sep
22
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Sep
29
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Oct
06
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Oct
13
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Oct
20
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Oct
27
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Nov
03
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Nov
10
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Nov
17
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Nov
24
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Dec
01
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Dec
07
Fixed income derivatives | Last Trading Day
Last Trading Day for fixed income futures
-
Dec
08
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Dec
11
Fixed income derivatives | Delivery Day
Delivery Day for fixed income futures
-
Dec
15
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Dec
22
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (standard expiration)
-
Dec
22
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
-
Dec
25
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
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
29
Fixed income derivatives | Last Trading Day
Last Trading Day for options on fixed income futures (weekly expiration)
Transaction Fees
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-accounts) | EUR 0.25 per contract |
| Exchange transactions: Standard fees (M- and P-accounts) | EUR 0.20 per contract |
| Exchange transactions: Reduced fees A-accounts (contract volume above threshold) | EUR 0.13 per contract |
| Exchange transactions: Reduced fees P-accounts (contract volume above threshold) | EUR 0.10 per contract |
| TES transactions: Standard fees (A-accounts) | EUR 0.25 per contract |
| Eurex EnLight: Standard fees (A-accounts) | EUR 0.25 per contract |
| TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) | EUR 0.20 per contract |
| TES transactions / Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) | EUR 0.13 per contract |
| TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) | EUR 0.10 per contract |
| Threshold A-accounts | 5,000.00 contracts |
| Threshold P-accounts | 5,000.00 contracts |
| Position Closing Adjustments (A-accounts) | EUR 0.50 per contract |
| Position Closing Adjustments (M- and P-accounts) | EUR 0.40 per contract |
| Exercise of options (A-accounts) | EUR 0.25 per contract |
| Exercise of options (M- and P-accounts) | EUR 0.20 per contract |
| Assignment of options (A-accounts) | EUR 0.25 per contract |
| Assignment of options (M- and P-accounts) | EUR 0.20 per contract |
| Position transfer with cash transfer | EUR 7.50 per transaction |
