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 |
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 |
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
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.
Pre-Trading | Trading | Post-Trading | |||
---|---|---|---|---|---|
Full | Late1 | Late2 | Restricted | ||
07:30 | 08:00 | 17:15 | 18:30 |
Pre-Trading | Trading | Post-Trading | |||
---|---|---|---|---|---|
Full | Late1 | Late2 | Restricted | ||
07:30 | 08:00 | 17:15 | 17:45 | 18:00 |
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
Last Trading Day for options on fixed income futures
Delivery Day for options on fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives
No cash payment in CHF
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Delivery Day for fixed income futures
Last Trading Day for options on fixed income futures (weekly expiration)
Last Trading Day for options on fixed income futures (standard expiration)
Last Trading Day for options on fixed income futures (weekly expiration)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last Trading Day for options on fixed income futures (weekly expiration)
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 |
Market Status
XEUR
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