(OGBL)

  • Bloomberg L.P.
    RXA Cmdty OMON
  • Refinitiv
    <0#OGBL+>
  • Currency
    EUR
  • Product ISIN
    DE0009652685
  • Underlying ISIN
    DE0009652644

Statistics

Last update:Aug 10, 2022 12:00:00 AM

Traded contracts:
35,191
Open interest (adj.):
961,158
Product type:
O
Stock exchange:
n/a
Underlying closing price:
0.00
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OGBL Sep 22 27,830 1.697 891,958 881,879 82/200 106
CALL Sep 22 10,317 337,249 333,871
PUT Sep 22 17,513 554,709 548,008
OGBL Oct 22 6,645 3.153 60,200 55,622 110/190 78
CALL Oct 22 1,600 19,447 18,349
PUT Oct 22 5,045 40,753 37,273
OGBL Nov 22 1 n/a 12,382 12,381 110/195 62
CALL Nov 22 0 2,762 2,762
PUT Nov 22 1 9,620 9,619
OGBL Dec 22 715 70.500 11,976 11,276 110/195 82
CALL Dec 22 10 1,582 1,580
PUT Dec 22 705 10,394 9,696
Total 35,191 1.951 976,516 961,158
Call 11,927 361,040 356,562
Put 23,264 615,476 604,596

Prices/Quotes

Last trade: Aug 09, 2022 5:52:04 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
200.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 40 05/18/2022 n.a.
190.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 5,524 06/20/2022 n.a.
178.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 1 05/11/2022 n.a.
177.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 5,381 08/03/2022 n.a.
174.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 3,080 08/08/2022 n.a.
171.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 312 08/03/2022 n.a.
171.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 54 06/07/2022 n.a.
170.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 77 05/03/2022 n.a.
170.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 2,207 08/08/2022 n.a.
169.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 08/09/2022 17:52:04 0.01 0 200 07/19/2022 n.a.
169.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -50.00% 0.01 08/09/2022 17:52:04 0.01 0 2,508 07/25/2022 n.a.
168.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -50.00% 0.01 08/09/2022 17:52:04 0.01 0 10 07/29/2022 n.a.
168.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -50.00% 0.01 08/09/2022 17:52:04 0.01 0 597 08/03/2022 n.a.
167.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -66.67% 0.01 08/09/2022 17:52:04 0.01 0 12,336 08/03/2022 n.a.
167.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -33.33% 0.02 08/09/2022 17:52:04 0.02 0 5,213 08/08/2022 n.a.
166.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -50.00% 0.02 08/09/2022 17:52:04 0.02 0 1,365 08/09/2022 n.a.
166.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -40.00% 0.03 08/09/2022 17:52:04 0.03 0 2,743 08/08/2022 n.a.
165.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -50.00% 0.03 08/09/2022 17:52:04 0.03 14 926 08/03/2022 n.a.
165.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -42.86% 0.04 08/09/2022 17:52:04 0.04 27 1,827 08/08/2022 n.a.
164.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -37.50% 0.05 08/09/2022 17:52:04 0.05 0 122 08/09/2022 n.a.
164.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -40.00% 0.06 08/09/2022 17:52:04 0.06 0 1,619 08/09/2022 n.a.
163.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -41.67% 0.07 08/09/2022 17:52:04 0.07 0 1,177 08/08/2022 n.a.
163.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -40.00% 0.09 08/09/2022 17:52:04 0.09 9 940 08/09/2022 n.a.
162.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -33.33% 0.12 08/09/2022 17:52:04 0.12 0 2,003 08/09/2022 n.a.
162.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -39.13% 0.14 08/09/2022 17:52:04 0.14 306 6,984 08/09/2022 n.a.
161.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -35.71% 0.18 08/09/2022 17:52:04 0.18 17 4,056 08/09/2022 n.a.
161.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -32.35% 0.23 08/09/2022 17:52:04 0.23 276 3,049 08/09/2022 n.a.
160.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -33.33% 0.28 08/09/2022 17:52:04 0.28 32 2,434 08/09/2022 n.a.
160.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -31.37% 0.35 08/09/2022 17:52:04 0.35 622 12,137 08/09/2022 n.a.
159.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -29.03% 0.44 08/09/2022 17:52:04 0.44 247 5,680 08/09/2022 n.a.
159.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -28.00% 0.54 08/09/2022 17:52:04 0.54 711 8,081 08/09/2022 n.a.
158.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -26.67% 0.66 08/09/2022 17:52:04 0.66 150 4,930 08/08/2022 n.a.
158.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -25.00% 0.81 08/09/2022 17:52:04 0.81 59 5,412 08/09/2022 n.a.
157.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -23.44% 0.98 08/09/2022 17:52:04 0.98 1 6,612 08/09/2022 n.a.
157.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -22.52% 1.17 08/09/2022 17:52:04 1.17 0 9,545 08/09/2022 n.a.
156.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -20.45% 1.40 08/09/2022 17:52:04 1.40 0 7,599 08/09/2022 n.a.
156.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -19.12% 1.65 08/09/2022 17:52:04 1.65 10 19,122 08/08/2022 n.a.
155.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -17.87% 1.93 08/09/2022 17:52:04 1.93 0 3,945 08/03/2022 n.a.
155.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -16.79% 2.23 08/09/2022 17:52:04 2.23 84 10,294 08/09/2022 n.a.
154.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -15.51% 2.56 08/09/2022 17:52:04 2.56 0 4,981 08/01/2022 n.a.
154.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -14.12% 2.92 08/09/2022 17:52:04 2.92 9 17,026 08/08/2022 n.a.
153.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -13.19% 3.29 08/09/2022 17:52:04 3.29 78 6,687 08/04/2022 n.a.
153.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -12.14% 3.69 08/09/2022 17:52:04 3.69 0 19,663 08/02/2022 n.a.
152.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -11.26% 4.10 08/09/2022 17:52:04 4.10 0 5,733 08/04/2022 n.a.
152.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.30% 4.53 08/09/2022 17:52:04 4.53 0 27,121 08/08/2022 n.a.
151.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.64% 4.97 08/09/2022 17:52:04 4.97 0 2,690 08/04/2022 n.a.
151.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.91% 5.42 08/09/2022 17:52:04 5.42 0 11,551 08/05/2022 n.a.
150.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.27% 5.88 08/09/2022 17:52:04 5.88 0 1,248 08/04/2022 n.a.
150.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.85% 6.34 08/09/2022 17:52:04 6.34 0 22,514 08/09/2022 n.a.
149.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.35% 6.81 08/09/2022 17:52:04 6.81 0 2,446 08/04/2022 n.a.
149.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.90% 7.29 08/09/2022 17:52:04 7.29 3 3,074 08/08/2022 n.a.
148.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.50% 7.77 08/09/2022 17:52:04 7.77 0 1,986 08/08/2022 n.a.
148.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.14% 8.26 08/09/2022 17:52:04 8.26 0 13,965 07/25/2022 n.a.
147.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.81% 8.75 08/09/2022 17:52:04 8.75 0 5,396 07/05/2022 n.a.
147.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.52% 9.24 08/09/2022 17:52:04 9.24 0 7,919 07/28/2022 n.a.
146.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.26% 9.73 08/09/2022 17:52:04 9.73 0 587 07/20/2022 n.a.
146.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.02% 10.22 08/09/2022 17:52:04 10.22 0 10,891 08/01/2022 n.a.
145.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.80% 10.71 08/09/2022 17:52:04 10.71 0 487 07/18/2022 n.a.
145.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.60% 11.21 08/09/2022 17:52:04 11.21 0 4,552 07/26/2022 n.a.
144.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.33% 11.71 08/09/2022 17:52:04 11.71 0 426 07/15/2022 n.a.
144.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.24% 12.20 08/09/2022 17:52:04 12.20 0 512 08/01/2022 n.a.
143.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.01% 12.70 08/09/2022 17:52:04 12.70 0 301 07/18/2022 n.a.
143.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.86% 13.20 08/09/2022 17:52:04 13.20 0 125 06/24/2022 n.a.
142.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.79% 13.69 08/09/2022 17:52:04 13.69 0 37 06/17/2022 n.a.
142.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.67% 14.19 08/09/2022 17:52:04 14.19 0 27 07/27/2022 n.a.
141.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.48% 14.69 08/09/2022 17:52:04 14.69 0 266 06/23/2022 n.a.
141.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.37% 15.19 08/09/2022 17:52:04 15.19 0 0 04/07/2022 n.a.
140.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.27% 15.69 08/09/2022 17:52:04 15.69 0 0 04/07/2022 n.a.
140.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.17% 16.19 08/09/2022 17:52:04 16.19 0 153 07/15/2022 n.a.
139.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.08% 16.69 08/09/2022 17:52:04 16.69 0 0 04/07/2022 n.a.
139.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.99% 17.19 08/09/2022 17:52:04 17.19 0 2 06/17/2022 n.a.
138.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.96% 17.68 08/09/2022 17:52:04 17.68 0 0 04/07/2022 n.a.
138.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.88% 18.18 08/09/2022 17:52:04 18.18 0 0 04/07/2022 n.a.
137.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.81% 18.68 08/09/2022 17:52:04 18.68 0 0 06/07/2022 n.a.
137.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.69% 19.18 08/09/2022 17:52:04 19.18 0 0 05/19/2022 n.a.
136.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.62% 19.68 08/09/2022 17:52:04 19.68 0 0 06/07/2022 n.a.
136.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.56% 20.18 08/09/2022 17:52:04 20.18 0 3 06/30/2022 n.a.
135.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.50% 20.68 08/09/2022 17:52:04 20.68 0 0 06/07/2022 n.a.
135.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.44% 21.18 08/09/2022 17:52:04 21.18 0 0 05/19/2022 n.a.
134.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.39% 21.68 08/09/2022 17:52:04 21.68 0 0 06/07/2022 n.a.
134.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.33% 22.18 08/09/2022 17:52:04 22.18 0 1 06/27/2022 n.a.
133.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.28% 22.68 08/09/2022 17:52:04 22.68 0 0 06/07/2022 n.a.
133.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.24% 23.18 08/09/2022 17:52:04 23.18 0 2 06/28/2022 n.a.
132.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.19% 23.68 08/09/2022 17:52:04 23.68 0 0 06/07/2022 n.a.
132.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.14% 24.18 08/09/2022 17:52:04 24.18 0 0 05/19/2022 n.a.
131.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.10% 24.68 08/09/2022 17:52:04 24.68 0 5 06/30/2022 n.a.
131.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.06% 25.18 08/09/2022 17:52:04 25.18 0 0 05/19/2022 n.a.
130.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.02% 25.68 08/09/2022 17:52:04 25.68 0 0 06/07/2022 n.a.
130.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.98% 26.18 08/09/2022 17:52:04 26.18 0 2 06/28/2022 n.a.
129.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.95% 26.68 08/09/2022 17:52:04 26.68 0 0 06/07/2022 n.a.
129.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.91% 27.18 08/09/2022 17:52:04 27.18 0 0 06/07/2022 n.a.
128.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.88% 27.68 08/09/2022 17:52:04 27.68 0 0 06/07/2022 n.a.
128.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.85% 28.18 08/09/2022 17:52:04 28.18 0 1,350 06/28/2022 n.a.
127.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.81% 28.68 08/09/2022 17:52:04 28.68 0 0 06/07/2022 n.a.
126.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.75% 29.68 08/09/2022 17:52:04 29.68 0 0 06/07/2022 n.a.
126.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.73% 30.18 08/09/2022 17:52:04 30.18 0 0 06/07/2022 n.a.
125.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.67% 31.18 08/09/2022 17:52:04 31.18 0 0 06/07/2022 n.a.
124.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.65% 31.68 08/09/2022 17:52:04 31.68 0 0 06/14/2022 n.a.
124.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.62% 32.18 08/09/2022 17:52:04 32.18 0 0 06/14/2022 n.a.
123.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.57% 33.18 08/09/2022 17:52:04 33.18 0 0 06/14/2022 n.a.
120.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.44% 36.18 08/09/2022 17:52:04 36.18 0 0 06/14/2022 n.a.
114.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.24% 42.18 08/09/2022 17:52:04 42.18 0 0 05/23/2022 n.a.
104.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.01% 52.18 08/09/2022 17:52:04 52.18 0 0 06/17/2022 n.a.
102.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -0.97% 54.18 08/09/2022 17:52:04 54.18 0 0 06/17/2022 n.a.
88.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -0.77% 68.18 08/09/2022 17:52:04 68.18 0 0 06/17/2022 n.a.
82.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -0.71% 74.18 08/09/2022 17:52:04 74.18 0 0 06/17/2022 n.a.
Total 2,655 333,871

Specifications

Contract Specifications

Contract standards

Futures on notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany, the French Republic and the Republic of Italy with remaining terms and a coupon of:

Contract

Options on
Product IDUnderlyingRemaining term of the underlying Coupon

Percent

Euro-Schatz Futures

OGBS

Euro-Schatz Futures

1.75 to 2.25 years

6

Euro-Bobl Futures

OGBM

Euro-Bobl Futures

4.5 to 5.5 years

6

Euro-Bund Futures

OGBL

Euro-Bund Futures

8.5 to 10.5 years

6

Euro-Buxl® Futures

OGBX

Euro-Buxl® Futures

24.0 to 35.0 years

4

Euro-OAT Futures

OOAT

Euro-OAT Futures

8.5 to 10.5 years

6

Euro-BTP Futures

OBTP

Euro-BTP Futures

8.5 to 11 years

6


Contract size

One fixed income futures contract.


Settlement

The exercise of an option on fixed income futures results in the creation of a corresponding position in the fixed income 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.

Options onMinimum price change
PointsValue

Euro-Schatz Futures

0.005

EUR 5

Euro-Bobl Futures

0.005

EUR 5

Euro-Bund Futures

0.01

EUR 10

Euro-Buxl® Futures

0.02

EUR 20

Euro-OAT Futures

0.01

EUR 10

Euro-BTP Futures

0.01

EUR 10


Contract months

Up to 6 months:The three nearest successive calendar months, as well as the following quarterly month of the March, June, September and December cycle thereafter.

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 last Friday prior to the first calendar day of the option expiration month, followed by at least two exchange days prior to the first calendar day of the option expiration month.

Unless at least two exchange days lie between the last Friday of a month and the first calendar day of the expiration month, the last trading day is the Friday preceding the last Friday. If this Friday is not an exchange day, the exchange day immediately preceding that Friday is the last trading day. An exchange day within the meaning of this exception is a day, which is both an exchange day at the Eurex Exchanges and a federal workday in the U.S.

Close of trading in all option series 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 options on fixed income 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 (18:30 CET, on the last trading day 18:00 CET) on any exchange day during the lifetime of the option. 


Exercise prices

Options onExercise intervals
Points

Euro-Schatz Futures

0.1

Euro-Bobl Futures

0.25

Euro-Bund Futures

0.50

Euro-Buxl® Futures

1.00

Euro-OAT Futures

0.25

Euro-BTP Futures

0.50


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.


Options on Fixed Income Futures are available for trading in the U.S.

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
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
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 21
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jan 24
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Feb 18
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Feb 21
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Mar 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Mar 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Mar 25
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Mar 28
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 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 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Apr 25
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • May 20
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • May 23
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

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

    No cash payment in CHF

  • May 26
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

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

    No cash payment in CHF

  • Jun 06
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

  • Jun 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Jun 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Jun 24
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jun 27
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Jul 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jul 25
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • 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 26
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Aug 29
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Sep 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Sep 12
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Sep 23
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Sep 26
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Oct 21
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Oct 24
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Nov 25
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Nov 28
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Dec 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Dec 12
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Dec 23
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • 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
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.22 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 0.11 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
TES transactions: Standard fees (A-accounts) EUR 0.24 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.23 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 0.12 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 0.44 per contract
Position Closing Adjustments (M- and P-accounts) EUR 0.40 per contract
Exercise of options (A-accounts) EUR 0.22 per contract
Exercise of options (M- and P-accounts) EUR 0.20 per contract
Assignment of options (A-accounts) EUR 0.22 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

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

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