Three-Month EURIBOR Futures (FEU3)

  • Bloomberg L.P.
    FPA Cmdty CT
  • Refinitiv
    <0#FEU3:>
  • Currency
    EUR
  • Product ISIN
    DE0009653147

Statistics

Last update:Feb 04, 2023 12:00:00 AM

Traded contracts:
12
Open interest (adj.):
1,018
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 23 0.00 0.00 0.00 0.00 96.685 0 2 2
Feb 23 0.00 0.00 0.00 0.00 97.335 0 0 0
Mar 23 0.00 0.00 0.00 0.00 97.04 0 407 407
Apr 23 0.00 0.00 0.00 0.00 96.82 0 0 0
May 23 0.00 0.00 0.00 0.00 96.69 0 0 0
Jun 23 96.64 96.64 96.64 96.64 96.615 12 50 62
Jul 23 0.00 0.00 0.00 0.00 96.585 0 0 0
Sep 23 0.00 0.00 0.00 0.00 96.575 0 267 267
Dec 24 0.00 0.00 0.00 0.00 97.40 0 6 6
Mar 24 0.00 0.00 0.00 0.00 96.87 0 146 146
Jun 24 0.00 0.00 0.00 0.00 97.10 0 7 7
Sep 24 0.00 0.00 0.00 0.00 97.28 0 65 65
Dec 25 0.00 0.00 0.00 0.00 97.565 0 0 0
Mar 25 0.00 0.00 0.00 0.00 97.47 0 25 25
Jun 25 0.00 0.00 0.00 0.00 97.52 0 0 0
Sep 25 0.00 0.00 0.00 0.00 97.55 0 29 29
Dec 26 0.00 0.00 0.00 0.00 97.515 0 0 0
Mar 26 0.00 0.00 0.00 0.00 97.565 0 2 2
Jun 26 0.00 0.00 0.00 0.00 97.555 0 0 0
Sep 26 0.00 0.00 0.00 0.00 97.54 0 0 0
Dec 27 0.00 0.00 0.00 0.00 97.445 0 0 0
Mar 27 0.00 0.00 0.00 0.00 97.495 0 0 0
Jun 27 0.00 0.00 0.00 0.00 97.475 0 0 0
Sep 27 0.00 0.00 0.00 0.00 97.455 0 0 0
Dec 28 0.00 0.00 0.00 0.00 97.415 0 0 0
Mar 28 0.00 0.00 0.00 0.00 97.435 0 0 0
Jun 28 0.00 0.00 0.00 0.00 97.425 0 0 0
Sep 28 0.00 0.00 0.00 0.00 97.415 0 0 0
Total 12 1,006 1,018

Prices/Quotes

Displayed data is 15 minutes delayed. Last trade:

Feb 03, 2023 5:35:47 PM

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. -0.02% 97.335 02/03/2023 17:35:47 97.335 0 0 08/16/2022 02/03/2023

Specifications

Contract Specifications

Contract standards

European Interbank Offered Rate (EURIBOR) for three-month euro term deposits.

Contract size

EUR 1 million.

Settlement

Cash settlement, payable on the first exchange day following the final settlement day.

Price quotation and minimum price change

The price quotation is in percent, with four decimal places, expressed as 100 minus the traded rate of interest. The minimum price change is 0.0025 points, equivalent to a value of EUR 6.25.
The minimum price change for the different instrument types of the contract is:

Contract months

Up to 72 months: The six nearest successive calendar months and the 22 following quarterly months of the March, June, September and December cycle.

Last trading day and final settlement day

Last trading day is the final settlement day. Final settlement day is two exchange days prior to the third Wednesday of the respective maturity month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 11:00 CET.

Daily settlement price

The daily settlement price for the current maturity month of Three-Month EURIBOR Futures is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades transacted within this period.

For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book.

Final settlement price

The final settlement price is established by Eurex on the final settlement day at 11:00 CET; based on the reference interest rate for three-month euro term deposits as determined by the European Money Markets Institute. To fix the final settlement price, the EURIBOR rate is rounded to three decimal places and then subtracted from 100.

Matching of trades (pro rata matching)

Orders and quotes are matched according to the principle of pro rata matching, which is exclusively based on the principle of price priority.

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 19:00 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:00 11:00

Trading Calendar

  • Jan 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Jan 16
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Jan 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Feb 10
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Feb 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Feb 13
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Mar 10
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Mar 13
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Mar 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Mar 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Mar 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Mar 14
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures and Three-Month Euro STR Futures

  • 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
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Apr 17
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Apr 17
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 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 12
    Money market derivatives | Last Trading Day

    Last Trading Day for options on Three-Month EURIBOR Futures

  • May 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • May 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jun 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Jun 18
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Jun 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jun 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Jun 19
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures and Three-Month Euro STR Futures

  • Jun 20
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Jul 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Jul 17
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jul 17
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Aug 11
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Aug 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Aug 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Sep 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEU3)

  • Sep 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Sep 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Sep 18
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEU3)

  • Sep 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Sep 19
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures and Three-Month Euro STR Futures

  • Oct 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Oct 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Oct 16
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Nov 10
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Nov 13
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Nov 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Dec 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Dec 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Dec 18
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Dec 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Dec 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Dec 19
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures and Three-Month Euro STR Futures

  • 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

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) EUR 0.20 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) EUR 0.30 per contract
Position Closing Adjustments (A-, M- and P-accounts) EUR 0.40 per contract
Cash settlement (A-, M- and P-accounts) EUR 0.20 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Order Book

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Market Status

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