A member of
Contract Specifications
Contract value
EUR 100 per index point of the underlying.
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 index points with two decimal places. The minimum price change is 0.05 index points, equivalent to a value of EUR 5.
Contract months
Up to 8 months:The eight nearest successive calendar months.
Last trading day and final settlement day
Last trading day is the final settlement day. Final settlement day is 30 calendar days prior to the expiration day of the underlying options (i.e. 30 days prior to the third Friday of the expiration month of the underlying options, if this is an exchange day). This is usually the Wednesday prior to the second last Friday of the respective maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET.
Daily settlement price
The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 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.
Further details are available in the clearing conditions.
Final settlement price
The final settlement price is established by Eurex on the final settlement day, based on the average of the index values of the underlying on the last trading day between 11:30 and 12:00 CET.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1,000 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 | ||
| 02:00 | 02:10 | 22:00 | 22:10 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 02:00 | 02:10 | 12:00 |
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
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 VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for EURO STOXX 50® Variance Futures
Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)
Last Trading Day for VSTOXX® derivatives
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
| 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 |
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.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.