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Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
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Three-Month Euro STR Futures
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EURO STOXX 50® Index Futures
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Index Total Return Futures
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Product Overview
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Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
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Delta TAM
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EFS Trades
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MiFID2 Commodity Derivatives Instruments
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Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
T7 Release 12.0
Member Section Releases
Simulation calendar
Archive
Connectivity
Independent Software Vendors
Implementation News
Simulation Calender
F7 General FAQ
F7 MiFID II FAQ
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
With T7 Release 13.1 the following enhancements will be introduced:
Simulation start: 31 March 2025
Production start: 19 May 2025
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Delta-neutral Trading Strategies in Total Return Futures | As a new functional requirement, T7 Release 13.1 will introduce delta-neutral Trading Strategies in Total Return Futures (TRF). Delta-neutrality is achieved by hedging a TRF contract against the corresponding price future contract (DeltaTAM) or against the corresponding MOC futures contract (DeltaTAC) having the same underlying index. | Trading Participants that would like to make use of the delta-neutral Trading Strategies in Total Return Futures need to adapt to these changes and perform sufficient testing. |
Average Price Notation for Packs and Bundles in Money Market Futures | With this release, T7 will support a new pricing notation regarding the instrument types “Packs and Bundles” and “Strips” in money market futures products. For money market futures, it is envisioned that the average pricing notation will replace the average net change pricing notation currently configured for both strips and packs & bundles which is given by the average price difference of leg price and the previous day settlement price of the simple instruments involved in the corresponding strategy. | Trading Members that trade Money Market Futures products need to adapt to changes related to the new pricing notation and perform sufficient testing. |
Contacts
Eurex Frankfurt AG
Key Account Management
Service times from 09:00 - 18:00 CET
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