SARON Futures


To align with the benchmark RFR market convention, Eurex will launch new SARON futures that mirror exactly the existing offering but with a new contract naming convention. The new 3M SARON® Futures will eventually fully replace the current Three-Month SARON® Futures 

Simulation start: 22 July 2021
Production start: 27 September 2021

 

Saron

Items/ Participants Requirements

Features

Details

Action Item

3M SARON Futures re-launch with new naming convention

The new contracts are identical to the existing Three-Month SARON® Futures (FSO3) but with the only difference of applying a new contract naming convention whereby contracts are named according to the quarter start-month.

Trading in the existing contracts (FSO3) will be halted effective date September 15 2021, once the September 2021 contract expires (all expiries beyond September 2021 have already been de-activated) and the Three-Month SARON® Futures (FSO3) will be de-listed at a later stage.

Please note the new naming convention and that the product code FSO3 had been changed to FSR3.

Trading Members are asked to update their internal systems and to participate in the simulation.

Three-Month SARON® Futures

For an overview of SARON® Futures, please visit our dedicated website.
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Cross Project Calendar

Get an overview of the main cross project actions here.
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In case of any questions or you require further information please contact client.services@eurex.com.

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