Service Navigation

Euro-BTP

Euro-BTP (FBTP)

Product ISIN
DE000A0ZW3V8
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Oct 23, 2017 13:19:02

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
136,66 137,23 136,62 137,10 9 137,11 41 +0,26% 137,10 23.10.2017 13:19:02 136,70 42.484 340.798 23.10.2017 20.10.2017

Statistics

Data is forOct 20, 2017   Last update:Oct 21, 2017 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
0
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
Dec 17136.80136.90136.45136.74136.70086,670374,319
Mar 18134.86134.86134.83134.85134.8903159
Jun 180.000.000.000.00134.18000
Total     86,673374,478

Trading

Contract Specifications

Version : 03 Sep 2012

Contract Standards

Notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France or the Swiss Confederation with remaining terms and a coupon of:

Contract

Product ID

Remaining Term

Years

Coupon

Percent

Currency

Euro-Schatz Futures

FGBS

1.75 to 2.25

6

EUR

Euro-Bobl Futures

FGBM

4.5 to 5.5

6

EUR

Euro-Bund Futures

FGBL

8.5 to 10.5

6

EUR

Euro-Buxl® Futures

FGBX

24.0 to 35.0

4

EUR

Short-Term Euro-BTP Futures

FBTS

2 to 3.25

6

EUR

Mid-Term Euro-BTP Futures

FBTM

4.5 to 6

6

EUR

Long-Term Euro-BTP Futures

FBTP

8.5 to 11

6

EUR

Euro-OAT Futures

FOAT

8.5 to 10.5

6

EUR

CONF Futures

CONF

8.0 to 13.0

6

CHF

 

Contract Values

EUR 100,000 or CHF 100,000.

 

Settlement

A delivery obligation arising out of a short position may only be fulfilled by the delivery of certain debt securities issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France or the Swiss Confederation with a remaining term on the Delivery Day within the remaining term of the underlying. Settlement of debt securities issued by the Republic of France in case of physical delivery will be done via Clearstream Banking Luxemburg.

Debt securities issued by the Federal Republic of Germany must have an original term of no longer than 11 years.

Debt securities issued by the Republic of Italy must have an original term of no longer than 16 years (only for Long-Term Euro-BTP Futures).

Debt securities issued by the Republic of France must have an original term of no longer than 17 years.

In the case of callable bonds issued by the Swiss Confederation, the first and the last call dates must be between eight and 13 years.

Debt securities must have a minimum issue amount of EUR 5 billion, such issued by the Republic of Italy no later than ten exchange days prior to the Last Trading Day of the current maturity month, otherwise, they shall not be deliverable until the delivery day of the current maturity month.

Debt securities issued by the Swiss Confederation must have a minimum issue amount of CHF 500 million.

 

Price Quotation and Minimum Price Change

The Price Quotation is in percent of the par value.

Contract

Minimum Price Change

Percent

Value

Euro-Schatz Futures

0.005

EUR 5

Euro-Bobl Futures

0.01

EUR 10

Euro-Bund Futures

0.01

EUR 10

Euro-Buxl® Futures

0.02

EUR 20

Short-Term Euro-BTP Futures

0.01

EUR 10

Mid-Term Euro-BTP Futures

0.01

EUR 10

Long-Term Euro-BTP Futures

0.01

EUR 10

Euro-OAT Futures

0.01

EUR 10

CONF Futures

0.01

CHF 10

 

Contract Months

Up to 9 months:The three nearest quarterly months of the March, June, September and December cycle.

 

Delivery Day

The tenth calendar day of the respective quarterly month, if this day is an exchange day; otherwise, the exchange day immediately succeeding that day.

 

Notification

Clearing members with open short positions must notify Eurex on the Last Trading Day of the maturing futures which debt instrument they will deliver. Such notification must be given by the end of the Post-Trading Full Period.

 

Last Trading Day

Two exchange days prior to the Delivery Day of the relevant maturity month. Close of trading in the maturing futures on the Last Trading Day is at 12:30 CET.

 

Daily Settlement Price

The Daily Settlement Prices for the current maturity month of CONF Futures are determined during the closing auction of the respective futures contract.

For all other fixed income futures, the Daily Settlement Price for the current maturity month 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 12:30 CET based on the volume-weighted average price of all trades during the final minute of trading provided that more than ten trades occurred during this minute; otherwise the volume-weighted average price of the last ten trades of the day, provided that these are not older than 30 minutes. If such a price cannot be determined, or does not reasonably reflect the prevailing market conditions, Eurex will establish the Final Settlement Price.

 

 

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

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0019:0022:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0012:3020:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 0.20 per contract
TES transactions: Standard fees (A, M- and P-accounts)EUR 0.30 per contract
Position Closing AdjustmentsEUR 0.40 per contract
Determination of the bonds to be delivered (notification)EUR 0.20 per contract
Allocation of the bonds to be deliveredEUR 0.20 contracts
Position transfer with cash transferEUR 7.50 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 250 contracts.

Orderbook

Content wird geladen.