Delta TAM Transactions consist of a Total Return Futures (TRF) contract traded with a directionally opposite index future on the same underlying reference index or instrument. The TRF and index futures transaction is admitted as a pair. The minimum order volumes for both products apply.
The following contract pairs are admitted:
Products | Minimum number of contracts traded | |
Index Total Return Futures (“TRF”) | Index Futures Contract | |
Index Total Return Futures Contracts on the EURO STOXX 50® Index (TESX) | Futures Contracts on the EURO STOXX 50® Index (FESX) | 100 |
EURO STOXX® Banks Index (TESB) | Futures Contracts on the EURO STOXX® Banks Index (FESB) | 100 |
Index Total Return Futures Contracts on the EURO STOXX® Select Dividend 30 Index (TEDV) | Futures Contracts on the EURO STOXX® Select Dividend 30 Index (FEDV) | 10 |
Index Total Return Futures Contracts on the FTSE 100 (TTUK) | Futures Contracts on the FTSE® 100 (FTUK) | 50 |
For a Delta TAM Trade to be accepted, the following trade details apply:
The Delta TAM strategies will be executed as follows:
BUY DeltaTAM = Buy Index TRF + Sell Index Futures contract
SELL DeltaTAM = Sell Index TRF + Buy Index Futures contract
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.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
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.
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