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Buy-side access models l Euro clearing l ESG derivatives l Risk Premia l Market structure

How Eurex Is Unlocking Liquidity

TABB TV video with Megan Morgan on market structure and electronic trading innovations Eurex has introduced recently to improve market liquidity (login required).

Eurex takes its ESG derivatives offering to a global level

Expanded offering to include key ESG derivatives on global, regional and local MSCI Indices and Futures on the STOXX® USA 500 ESG-X Index.

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03 May 2017

Contract standards

ContractProduct IDUnderlying
iSTOXX® Europe Low Risk Factor FuturesFXFRiSTOXX® Europe Low Risk Factor Index
iSTOXX® Europe Momentum Factor FuturesFXFMiSTOXX® Europe Momentum Factor Index
iSTOXX® Europe Quality Factor FuturesFXFQiSTOXX® Europe Quality Factor Index
iSTOXX® Europe Size Factor FuturesFXFSiSTOXX® Europe Size Factor Index
iSTOXX® Europe Value Factor FuturesFXFViSTOXX® Europe Value Factor Index
iSTOXX® Europe Carry Factor FuturesFXFCiSTOXX® Europe Carry Factor Index

 

Settlement

Cash settlement, payable on the first exchange day following the final settlement day.

 

Contract values and price gradations

ContractContract valueMinimum price change
PointsValue
iSTOXX® Factor FuturesEUR 500.1EUR 5

 

Contract months

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


Last trading day and final settlement day

Last trading day is the final settlement day.

Final settlement day is the third Friday of each 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, 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 of the contract and is based on the average of the respective iSTOXX® Index values calculated between 11:50 and 12:00 CET.


Further details are available in the clearing conditions and the contract specifications.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

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.