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EUR/CHF Futures

EUR/CHF Futures (FCEF)

Product ISIN
DE000A1N53S2
Underlying ISIN
EU0009654078
Currency
CHF

Latest

Prices/Quotes

Real-time data.Last trade:Dec 13, 2019 8:48:02 AM

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
1.10092 1.10105 1.10043 1.09823 10 1.09834 10 +0.36% 1.10043 12/13/2019 08:48:02 1.09646 16 252 12/13/2019 12/12/2019

Statistics

Data is forDec 12, 2019   Last update:Dec 13, 2019 12:00:00 AM

Product type:
F
Stock exchange:
n/a
Underlying closing price:
0
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
Dec 191.0941.0961.0941.0961.0964646252257
Jan 200.000.000.000.001.09586000
Dec 200.000.000.000.001.09256000
Feb 200.000.000.000.001.09566000
Mar 200.000.000.000.001.095770426426
Jun 200.000.000.000.001.09436000
Sep 200.000.000.000.001.09346000
Dec 210.000.000.000.001.08866000
Jun 210.000.000.000.001.09056000
Jun 220.000.000.000.001.08696000
Total     46678683

Vendor Codes

Vendor NameVendor Code
thomsonreuters0#FCEF:
Bloomberg L.P.FCAA Curncy DES

Trading

Contract Specifications

Version : 20 Nov 2017

Underlying

FX contractProduct ID
AUD/USD FuturesFCAU
AUD/JPY FuturesFCAY
EUR/USD FuturesFCEU
EUR/CHF FuturesFCEF
EUR/GBP FuturesFCEP
EUR/AUD FuturesFCEA
EUR/JPY FuturesFCEY
GBP/USD FuturesFCPU
GBP/CHF FuturesFCPF
USD/CHF FuturesFCUF
USD/JPY FuturesFCUY
NZD/USD FuturesFCNU

 

Contract sizes

UnderlyingNominal value
AUD/USD, AUD/JPY FuturesAUD 100,000
EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY FuturesEUR 100,000
GBP/USD, GBP/CHF FuturesGBP 100,000
USD/CHF, USD/JPY FuturesUSD 100,000
NZD/USD FuturesNZD 100,000


The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX Futures is traded in its respective quote currency.


Settlement

Physical delivery of underlying currencies (T+2) via the CLS system.

 

Price quotation and minimum price change

The price quotation is determined as a decimal number with five decimal places. The minimum price change is 0.00001, equivalent to a value of one unit of the quote currency.

For FX Futures with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency.

 

Contract months

Up to 36 months:The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the four following semi-annual months of the June and December cycle thereafter.

 

Last trading day and final settlement day

Last trading day and final settlement day is the second exchange day preceding the third Wednesday of each maturity month. Close of trading in the maturing FX Futures on the last trading day is at 15:00 CET.

 

Daily settlement price

Daily settlement price is the volume weighted average price (VWAP) of the futures transactions calculated over a 60 second interval ending at 17:30 CET. If less than five transactions occur, the VWAP of the last five transactions conducted in the last 15 minutes before 17:30 CET or the mid-point of bid/ask prices in the order book before 17:30 CET is used.

Further details are available in the clearing conditions.

 

Final settlement price

Final settlement price is the VWAP of all transactions executed during the final trading minute ending at 15:00 CET. If no adequate prices are available, Eurex Exchange will use the average mid-price of the last displayed bid ask spot prices over a 60 second interval ending at 15:00 CET that are published by the data provider designated by Eurex Clearing.

 

FX Futures are available for trading in the U.S.

Trading Calendar

  • 01 Jan 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 02 Jan 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 02 Jan 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 02 Jan 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 03 Jan 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 14 Jan 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 14 Jan 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 21 Jan 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 28 Jan 2019
    FX Derivatives | Holiday

    No cash payment in AUD

  • 06 Feb 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 11 Feb 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 18 Feb 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 18 Feb 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Mar 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 21 Mar 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 15 Apr 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 19 Apr 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 22 Apr 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 25 Apr 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 25 Apr 2019
    FX Derivatives | Holiday

    No cash payment in AUD

  • 29 Apr 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 01 May 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 03 May 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 06 May 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 06 May 2019
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 13 May 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 27 May 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 27 May 2019
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 03 Jun 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    FX Derivatives | Holiday

    No cash payment in AUD

  • 17 Jun 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 04 Jul 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 15 Jul 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 15 Jul 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 01 Aug 2019
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 12 Aug 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 19 Aug 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 26 Aug 2019
    Equity Derivatives | Dividend Derivatives | Property Derivatives | FX Derivatives | Great Britain | Holiday

    No cash payment in GBP

  • 02 Sep 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 16 Sep 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 16 Sep 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 23 Sep 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 14 Oct 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 14 Oct 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 14 Oct 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 28 Oct 2019
    FX Derivatives | Holiday

    No cash payment in NZD

  • 04 Nov 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 11 Nov 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Nov 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 28 Nov 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 16 Dec 2019
    FX Derivatives | Last Trading Day

    Last Trading Day for FX derivatives

  • 24 Dec 2019
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 26 Dec 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 31 Dec 2019
    FX Derivatives | Holiday

    No cash payment in JPY

  • 31 Dec 2019
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 01 Jan 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
23:5500:0023:0023:05
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
23:5500:0015:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)CHF 0.32 per contract
TES transactions: Standard fees (A-, M- and P-accounts)CHF 0.48 per contract
Position Closing AdjustmentsCHF 0.64 per contract
Determination of the currency to be delivered (notification)CHF 0.32 per contract
Allocation of the currency to be deliveredCHF 0.32 per contract

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.

Parameters

Maximum Spreads

FX Futures Outrights

Product IDExpirationTicks
FCEUQ18
FCEFQ115
FCEPQ114
FCEAQ145
FCEYQ119
FCPFQ132
FCPUQ118
FCUFQ113
FCAUQ113
FCUYQ18
FCNUQ116
FCAYQ119


FX Futures Calendar Spreads

Product IDExpirationTicks
FCEU, FCPU, FCUY1x26
1x36
2x36
Q1xQ26
FCEF, FCEP, FCUF, FCAU1x27
1x37
2x37
Q1xQ27
FCEY, FCNU, FCAY1x28
1x38
2x38
Q1xQ28
FCEA, FCPF1x29
1x39
2x39
Q1xQ29


In Fast Market (definition and announcement by the Exchange), the maximum spreads will be increased by 100 percent.

Minimum Quote Size

FX Futures Outrights

10 contracts (FCEU 15 contracts and FCPU 20 contracts). The front quarterly month has to be quoted.


FX Futures Calendar Spreads

Product IDExpirationBasis Minimum Quote Size

FCEA, FCEY, FCPF, FCUF, FCNU, FCAY

1x225
1x325
2x325
Q1xQ225

FCEU, FCEF, FCEP, FCPU, FCAU, FCUY

1x250
1x350
2x350
Q1xQ250


Four Calendar Spreads have to be quoted.


Three quotation periods are offered:

Asian time zone 00:00 - 10:00 CET
European time zone 08:00 - 18:00 CET
US American time zone 13:00 - 23:00 CET

80% of the trading hours of one of the three time zones have to be quoted.

In Fast Market (definition and announcement by the Exchange), the minimum quote size will be reduced by 50 percent.

Mistrade Ranges

A deviation from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price by more than the higher value between the mistrade range floor or 20 percent of the PCP for the corresponding futures contract, unless another regulation has been made for an individual product.

The floor value for the mistrade range will be determined on a product level as the higher value between 10 percent of the corresponding outright futures mistrade range calculated using the price change percentile methodology and an absolute value of four ticks.

Crossing Parameters

(section 2.6 Eurex Trading Conditions)

(1) Orders and quotes relating to the same instrument or combined instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

Orderbook

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