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Eurex MOC Futures on EURO STOXX 50® Index Futures

Eurex MOC Futures on EURO STOXX 50® Index Futures (FES1)

Product ISIN
DE000A2DB792
Underlying ISIN
DE0009652388
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Sep 20, 2019 6:31:04 PM

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.51% 3,554.00 09/20/2019 18:31:04 3,554.00 0 0 03/18/2019 09/20/2019

Statistics

Data is forSep 20, 2019   Last update:Sep 21, 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 190.000.000.000.003,554.0000
Sep 190.000.000.000.003,565.17000
Mar 200.000.000.000.003,539.0000
Total     000

Vendor Codes

Vendor NameVendor Code
thomsonreuters0#FES1:
Bloomberg L.P.FUBA Index

Trading

Contract Specifications

Version : 30 Oct 2017

Eurex MOC Futures on EURO STOXX 50® Index Futures reference the EURO STOXX 50® Index for determining the final price. Settlement of Eurex MOC Futures on EURO STOXX 50® Index Futures will occur into EURO STOXX 50® Index Futures.

ContractProduct IDUnderlying
Eurex MOC Futures on EURO STOXX 50® Index FuturesFES1EURO STOXX 50® Index Futures

 

Settlement

Transaction-based, physical settlement of EURO STOXX 50® Index Futures. Intraday delivery into the corresponding maturities of EURO STOXX 50® Index Futures.

 

Contract values and price gradations

ContractContract value per index pointMinimum price change
PointsValue
Eurex MOC Futures on EURO STOXX 50® Index FuturesEUR 100.1EUR 1

 

Contract months

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. Each trading day is also the last trading day

 

Final settlement price

The final settlement price is established by Eurex on the final settlement day of the contract and is determined as the official closing value of the EURO STOXX 50® Index plus the traded basis price of the Eurex MOC Futures. 


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

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
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 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

  • 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

  • 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

  • 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

  • 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

  • 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

  • 30 May 2019
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 30 May 2019
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 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

  • 10 Jun 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 10 Jun 2019
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 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
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 21 Jun 2019
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index 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

  • 01 Aug 2019
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 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

  • 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

  • 03 Oct 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 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

  • 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

  • 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

  • 06 Dec 2019
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index 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
    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

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
08:3008:5017:2518:10
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
08:3008:5017:25

Transaction Fees

Fee TypeFee
FES1 - Exchange transactions: Standard fees (A- and P-accounts)EUR 0.00 per contract
FES1 - Exchange transactions: Standard fees (M-accounts)EUR 0.15 per contract
FES1 - TES transactions: Standard fees (A-and P-accounts)EUR 0.00 per contract
FES1 - TES transactions: Standard fees (M-accounts)EUR 0.25 per contract
FESX via Eurex MOC Futures - Exchange transactions: Standard fees (A-accounts)EUR 0.50 per contract
FESX via Eurex MOC Futures - Exchange transactions: Standard fees (P-accounts)EUR 0.45 per contract
FESX via Eurex MOC Futures - Exchange transactions: Standard fees (M-accounts)EUR 0.30 per contract
FESX via Eurex MOC Futures - TES transactions: Standard fees (A-accounts)EUR 0.75 per contract
FESX via Eurex MOC Futures - TES transactions: Standard fees (P-accounts)EUR 0.70 per contract
FESX via Eurex MOC Futures - TES transactions: Standard fees (M-accounts)EUR 0.45 per contract

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 500 contracts.

Parameters

Maximum Spreads

0.50 percent based on the bid price.

In Fast Market, the Maximum Spread is increased by 100 percent.

Minimum Quote Size

5 contracts on the bid and ask side.

The minimum quote duration is 70 percent of the trading hours between 09:00 and 17:30 CET
(on a monthly average). The front month has to be quoted; five exchange days preceding the last trading day, Market Makers may choose to quote either the front month or the second contract month.

In Fast Market, the minimum quote size is reduced by 50 percent.

Mistrade Ranges

Reference Price (Index Points)

Mistrade Range

0 - 19.94 index points (absolute)
20 - 99.920% (relative)
> 10020 index points (absolute)

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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