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iSTOXX® Europe Collateral Index Total Return Futures

iSTOXX® Europe Collateral Index Total Return Futures (TCBX)

Product ISIN
DE000A26RR42
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:May 26, 2020 6:36:40 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. +1.56% 191.87 05/26/2020 18:36:40 191.87 0 0 02/11/2020 05/26/2020

Statistics

Data is forMay 26, 2020   Last update:May 27, 2020 12:00:00 AM

Product type:
F
Stock exchange:
n/a
Underlying closing price:
190.55
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
Dec 200.000.000.000.00191.865000
Dec 210.000.000.000.00192.2146000
Dec 220.000.000.000.00192.4266000
Dec 230.000.000.000.00192.9592000
Dec 240.000.000.000.00193.5336000
Total     000

Trading

Contract Specifications

Version : 02 Oct 2019

Underlying instruments

    
IndexCurrencyIndex typeISIN
EURO STOXX 50® IndexEURPrice indexEU0009658145
iSTOXX® Europe Collateral IndexEURNet Total Return IndexCH0443816332
iSTOXX® Europe EUR Group 1 Collateral Large IndexEURNet Total Return IndexCH0478459768
EURO STOXX 50® Distribution Point IndexEURDVP IndexCH0334725220
€STREURFunding RateEU000A2X2A25


Settlement

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


Contract multiplier

TESX: EUR 10 per index point.
TCBX, TC1L: EUR 50 per index point.

Quotation and minimum change of the TRF spread

TRF spread as annualised rate expressed in basis points with one decimal place. The minimum change of the TRF spread is +/- 0.5 basis points (1 basis point = 0.0001).

Trade types

Trade at Index Close (TAIC) with an index level based on the daily EURO STOXX 50® Index close.
Trade at Market (TAM) with a custom-defined index level.

Accrued Distributions and Accrued Funding (index points)

The distribution and funding rate payments will be accumulated from the product launch date and added to the TRF futures price in index points. The daily changes in distributions and funding payments are paid out via Variation Margin.

Contract months

TESX - Up to 119 months: The 21 nearest quarterly months of the March, June, September and December cycle and the five following annual months of the December cycle thereafter.

TCBX - Up to 60 months: The next five successive annual months of the December cycle. 

TC1L - Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.
 

Last trading day and final settlement day
Last trading day is the exchange day immediately preceding 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 17:30 CET.

Daily settlement TRF spread (basis points)

The daily settlement TRF spread is used to calculate the daily settlement price and determined as follows:

  • The daily settlement TRF spread is based on the TRF spread traded via the closing auction between 17:25 and 17:30 CET.
  • Should no trades be executed in the closing auction, then the daily settlement TRF spread is determined based on the average bid/ask spread of the respective contract month.
  • Should no price be determined according to the aforementioned procedure, the daily settlement TRF spread is determined based on a theoretic (fair) TRF spread for the respective contract.


Daily settlement price (index points)

The daily settlement price is established on the current trading day and is based on the close of respective underlying index, the daily settlement TRF spread as well as the Accrued Distributions and Accrued Funding which have been accumulated from the product launch until the current date.


Final settlement price (index points)

The final settlement price is established by Eurex on the final settlement day of the contract and is based on the final settlement price of the respective futures contract as well as the Accrued Distributions and Accrued Funding from the product launch until the expiration date.



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

Trading Calendar

  • 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

  • 02 Jan 2020
    Equity Index Derivatives | Switzerland | Holiday

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

  • 02 Jan 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 06 Jan 2020
    Equity Index Derivatives | Finland | Holiday

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

  • 20 Jan 2020
    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

  • 17 Feb 2020
    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

  • 10 Apr 2020
    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

  • 13 Apr 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

  • 01 May 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

  • 21 May 2020
    Equity Index Derivatives | Finland | Holiday

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

  • 21 May 2020
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 May 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 25 May 2020
    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 Jun 2020
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives; exceptions: trading in FDAX, F2MX, FDIV, FTDX and FDXM takes place.

  • 01 Jun 2020
    Equity Index Derivatives | Switzerland | Holiday

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

  • 01 Jun 2020
    Equity Index Derivatives | Austria | Holiday

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

  • 01 Jun 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 18 Jun 2020
    Equity Index Derivatives | Finland | Last Trading Day

    Last Trading Day for Finnish equity index derivatives

  • 19 Jun 2020
    Equity Index Derivatives | Finland | Holiday

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

  • 03 Jul 2020
    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

  • 07 Sep 2020
    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

  • 12 Oct 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Oct 2020
    Equity Index Derivatives | Austria | Holiday

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

  • 11 Nov 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Nov 2020
    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

  • 24 Dec 2020
    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 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

  • 31 Dec 2020
    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
09:2509:3017:2522:10
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
09:2509:3017:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A, M- and P-accounts)EUR 0.60 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.60 per contract
Daily maintenance fees (A- and P-accounts)EUR 0.002 per contract
Daily maintenance fees (M-accounts)EUR 0.001 per contract
Position Closing AdjustmentsEUR 1.20 per contract
Cash settlementEUR 0.60 per contract
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 100 contracts.

Parameters

Market Makers

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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