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EONIA Futures

EONIA Futures (FEO1)

Product ISIN
DE0007201535
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Nov 18, 2019 6:58:20 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. +0.01% 100.455 11/18/2019 18:58:20 100.455 0 0 04/17/2019 11/18/2019

Statistics

Data is forNov 18, 2019   Last update:Nov 19, 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 190.000.000.000.00100.455000
Jan 200.000.000.000.00100.46000
Mar 200.000.000.000.00100.455000
May 200.000.000.000.00100.455000
Jun 200.000.000.000.00100.46000
Total     000

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.EXA <Comdty>
SIX Financial Information LtdFEO1
Thomson FinancialFEO1/F.EX*
thomsonreuters<0#FEO1:>
vwd720153

Trading

Contract Specifications

Version : 01 Oct 2019

Contract standards

Average rate of the effective overnight reference rate for the euro (EONIA - Euro Over Night Index Average) over a period of time determined by the Eurex Exchanges taking into account the compounded interest effect.


Contract value

EUR 1 million.


Settlement

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


Price quotation and minimum price change

The price quotation is in percent, with three decimal places, expressed as 100 minus the traded rate of interest. The minimum price change is 0.005 points, the tick value is EUR 5.83.


Contract months

The current and the four following periods of time determined by the Eurex Exchanges are available for trading at a maximum.


Last trading day and final settlement day

The last trading day is the exchange day preceding the final settlement date. Final settlement day is the last exchange day of the relevant period of time determined by the Eurex Exchanges, provided that on that day the daily effective overnight reference rate for the euro is calculated by the European Money Markets Institute (EMMI); otherwise, the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 18:00 CET.


Daily settlement price

The daily settlement price for the current maturity month of EONIA Futures is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), 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 after 09:15 CET; based on the compounded average of the effective overnight reference rate for the euro as calculated by the European Central Bank over the accrual period of the futures contract.

Matching of trades (pro rata matching)

Orders and quotes are matched according to the principle of pro rata matching, which is exclusively based on the principle of price priority.


EONIA 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

  • 11 Jan 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 14 Jan 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 14 Jan 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 29 Jan 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 29 Jan 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 15 Feb 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 18 Feb 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 18 Feb 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 12 Mar 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 12 Mar 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 15 Mar 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • 18 Mar 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 18 Mar 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • 18 Mar 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • 19 Mar 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • 19 Mar 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • 12 Apr 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 15 Apr 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 15 Apr 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 16 Apr 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 16 Apr 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 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

  • 10 May 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for options on Three-Month EURIBOR Futures

  • 13 May 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 13 May 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 11 Jun 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 11 Jun 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 14 Jun 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • 17 Jun 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 17 Jun 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • 17 Jun 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • 18 Jun 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • 18 Jun 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • 12 Jul 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 15 Jul 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 15 Jul 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 30 Jul 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 30 Jul 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 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

  • 16 Aug 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 19 Aug 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 19 Aug 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 13 Sep 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEU3)

  • 16 Sep 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 16 Sep 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • 16 Sep 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEU3)

  • 17 Sep 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 17 Sep 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 17 Sep 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • 17 Sep 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • 11 Oct 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 14 Oct 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 14 Oct 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 29 Oct 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 29 Oct 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 15 Nov 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • 18 Nov 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 18 Nov 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • 13 Dec 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • 16 Dec 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • 16 Dec 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • 16 Dec 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • 17 Dec 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 17 Dec 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • 17 Dec 2019
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 17 Dec 2019
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • 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
07:3008:0018:0019:0019:00
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0018:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)EUR 0.40 per contract
Exchange transactions: Standard fees (M- and P-accounts)EUR 0.20 per contract
TES transactions / Eurex EnLight: Standard fees (A-accounts)EUR 0.60 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts)EUR 0.30 per contract
Position Closing AdjustmentsEUR 0.80 per contract
Cash settlementEUR 0.40 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 300 contracts.

Parameters

Maximum Spreads

Maximum Spread (ticks)

6.00

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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