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Money market derivatives: Introduction of new expiration dates for EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)

Release date: 04 Oct 2019 | Eurex Exchange

096/2019 Money market derivatives: Introduction of new expiration dates for EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)

Eurex Circular 096/19 Money market derivatives: Introduction of new expiration dates for EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)

1. Introduction

In August 2019, the European Central Bank (ECB) published its indicative calendar for the reserve maintenance periods in 2020. 

As the reserve maintenance periods are utilised to mark the expiration dates of the EONIA Futures and the EUR Secured Funding Futures (FLIC), the Management Board of Eurex Deutschland decided the following with effect from 30 October 2019:

  • Introduction of new expirations for the EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC) contracts.

To implement the decision, the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland (Contract Specifications) will be amended as of the same date, as outlined in attachment 2.

As of the effective date, the full version of the amended Contract Specifications will be published on the Eurex website www.eurexchange.com under the following link:

2.    Required actions

There are no actions required from the Trading Participants.

3.    Details

EONIA Futures (FEO1)

The table in attachment 1 lists the additional EONIA Futures contracts which will be made available for trading at Eurex Deutschland. 


EUR Secured Funding Futures (FLIC)

The table in attachment 1 lists the additional EUR Secured Funding Futures contracts which will be made available for trading at Eurex Deutschland.
 

Attachments:

  1. Tables with details to the EONIA Futures (FEO1) and EUR Secured Funding Futures (FLIC)
  2. Amendments to the Contract Specifications for Futures Contracts and Options Contracts at Eurex Deutschland 
Recipients:All Trading Participants of Eurex Deutschland and Vendors
Target groups:Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination
Contact:Davide Masi, Fixed Income ETD Product Design,
T +44 207 862 7267, davide.masi@eurexchange.com;
Jenny Ivleva, Fixed Income ETD Product Design,
T +44 207 862 7098, jenny.ivleva@eurexchange.com
Web:www.eurexchange.com
Authorized by:Michael Peters