OTC Vola Trades
Eurex Clearing supports the clearing and settlement of OTC vola trades.
The OTC Vola Trade facility allows authorized Eurex members to clear options and futures positions
resulting from OTC vola trades through Eurex Clearing. They are administered like normal exchange
positions by Eurex Clearing and may be closed through the regular market.
A vola trade is a trade where two parties
-
conclude an on exchange or off-exchange options transaction and
-
simultaneously or in a second step, these parties agree on the off-exchange purchase/sale of the
futures contract underlying the options transaction or of the futures contract of the instrument
underlying the options contract.
The number of contracts traded with an OTC vola trade must exceed a minimum amount defined by Eurex.
The OTC vola trade facility is available for the following combinations of
Eurex options and futures:
 | | | |
Contract
Options on
|
Product ID
|
Contract
Futures on
|
Product ID
|
| Equity Index Derivatives |
| DJ EURO STOXX 50® Index | OESX | DJ EURO STOXX 50® Index | FESX |
| DJ EURO STOXX® Select Dividend 30 Index | OEDV | DJ EURO STOXX® Select Dividend 30 Index | FEDV |
| DJ STOXX 50® Index | OSTX | DJ STOXX 50® Index | FSTX |
| DJ STOXX® 600 Index | O600 | DJ STOXX® 600 Index | F600 |
| DJ STOXX® Large 200 Index | O2LA | DJ STOXX® Large 200 Index | F2LA |
| DJ STOXX® Mid 200 Index | O2MI | DJ STOXX® Mid 200 Index | F2MI |
| DJ STOXX ® Small 200 Index | O2SM | DJ STOXX ® Small 200 Index | F2SM |
| DJ EURO STOXX® Sector Indexes | | DJ EURO STOXX® Sector Indexes | |
| DJ STOXX® 600 Sector Indexes | | DJ STOXX® 600 Sector Indexes | |
| DJ Global Titans 50 IndexSM (EUR) | OGTI | DJ Global Titans 50 IndexSM (EUR) | FGTI |
| DAX® | ODAX® | DAX® | FDAX® |
| DivDAX® | ODIV | DivDAX® | FDIV |
| MDAX® | O2MX | MDAX® | F2MX |
| TecDAX® | OTDX | TecDAX® | FTDX |
| MDAX® | O2MX | MDAX® | F2MX |
| SMI® | OSMI | SMI® | FSMI |
| SMIM® | OSMM | SMIM® | FSMM |
| SLI® | OSLI | SLI® | FSLI |
| OMXH25 | OFOX | OMXH25 | FFOX |
| MSCI Russia Index | OMXR | MSCI Russia Index | FMXR |
| DJ EURO STOXX 50® Index - Weekly |
| DAX® - Weekly |
| SMI® - Weekly |
| |
| Interest Rate Derivatives |
|
Euro-Schatz Futures
| OGBS | Euro-Schatz | FGBS |
|
Euro-Bobl Futures
| OGBM | Euro-Bobl | FGBM |
|
Euro-Bund Futures
| OGBL | Euro-Bund | FGBL |
|
Three-Month EURIBOR Futures
| OEU3 |
Three-Month EURIBOR
| FEU3 |
