Eurex
1. Introduction
Eurex Exchange will make configuration changes for the Money Markets Index Futures products FEU3 (EURIBOR Futures), FSR3 (SARON® Futures) and FST3 (Euro STR Futures) in preparation for the introduction of an additional Inter Product Spread (IPS) in the future. The configuration of the existing Inter Product Spread Strategy „EURIBOR – Euro-STR” (IPEE) will also be changed.
In addition to the Money Markets Index Futures, Eurex Exchange will also make configuration changes for a total of 66 Single Stock Options products. The performance of the affected products will be optimized by grouping them based on the TSL Product Grouping (TSLMarketGroupID in the RDI/RDF reference data stream) in a country-specific partition mapping and consolidating the access to the respective market data. For the affected products, Eurex Exchange will either re-assign the partition IDs and/or the multicast addresses for the dissemination of market data via the EMDI and EOBI interfaces. The dissemination of market data via the MDI interface will remain unchanged.
The affected products will be redistributed to the new partitions and/or multicast addresses from the business day 25 March 2024 onwards.
Participants with HF-sessions (HF-sessions always use the partition-specific gateways) will be directly affected by those configuration changes where the Partition-ID will be reassigned. The product reference data will be modified accordingly to reflect the new partition ID.
2. Required action
Moving products from one partition to another may lead to a scenario where Good Till Cancelled (GTC) and Good Till Date (GTD) orders entered and owned by one HF-session come to reside on two different partitions.
As a HF-session login is always partition-specific (via a partition-specific gateway), the respective owning session needs to login to the new partition to manage orders for products which have been moved. To manage orders for products which have not been moved, the owning session needs to login to the old partition.
3. Details
Please see the tables in Attachment 1 for an overview of the respective configuration changes for the Money Markets Index Futures currently located on Partition 6.
More details regarding the multicast address assignments for the Equity Options can be taken from the sheet in Attachment 2.
The reference data containing all the respective changes will be provided following the start of the T7 trading system for the business day Monday, 25 March 2024.
Attachments:
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors | |
Target groups: | Front Office/Trading, IT/System Administration | |
Contact: | Technical Key Account Manager via your VIP number or cts@deutsche-boerse.com | |
Web: | www.eurex.com | |
Authorized by: | Wolfgang Eholzer |
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.
