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iShares Core DAX® UCITS (DE) Futures

iShares Core DAX® UCITS (DE) Futures (EXSF)

Product ISIN
DE0007200164
Underlying ISIN
DE0005933931
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Oct 18, 2019 7:32:49 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. -0.20% 108.18 10/18/2019 19:32:49 108.18 0 0 03/18/2019 10/18/2019

Statistics

Data is forOct 18, 2019   Last update:Oct 19, 2019 12:00:00 AM

Product type:
F
Stock exchange:
n/a
Underlying closing price:
108.26
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
Dec 190.000.000.000.00108.18000
Mar 200.000.000.000.00108.07000
Jun 200.000.000.000.00107.19000
Total     000

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.DAXEX=A GR Equity
ComStock<17>l,EXSFmy
SIX Financial Information LtdEXSF
Thomson FinancialEXSF/F.EX*
thomsonreuters<0#EXSF:>

Trading

Contract Specifications

Version : 21 Jul 2014

Contract standards

ContractProduct IDUnderlyingCurrency
iShares DAX® UCITS ETF (DE) FuturesEXSFiShares DAX® UCITS ETF (DE)EUR
iShares EURO STOXX 50® UCITS FuturesEUNFiShares EURO STOXX 50® UCITS ETFEUR
iShares SMI® (CH) FuturesXMTFiShares SMI® (CH)CHF

 

Contract size

100 index fund shares of the underlying.

 

Settlement

Physical delivery of 100 index fund shares two, for iShares SMI® (CH) Futures three exchange days after the last trading day.

 

Minimum price change

EUR 0.01 or CHF 0.01.

 

Contract months

Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.

 

Last trading day

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, for iShares SMI® (CH) Futures at 17:20 CET.

 

Daily settlement price

The daily settlement prices for ETF futures are derived from the closing price of the underlying determined during the closing auction plus the respective cost of carry.

Further details are available in the clearing conditions.

 

Tender price

The tender price is established by Eurex, based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day. If such a price cannot be determined, the volume-weighted average of the three last traded prices within the electronic trading system of the domestic cash market for the respective underlying will be consulted.

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

  • 02 Jan 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 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

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Exchange Traded Products Derivatives | Exchange traded commodities derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • 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

  • 03 Oct 2019
    Exchange Traded Products Derivatives | Exchange traded commodities derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • 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
07:3008:5117:3020:00
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5117:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.40 per contract
Position Closing AdjustmentsEUR 0.60 per contract
Delivery resulting from futuresEUR 0.30 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 1,000 contracts

Parameters

Maximum Spreads

Bid up tp

Maximum Spread

0 - 500.2 index points
> 500.40 %



In Fast Market, the maximum spreads will be increased by 100 percent.

Minimum Quote Size

5 contracts on the bid and ask side.

The minimum quote duration is 70 percent of the trading hours between 09:00 and 17:30 CET
(on a monthly average). The front month has to be quoted.

In Fast Market, the minimum quote size is reduced by 50 percent.

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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