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SMI® Options

SMI® Options (OSMI)

Product ISIN
CH0008616382
Underlying ISIN
CH0009980894
Currency
CHF

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Jul 03, 2020 5:56:43 PM

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
11,300.00 0 n.a. n.a. n.a. n.a. n.a. 1.00 n.a. +0.00% 0.10 07/03/2020 17:56:43 0.10 0 0 04/29/2020 n.a.
11,200.00 0 n.a. n.a. n.a. n.a. n.a. 1.10 n.a. +0.00% 0.10 07/03/2020 17:56:43 0.10 0 16 05/11/2020 n.a.
11,150.00 0 n.a. n.a. n.a. n.a. n.a. 1.20 n.a. +0.00% 0.10 07/03/2020 17:56:43 0.10 0 1 04/29/2020 n.a.
11,100.00 0 n.a. n.a. n.a. n.a. n.a. 1.30 n.a. +0.00% 0.10 07/03/2020 17:56:43 0.10 0 1 06/08/2020 n.a.
11,050.00 0 n.a. n.a. n.a. n.a. n.a. 1.40 n.a. -50.00% 0.10 07/03/2020 17:56:43 0.10 0 0 04/21/2020 n.a.
11,000.00 0 n.a. n.a. n.a. n.a. n.a. 1.50 n.a. -66.67% 0.10 07/03/2020 17:56:43 0.10 0 274 06/18/2020 n.a.
10,950.00 0 n.a. n.a. n.a. n.a. n.a. 1.60 n.a. -50.00% 0.20 07/03/2020 17:56:43 0.20 0 5 06/18/2020 n.a.
10,900.00 0 n.a. n.a. n.a. n.a. n.a. 1.70 n.a. -50.00% 0.30 07/03/2020 17:56:43 0.30 0 10 06/23/2020 n.a.
10,850.00 0 n.a. n.a. n.a. n.a. n.a. 1.90 n.a. -44.44% 0.50 07/03/2020 17:56:43 0.50 0 8 06/22/2020 n.a.
10,800.00 0 n.a. n.a. n.a. 0.20 n.a. 2.20 n.a. -46.15% 0.70 07/03/2020 17:56:43 0.70 0 2,966 06/23/2020 n.a.
10,750.00 0 n.a. n.a. n.a. 0.50 n.a. 2.60 n.a. -47.62% 1.10 07/03/2020 17:56:43 1.10 0 799 07/03/2020 n.a.
10,700.00 0 n.a. n.a. n.a. 1.10 n.a. 3.10 n.a. -43.75% 1.80 07/03/2020 17:56:43 1.80 0 1,319 07/03/2020 n.a.
10,650.00 0 n.a. n.a. n.a. 1.90 n.a. 4.00 n.a. -46.00% 2.70 07/03/2020 17:56:43 2.70 0 4,459 07/03/2020 n.a.
10,600.00 0 n.a. n.a. n.a. 3.30 n.a. 5.50 n.a. -46.15% 4.20 07/03/2020 17:56:43 4.20 0 1,252 07/03/2020 n.a.
10,550.00 0 n.a. n.a. n.a. 5.40 n.a. 7.90 n.a. -45.83% 6.50 07/03/2020 17:56:43 6.50 10 654 07/03/2020 n.a.
10,500.00 0 n.a. n.a. n.a. 8.80 n.a. 11.70 n.a. -44.44% 10.00 07/03/2020 17:56:43 10.00 80 758 07/03/2020 n.a.
10,450.00 0 n.a. n.a. n.a. 14.00 n.a. 17.10 n.a. -42.42% 15.20 07/03/2020 17:56:43 15.20 10 548 07/03/2020 n.a.
10,400.00 0 n.a. n.a. n.a. 21.40 n.a. 25.20 n.a. -40.21% 22.60 07/03/2020 17:56:43 22.60 79 1,252 07/03/2020 n.a.
10,350.00 0 n.a. n.a. n.a. 31.60 n.a. 35.90 n.a. -37.52% 32.80 07/03/2020 17:56:43 32.80 9 957 07/01/2020 n.a.
10,300.00 0 n.a. n.a. n.a. 44.90 n.a. 49.70 n.a. -34.61% 46.10 07/03/2020 17:56:43 46.10 52 1,600 07/03/2020 n.a.
10,250.00 0 n.a. n.a. n.a. 61.20 n.a. 67.10 n.a. -31.66% 62.80 07/03/2020 17:56:43 62.80 20 624 07/03/2020 n.a.
10,200.00 0 n.a. n.a. n.a. 80.80 n.a. 88.50 n.a. -28.73% 83.10 07/03/2020 17:56:43 83.10 7 1,364 07/03/2020 n.a.
10,150.00 0 n.a. n.a. n.a. 104.30 n.a. 111.50 n.a. -26.11% 107.00 07/03/2020 17:56:43 107.00 0 872 07/03/2020 n.a.
10,100.00 0 n.a. n.a. n.a. 131.40 n.a. 140.00 n.a. -23.68% 134.40 07/03/2020 17:56:43 134.40 5 459 07/03/2020 n.a.
10,050.00 0 n.a. n.a. n.a. 161.30 n.a. 171.50 n.a. -21.54% 165.00 07/03/2020 17:56:43 165.00 0 201 07/01/2020 n.a.
10,000.00 0 n.a. n.a. n.a. 194.10 n.a. 205.80 n.a. -19.60% 198.60 07/03/2020 17:56:43 198.60 0 838 07/03/2020 n.a.
9,950.00 0 n.a. n.a. n.a. 229.60 n.a. 241.80 n.a. -17.88% 234.70 07/03/2020 17:56:43 234.70 0 663 06/25/2020 n.a.
9,900.00 0 n.a. n.a. n.a. 267.40 n.a. 280.60 n.a. -16.37% 272.90 07/03/2020 17:56:43 272.90 0 223 06/26/2020 n.a.
9,850.00 0 n.a. n.a. n.a. 307.20 n.a. 321.20 n.a. -15.04% 312.90 07/03/2020 17:56:43 312.90 0 103 06/16/2020 n.a.
9,800.00 0 n.a. n.a. n.a. 348.50 n.a. 363.20 n.a. -13.85% 354.50 07/03/2020 17:56:43 354.50 0 230 06/19/2020 n.a.
9,750.00 0 n.a. n.a. n.a. 391.30 n.a. 406.50 n.a. -12.81% 397.50 07/03/2020 17:56:43 397.50 0 121 06/30/2020 n.a.
9,700.00 0 n.a. n.a. n.a. 435.30 n.a. 450.90 n.a. -11.87% 441.60 07/03/2020 17:56:43 441.60 2 40 06/30/2020 n.a.
9,650.00 0 n.a. n.a. n.a. 480.50 n.a. 497.20 n.a. -11.02% 486.80 07/03/2020 17:56:43 486.80 0 0 04/20/2020 n.a.
9,600.00 0 n.a. n.a. n.a. 526.50 n.a. 542.50 n.a. -10.26% 532.90 07/03/2020 17:56:43 532.90 0 262 07/01/2020 n.a.
9,550.00 0 n.a. n.a. n.a. 574.10 n.a. 589.30 n.a. -9.56% 579.70 07/03/2020 17:56:43 579.70 0 14 05/21/2020 n.a.
9,500.00 0 n.a. n.a. n.a. 620.50 n.a. 636.80 n.a. -8.94% 627.10 07/03/2020 17:56:43 627.10 0 114 06/22/2020 n.a.
9,450.00 0 n.a. n.a. n.a. 668.10 n.a. 684.70 n.a. -8.40% 674.90 07/03/2020 17:56:43 674.90 0 14 06/19/2020 n.a.
9,400.00 0 n.a. n.a. n.a. 717.10 n.a. 732.80 n.a. -7.91% 723.00 07/03/2020 17:56:43 723.00 0 37 06/19/2020 n.a.
9,350.00 0 n.a. n.a. n.a. 765.50 n.a. 781.30 n.a. -7.46% 771.40 07/03/2020 17:56:43 771.40 0 16 06/19/2020 n.a.
9,300.00 0 n.a. n.a. n.a. 813.10 n.a. 829.90 n.a. -7.05% 820.10 07/03/2020 17:56:43 820.10 0 23 06/23/2020 n.a.
9,250.00 0 n.a. n.a. n.a. 861.80 n.a. 878.70 n.a. -6.70% 868.80 07/03/2020 17:56:43 868.80 0 1 05/15/2020 n.a.
9,200.00 0 n.a. n.a. n.a. 910.70 n.a. 927.60 n.a. -6.37% 917.80 07/03/2020 17:56:43 917.80 0 4 07/03/2020 n.a.
9,150.00 0 n.a. n.a. n.a. 959.70 n.a. 977.60 n.a. -6.07% 966.80 07/03/2020 17:56:43 966.80 0 5 05/18/2020 n.a.
9,100.00 0 n.a. n.a. n.a. 1,008.80 n.a. 1,025.70 n.a. -5.80% 1,016.00 07/03/2020 17:56:43 1,016.00 0 2 05/15/2020 n.a.
9,050.00 0 n.a. n.a. n.a. 1,058.00 n.a. 1,074.90 n.a. -5.55% 1,065.20 07/03/2020 17:56:43 1,065.20 0 0 04/20/2020 n.a.
9,000.00 0 n.a. n.a. n.a. 1,107.30 n.a. 1,125.20 n.a. -5.32% 1,114.60 07/03/2020 17:56:43 1,114.60 0 25 06/19/2020 n.a.
8,950.00 0 n.a. n.a. n.a. 1,156.70 n.a. 1,173.60 n.a. -5.11% 1,163.90 07/03/2020 17:56:43 1,163.90 0 0 04/20/2020 n.a.
8,900.00 0 n.a. n.a. n.a. 1,206.10 n.a. 1,223.00 n.a. -4.91% 1,213.40 07/03/2020 17:56:43 1,213.40 0 20 04/27/2020 n.a.
8,850.00 0 n.a. n.a. n.a. 1,255.60 n.a. 1,272.50 n.a. -4.74% 1,262.90 07/03/2020 17:56:43 1,262.90 0 0 04/20/2020 n.a.
8,800.00 0 n.a. n.a. n.a. 1,305.20 n.a. 1,322.10 n.a. -4.57% 1,312.40 07/03/2020 17:56:43 1,312.40 0 0 07/01/2020 n.a.
8,750.00 0 n.a. n.a. n.a. 1,354.70 n.a. 1,371.70 n.a. -4.41% 1,362.00 07/03/2020 17:56:43 1,362.00 0 0 04/20/2020 n.a.
8,700.00 0 n.a. n.a. n.a. 1,404.30 n.a. 1,421.30 n.a. -4.26% 1,411.70 07/03/2020 17:56:43 1,411.70 0 3 06/19/2020 n.a.
8,650.00 0 n.a. n.a. n.a. 1,453.90 n.a. 1,471.00 n.a. -4.13% 1,461.30 07/03/2020 17:56:43 1,461.30 0 0 04/20/2020 n.a.
8,600.00 0 n.a. n.a. n.a. 1,503.50 n.a. 1,520.70 n.a. -4.00% 1,511.10 07/03/2020 17:56:43 1,511.10 0 0 04/20/2020 n.a.
8,550.00 0 n.a. n.a. n.a. 1,553.20 n.a. 1,570.40 n.a. -3.87% 1,560.80 07/03/2020 17:56:43 1,560.80 0 0 04/20/2020 n.a.
8,500.00 0 n.a. n.a. n.a. 1,602.90 n.a. 1,620.20 n.a. -3.76% 1,610.60 07/03/2020 17:56:43 1,610.60 0 3 06/16/2020 n.a.
8,450.00 0 n.a. n.a. n.a. 1,652.60 n.a. 1,669.90 n.a. -3.65% 1,660.40 07/03/2020 17:56:43 1,660.40 0 0 04/20/2020 n.a.
8,400.00 0 n.a. n.a. n.a. 1,703.40 n.a. 1,720.70 n.a. -3.55% 1,710.20 07/03/2020 17:56:43 1,710.20 0 0 04/20/2020 n.a.
8,350.00 0 n.a. n.a. n.a. 1,752.30 n.a. 1,769.60 n.a. -3.45% 1,760.00 07/03/2020 17:56:43 1,760.00 0 0 04/20/2020 n.a.
8,300.00 0 n.a. n.a. n.a. 1,803.10 n.a. 1,820.40 n.a. -3.36% 1,809.90 07/03/2020 17:56:43 1,809.90 0 0 04/20/2020 n.a.
8,250.00 0 n.a. n.a. n.a. 1,852.00 n.a. 1,869.20 n.a. -3.27% 1,859.80 07/03/2020 17:56:43 1,859.80 0 0 04/20/2020 n.a.
8,200.00 0 n.a. n.a. n.a. 1,901.80 n.a. 1,920.10 n.a. -3.19% 1,909.60 07/03/2020 17:56:43 1,909.60 0 0 04/20/2020 n.a.
8,150.00 0 n.a. n.a. n.a. 1,952.70 n.a. 1,970.00 n.a. -3.11% 1,959.50 07/03/2020 17:56:43 1,959.50 0 0 04/22/2020 n.a.
8,100.00 0 n.a. n.a. n.a. 2,002.60 n.a. 2,019.80 n.a. -3.03% 2,009.40 07/03/2020 17:56:43 2,009.40 0 0 05/05/2020 n.a.
8,050.00 0 n.a. n.a. n.a. 2,052.50 n.a. 2,068.70 n.a. -2.96% 2,059.30 07/03/2020 17:56:43 2,059.30 0 0 05/05/2020 n.a.
8,000.00 0 n.a. n.a. n.a. 2,102.40 n.a. 2,119.60 n.a. -2.89% 2,109.30 07/03/2020 17:56:43 2,109.30 0 1 06/18/2020 n.a.
7,950.00 0 n.a. n.a. n.a. 2,152.30 n.a. 2,169.50 n.a. -2.82% 2,159.20 07/03/2020 17:56:43 2,159.20 0 0 05/08/2020 n.a.
7,900.00 0 n.a. n.a. n.a. 2,202.30 n.a. 2,219.50 n.a. -2.76% 2,209.10 07/03/2020 17:56:43 2,209.10 0 0 05/08/2020 n.a.
7,850.00 0 n.a. n.a. n.a. 2,252.20 n.a. 2,269.40 n.a. -2.70% 2,259.00 07/03/2020 17:56:43 2,259.00 0 0 05/08/2020 n.a.
7,800.00 0 n.a. n.a. n.a. 2,302.10 n.a. 2,319.30 n.a. -2.64% 2,309.00 07/03/2020 17:56:43 2,309.00 0 0 05/08/2020 n.a.
7,750.00 0 n.a. n.a. n.a. 2,352.10 n.a. 2,369.20 n.a. -2.59% 2,358.90 07/03/2020 17:56:43 2,358.90 0 0 05/08/2020 n.a.
7,700.00 0 n.a. n.a. n.a. 2,402.00 n.a. 2,419.20 n.a. -2.54% 2,408.80 07/03/2020 17:56:43 2,408.80 0 0 05/08/2020 n.a.
7,650.00 0 n.a. n.a. n.a. 2,451.90 n.a. 2,469.10 n.a. -2.49% 2,458.80 07/03/2020 17:56:43 2,458.80 0 0 05/08/2020 n.a.
7,600.00 0 n.a. n.a. n.a. 2,500.90 n.a. 2,519.00 n.a. -2.44% 2,508.70 07/03/2020 17:56:43 2,508.70 0 0 05/08/2020 n.a.
7,550.00 0 n.a. n.a. n.a. 2,551.80 n.a. 2,569.00 n.a. -2.39% 2,558.70 07/03/2020 17:56:43 2,558.70 0 0 05/08/2020 n.a.
7,500.00 0 n.a. n.a. n.a. 2,601.80 n.a. 2,618.90 n.a. -2.35% 2,608.60 07/03/2020 17:56:43 2,608.60 0 0 05/08/2020 n.a.
7,450.00 0 n.a. n.a. n.a. 2,651.70 n.a. 2,668.90 n.a. -2.30% 2,658.60 07/03/2020 17:56:43 2,658.60 0 0 05/08/2020 n.a.
7,400.00 0 n.a. n.a. n.a. 2,701.70 n.a. 2,718.90 n.a. -2.26% 2,708.60 07/03/2020 17:56:43 2,708.60 0 0 05/08/2020 n.a.
7,350.00 0 n.a. n.a. n.a. 2,751.70 n.a. 2,768.80 n.a. -2.22% 2,758.50 07/03/2020 17:56:43 2,758.50 0 0 05/08/2020 n.a.
7,300.00 0 n.a. n.a. n.a. 2,801.60 n.a. 2,818.80 n.a. -2.18% 2,808.50 07/03/2020 17:56:43 2,808.50 0 0 05/08/2020 n.a.
7,250.00 0 n.a. n.a. n.a. 2,851.60 n.a. 2,868.70 n.a. -2.14% 2,858.50 07/03/2020 17:56:43 2,858.50 0 0 05/08/2020 n.a.
7,200.00 0 n.a. n.a. n.a. 2,901.60 n.a. 2,918.70 n.a. -2.11% 2,908.40 07/03/2020 17:56:43 2,908.40 0 0 05/08/2020 n.a.
7,150.00 0 n.a. n.a. n.a. 2,951.50 n.a. 2,968.70 n.a. -2.07% 2,958.40 07/03/2020 17:56:43 2,958.40 0 0 05/08/2020 n.a.
7,100.00 0 n.a. n.a. n.a. 3,001.50 n.a. 3,018.70 n.a. -2.04% 3,008.40 07/03/2020 17:56:43 3,008.40 0 0 05/08/2020 n.a.
7,050.00 0 n.a. n.a. n.a. 3,051.50 n.a. 3,068.60 n.a. -2.01% 3,058.40 07/03/2020 17:56:43 3,058.40 0 0 05/08/2020 n.a.
7,000.00 0 n.a. n.a. n.a. 3,101.50 n.a. 3,118.60 n.a. -1.98% 3,108.30 07/03/2020 17:56:43 3,108.30 0 0 05/08/2020 n.a.
Total 274 23,161

Statistics

Data is forJul 3, 2020   Last update:Jul 04, 2020 12:00:00 AM

Product type:
O
Stock exchange:
n/a
Underlying closing price:
10,125.84
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
OSMI Jul 207951.90141,69441,5867,000/11,30086
 CALLJul 20274 23,10923,161  
 PUTJul 20521 18,58518,425  
OSMI Aug 206440.51919,26618,9718,100/11,65072
 CALLAug 20424 12,49112,308  
 PUTAug 20220 6,7756,663  
OSMI Sep 202,4251.22599,01797,8171,000/16,000133
 CALLSep 201,090 26,09225,405  
 PUTSep 201,335 72,92572,412  
OSMI Dec 207502.927244,789244,6611,000/17,500124
 CALLDec 20191 82,50182,587  
 PUTDec 20559 162,288162,074  
OSMI Mar 211921.74319,03318,9036,000/18,00087
 CALLMar 2170 4,4154,355  
 PUTMar 21122 14,61814,548  
OSMI Jun 21841.33359,26659,2376,000/12,00063
 CALLJun 2136 14,98914,961  
 PUTJun 2148 44,27744,276  
OSMI Dec 211761.31653,32853,2614,000/14,00065
 CALLDec 2176 17,68117,606  
 PUTDec 21100 35,64735,655  
OSMI Jun 220n/a3,2493,2495,000/12,00042
 CALLJun 220 178178  
 PUTJun 220 3,0713,071  
OSMI Dec 220n/a15,84915,8494,600/14,00048
 CALLDec 220 4,7794,779  
 PUTDec 220 11,07011,070  
OSMI Jun 230n/a009,200/11,00010
 CALLJun 230 00  
 PUTJun 230 00  
OSMI Dec 230n/a4,0894,0895,200/12,00033
 CALLDec 230 1,1511,151  
 PUTDec 230 2,9382,938  
OSMI Dec 240n/a6916916,600/12,00026
 CALLDec 240 569569  
 PUTDec 240 122122  
Total  5,0661.344560,271558,314  
 Call 2,161 187,955187,060  
 Put 2,905 372,316371,254  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.SMI Index OMON
ComStock<17>l,OSMI\myssssss
CQGSY
FIDES Information ServicesO,OSMI
SIX Financial Information LtdOSMI
Thomson FinancialOSMI/O.EX*
thomsonreuters<0#OSMI*.EX>
vwd16645-16650

Trading

Contract Specifications

Version : 13 Aug 2012

Contract standards

ContractProduct IDUnderlying
SMI® OptionsOSMISMI®, the blue chip index of SIX Swiss Exchange
SMIM® OptionsOSMMSMIM®, the mid cap index of SIX Swiss Exchange
SLI® OptionsOSLISLI Swiss Leader Index®, the blue chip index with capped weightings of the SIX Swiss Exchange

Settlement

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


Contract values, price gradations and contract months

ContractContract valueMinimum price changeContract months
PointsValue
SMI® OptionsCHF 100.1CHF 160
SMIM® OptionsCHF 100.1CHF 124
SLI® OptionsCHF 100.1CHF 160

Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.

Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter.


Last trading day and final settlement day
Last trading day is the exchange day preceding the final settlement day of each expiration month.

Final settlement day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day.

Close of trading in the expiring option series on the last trading day is at 17:20 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for equity index options (as well as Weekly Options) are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.


Final settlement price
The final settlement price is established by Eurex on the final settlement day of the contract and is determined by the value of the respective index, based on SIX Swiss Exchange opening prices of the respective index component shares.


Exercise

European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET).


Exercise prices

ContractExercise price intervals in index points for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months25-36 months> 36 months
SMI® Options5050100200200
SMIM® Options51020--
SLI® Options510205050

 

Number of exercise prices

Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months for each call and put, such that three exercise prices are in-the-money, one is at-the-money and three are out-of-the-money.

Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two are out-of-the-money.


Option premium
The equivalent of the premium in points, payable in full in the currency of the respective contract on the exchange day following the day of the trade.

 

 

Further details are available in the clearing conditions and the contract specifications.

Trading Calendar

  • 01 Jan 2020
    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 2020
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 02 Jan 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 06 Jan 2020
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 20 Jan 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 17 Feb 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 10 Apr 2020
    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

  • 13 Apr 2020
    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 2020
    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

  • 21 May 2020
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 21 May 2020
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 21 May 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 25 May 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 01 Jun 2020
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives; exceptions: trading in FDAX, F2MX, FDIV, FTDX and FDXM takes place.

  • 01 Jun 2020
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 01 Jun 2020
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 01 Jun 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 18 Jun 2020
    Equity Index Derivatives | Finland | Last Trading Day

    Last Trading Day for Finnish equity index derivatives

  • 19 Jun 2020
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 07 Sep 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 12 Oct 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Oct 2020
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 11 Nov 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Nov 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 24 Dec 2020
    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 2020
    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

  • 31 Dec 2020
    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
07:3008:5017:2019:0020:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5017:2019:0020:3020:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)CHF 1.08 per contract
Exchange transactions: Standard fees (M- and P-accounts)CHF 1.00 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold)CHF 0.54 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold)CHF 0.50 per contract
TES transactions: Standard fees (A-accounts)CHF 1.16 per contract
TES transactions: Standard fees (M- and P-accounts)CHF 1.00 per contract
TES transactions: Reduced fees A-accounts (contract volume above threshold)CHF 0.58 per contract
TES transactions: Reduced fees P-accounts (contract volume above threshold)CHF 0.50 per contract
Eurex EnLight: Standard fees (A-accounts)CHF 1.12 per contract
Eurex EnLight: Standard fees (M- and P-accounts)CHF 1.00 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold)CHF 0.56 per contract
Eurex EnLight: Reduced fees P-accounts (contract volume above threshold)CHF 0.50 per contract
Non-disclosed bilateral TES transactions: Standard feesCHF 1.16 per contract
Non-disclosed bilateral TES transactions: Reduced fees A-accounts (contract volume above threshold)CHF 0.58 per contract
Non-disclosed bilateral TES transactions: Reduced fees P-accounts (contract volume above threshold)CHF 0.66 per contract
Eurex EnLight: Standard fees (Non-disclosure, A-accounts)CHF 1.12 per contract
Eurex EnLight: Standard fees (Non-disclosure, M- and P-accounts)CHF 1.16 per contract
Eurex EnLight: Reduced fees A-accounts (Non-disclosure, contract volume above threshold)CHF 0.56 per contract
Eurex EnLight: Reduced fees P-accounts (Non-disclosure, contract volume above threshold)CHF 0.66 per contract
Threshold A-accounts3,000.00 contracts
Threshold P-accounts2,000.00 contracts
Exercise of optionsCHF 1.00 per contract
Position transfer with cash transferCHF 13.00 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 500 contracts; the EnLight Minimum Block Trade Size is 300 contracts.

Parameters

Maximum Spreads

Bid up to (index points)

Maximum Spread (index points)

0 - 353.5
35 - 50010%
> 50050


For the last two expiration months in the maturity range, the Maximum Spread is increased by 100 percent for permanent quotation as well as for responses to quote requests for all options with 6 or more expiration months.

Minimum Quote Size

50 contracts on the bid and ask side.

The minimum quote duration is 85 percent of the trading hours between 09:00 and 17:20 CET on a monthly average.
The first eight contract months have to be quoted.

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

Market Makers

Maturity Range for PMM/AMM

Maturity Range for PMM/AMM up to (months): 8

Maturity Range for PMM short up to (months): 5

Maturity Range for PMM long up to (months): 5

AMM Package ID

Admitted to the following Advanced Market-Making package(s):CH

Mistrade Ranges

Reference price (currency units)

Mistrade Range (currency units)

0 - 353,5
35 - 50010%
> 50050

For equity and equity index options, mistrade parameters will be doubled on the last trading day.

Mistrade ranges are doubled for expiries that are equal to or greater than the value displayed in the corresponding CSV file.


For the transactions in option contracts accomplished during a Stressed Market period, the mistrade ranges reduplicate.

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.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

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.

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.

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