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EURO STOXX 50® Index Total Return Futures

EURO STOXX 50® Index Total Return Futures (TESX)

Product ISIN
DE000A2BMJ71
Underlying ISIN
EU0009658145
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Dec 09, 2019 6:14:51 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. 1.00 n.a. 11.00 n.a. -0.49% 4,074.68 12/09/2019 18:14:51 4,074.68 0 188,234 12/05/2019 12/09/2019

Statistics

Data is forDec 9, 2019   Last update:Dec 10, 2019 12:00:00 AM

Product type:
F
Stock exchange:
n/a
Underlying closing price:
3,672.18
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
Dec 190.000.000.000.004,074.680188,234188,234
Dec 200.000.000.000.004,089.023,000345,595342,595
Mar 200.000.000.000.004,077.67028,00028,000
Jun 200.000.000.000.004,085.1408,8018,801
Sep 200.000.000.000.004,086.850600600
Dec 210.000.000.000.004,106.340207,826207,826
Mar 210.000.000.000.004,091.780825825
Jun 210.000.000.000.004,101.403,7703,770
Sep 210.000.000.000.004,103.770201201
Dec 220.000.000.000.004,127.570136,506136,506
Mar 220.000.000.000.004,111.090200200
Jun 220.000.000.000.004,120.7305,0005,000
Sep 220.000.000.000.004,124.24000
Dec 230.000.000.000.004,152.52092,10092,100
Mar 230.000.000.000.004,133.16000
Jun 230.000.000.000.004,145.490200200
Sep 230.000.000.000.004,149.102525
Dec 240.000.000.000.004,183.461,00099,22599,225
Mar 240.000.000.000.004,160.530200200
Jun 240.000.000.000.004,172.69000
Sep 240.000.000.000.004,176.29000
Dec 250.000.000.000.004,213.981,00062,60063,600
Dec 260.000.000.000.004,250.1028,95528,955
Dec 270.000.000.000.004,280.96015,00015,000
Dec 280.000.000.000.004,316.670600600
Total     5,0001,224,4631,222,463
More statistics for EURO STOXX 50® Index Total Return Futures
More statistics for Blue Chip
Statistics for all products

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.VHOA <Index>
thomsonreuters<0#TESX:>
Vendor Codes for product group

Trading

Contract Specifications

Version : 02 Oct 2019

Underlying instruments

    
IndexCurrencyIndex typeISIN
EURO STOXX 50® IndexEURPrice indexEU0009658145
EURO STOXX 50® Distribution Point IndexEURDVP IndexCH0334725220
EONIAEURFunding RateEU0009659945


Settlement

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


Contract multiplier

EUR 10 per index point.

Quotation and minimum change of the TRF spread

TRF spread as annualised rate expressed in basis points with one decimal place. The minimum change of the TRF spread is +/- 0.5 basis points (1 basis point = 0.0001).

Trade types

Trade at Index Close (TAIC) with an index level based on the daily EURO STOXX 50® Index close.
Trade at Market (TAM) with a custom-defined index level.

Accrued Distributions and Accrued Funding (index points)

The distribution and funding rate payments will be accumulated from the product launch date and added to the TRF futures price in index points. The daily changes in distributions and funding payments are paid out via Variation Margin.

Contract months

Up to 119 months: The 21 nearest quarterly months of the March, June, September and December cycle and the five following annual months of the December cycle thereafter.


Last trading day and final settlement day
Last trading day is the exchange day immediately preceding the final settlement day.
Final settlement day is 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.

Daily settlement TRF spread (basis points)

The daily settlement TRF spread is used to calculate the daily settlement price and determined as follows:

  • The daily settlement TRF spread is based on the TRF spread traded via the closing auction between 17:25 and 17:30 CET.
  • Should no trades be executed in the closing auction, then the daily settlement TRF spread is determined based on the average bid/ask spread of the respective contract month.
  • Should no price be determined according to the aforementioned procedure, the daily settlement TRF spread is determined based on a theoretic (fair) TRF spread for the respective contract.


Daily settlement price (index points)

The daily settlement price is established on the current trading day and is based on the close of EURO STOXX 50® Index, the daily settlement TRF spread as well as the Accrued Distributions and Accrued Funding which have been accumulated from the product launch until the current date.


Final settlement price (index points)

The final settlement price is established by Eurex on the final settlement day of the contract and is based on the final settlement price of EURO STOXX 50® Index Futures as well as the Accrued Distributions and Accrued Funding from the product launch until the expiration date.



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

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
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 Jan 2019
    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

  • 18 Feb 2019
    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

  • 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

  • 27 May 2019
    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

  • 30 May 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 30 May 2019
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index 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
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 10 Jun 2019
    Equity Index Derivatives | Austria | Holiday

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

  • 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
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 Jun 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 04 Jul 2019
    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 Aug 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 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

  • 02 Sep 2019
    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

  • 03 Oct 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 14 Oct 2019
    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

  • 11 Nov 2019
    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

  • 28 Nov 2019
    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

  • 06 Dec 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 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

Complete Trading Calendar

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:1517:2522:10
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:1517:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 0.60 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.60 per contract
Daily maintenance fees (A- and P-accounts)EUR 0.002 per contract
Daily maintenance fees (M-accounts)EUR 0.001 per contract
Position Closing AdjustmentsEUR 1.20 per contract
Cash settlementEUR 0.60 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 100 contracts.

Parameters

Maximum Spreads

0.50 percent based on the bid price.

In Fast Market, the Maximum Spread is increased by 100 percent.

Market Makers

Mistrade Ranges

25.0 basis points in relation to EURO STOXX 50® Index Total Return Futures.

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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