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Options on VSTOXX® Futures

Options on VSTOXX® Futures (OVS2)

Product ISIN
DE000A2BM405
Underlying ISIN
DE000A0Z3CW9
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Feb 20, 2020 6:36:15 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
70.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 0 02/03/2020 n.a.
65.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 0 01/28/2020 n.a.
60.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 0 01/13/2020 n.a.
55.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 94 02/20/2020 n.a.
50.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 2,000 11/26/2019 n.a.
48.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 0 07/18/2019 n.a.
46.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 1,000 12/16/2019 n.a.
44.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 2,000 02/11/2020 n.a.
42.00 0 n.a. n.a. n.a. n.a. n.a. 0.13 n.a. +0.00% 0.03 02/20/2020 18:36:15 0.03 0 367 02/20/2020 n.a.
40.00 0 n.a. n.a. n.a. n.a. n.a. 0.13 n.a. +100.00% 0.05 02/20/2020 18:36:15 0.05 0 50 02/10/2020 n.a.
38.00 0 n.a. n.a. n.a. n.a. n.a. 0.13 n.a. +0.00% 0.05 02/20/2020 18:36:15 0.05 0 22,001 01/17/2020 n.a.
36.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +50.00% 0.08 02/20/2020 18:36:15 0.08 0 14,240 01/22/2020 n.a.
34.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.08 02/20/2020 18:36:15 0.08 0 15,433 02/19/2020 n.a.
32.00 0 n.a. n.a. n.a. 0.03 n.a. 0.18 n.a. +33.33% 0.10 02/20/2020 18:36:15 0.10 0 6,018 02/20/2020 n.a.
30.00 0 n.a. n.a. n.a. 0.10 n.a. 0.20 n.a. +25.00% 0.13 02/20/2020 18:36:15 0.13 0 47,860 02/18/2020 n.a.
29.00 0 n.a. n.a. n.a. 0.10 n.a. 0.23 n.a. +20.00% 0.15 02/20/2020 18:36:15 0.15 0 6,200 02/20/2020 n.a.
28.00 0 n.a. n.a. n.a. 0.10 n.a. 0.23 n.a. +40.00% 0.18 02/20/2020 18:36:15 0.18 0 24 02/19/2020 n.a.
27.00 0 n.a. n.a. n.a. 0.10 n.a. 0.25 n.a. +16.67% 0.18 02/20/2020 18:36:15 0.18 10 1,840 02/07/2020 n.a.
26.00 0 n.a. n.a. n.a. 0.13 n.a. 0.28 n.a. +14.29% 0.20 02/20/2020 18:36:15 0.20 97 28 02/12/2020 n.a.
25.00 0 n.a. n.a. n.a. 0.15 n.a. 0.30 n.a. +28.57% 0.23 02/20/2020 18:36:15 0.23 0 24,550 02/18/2020 n.a.
24.00 0 n.a. n.a. n.a. 0.18 n.a. 0.33 n.a. +25.00% 0.25 02/20/2020 18:36:15 0.25 0 0 07/18/2019 n.a.
23.00 0 n.a. n.a. n.a. 0.23 n.a. 0.38 n.a. +20.00% 0.30 02/20/2020 18:36:15 0.30 0 1,400 02/17/2020 n.a.
22.00 0 n.a. n.a. n.a. 0.28 n.a. 0.43 n.a. +27.27% 0.35 02/20/2020 18:36:15 0.35 0 8,950 12/17/2019 n.a.
21.00 0 n.a. n.a. n.a. 0.30 n.a. 0.48 n.a. +33.33% 0.40 02/20/2020 18:36:15 0.40 0 1,000 01/10/2020 n.a.
20.00 0 n.a. n.a. n.a. 0.38 n.a. 0.53 n.a. +28.57% 0.45 02/20/2020 18:36:15 0.45 1,000 17,686 02/20/2020 n.a.
19.00 0 n.a. n.a. n.a. 0.45 n.a. 0.60 n.a. +23.53% 0.53 02/20/2020 18:36:15 0.53 750 14,050 02/12/2020 n.a.
18.00 0 n.a. n.a. n.a. 0.53 n.a. 0.68 n.a. +25.00% 0.63 02/20/2020 18:36:15 0.63 0 2,573 02/14/2020 n.a.
17.00 0 n.a. n.a. n.a. 0.63 n.a. 0.80 n.a. +21.74% 0.70 02/20/2020 18:36:15 0.70 0 14,291 02/20/2020 n.a.
16.00 0 n.a. n.a. n.a. 0.78 n.a. 0.95 n.a. +28.57% 0.90 02/20/2020 18:36:15 0.90 0 2,077 02/20/2020 n.a.
15.00 0 n.a. n.a. n.a. 0.98 n.a. 1.15 n.a. +23.53% 1.05 02/20/2020 18:36:15 1.05 0 8,561 02/13/2020 n.a.
14.50 0 n.a. n.a. n.a. 1.08 n.a. 1.28 n.a. +28.95% 1.23 02/20/2020 18:36:15 1.23 0 4,000 01/28/2020 n.a.
14.00 0 n.a. n.a. n.a. 1.25 n.a. 1.43 n.a. +25.58% 1.35 02/20/2020 18:36:15 1.35 0 256 02/10/2020 n.a.
13.50 0 n.a. n.a. n.a. 1.45 n.a. 1.65 n.a. +26.53% 1.55 02/20/2020 18:36:15 1.55 0 0 07/18/2019 n.a.
13.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +25.00% 1.75 02/20/2020 18:36:15 1.75 0 250 02/17/2020 n.a.
12.50 0 n.a. n.a. n.a. 1.95 n.a. 2.15 n.a. +26.15% 2.05 02/20/2020 18:36:15 2.05 0 0 07/18/2019 n.a.
12.00 0 n.a. n.a. n.a. 2.28 n.a. 2.50 n.a. +23.38% 2.38 02/20/2020 18:36:15 2.38 0 2 01/14/2020 n.a.
11.50 0 n.a. n.a. n.a. 2.68 n.a. 2.93 n.a. +21.74% 2.80 02/20/2020 18:36:15 2.80 0 0 07/18/2019 n.a.
11.00 0 n.a. n.a. n.a. 3.13 n.a. 3.43 n.a. +20.18% 3.28 02/20/2020 18:36:15 3.28 0 1 01/27/2020 n.a.
10.50 0 n.a. n.a. n.a. 3.60 n.a. 3.95 n.a. +17.19% 3.75 02/20/2020 18:36:15 3.75 0 0 07/18/2019 n.a.
10.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +14.86% 4.25 02/20/2020 18:36:15 4.25 0 0 n.a. n.a.
9.50 0 n.a. n.a. n.a. 4.55 n.a. 5.00 n.a. +13.10% 4.75 02/20/2020 18:36:15 4.75 0 0 07/18/2019 n.a.
9.00 0 n.a. n.a. n.a. 5.03 n.a. 5.53 n.a. +11.70% 5.25 02/20/2020 18:36:15 5.25 0 0 07/18/2019 n.a.
8.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +10.58% 5.75 02/20/2020 18:36:15 5.75 0 0 07/18/2019 n.a.
8.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +9.65% 6.25 02/20/2020 18:36:15 6.25 0 0 07/18/2019 n.a.
7.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +8.87% 6.75 02/20/2020 18:36:15 6.75 0 0 07/18/2019 n.a.
7.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +8.21% 7.25 02/20/2020 18:36:15 7.25 0 0 07/18/2019 n.a.
6.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +7.64% 7.75 02/20/2020 18:36:15 7.75 0 0 07/18/2019 n.a.
6.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +7.14% 8.25 02/20/2020 18:36:15 8.25 0 0 07/18/2019 n.a.
5.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +6.71% 8.75 02/20/2020 18:36:15 8.75 0 0 07/18/2019 n.a.
5.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +6.32% 9.25 02/20/2020 18:36:15 9.25 0 0 07/18/2019 n.a.
4.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.98% 9.75 02/20/2020 18:36:15 9.75 0 0 n.a. n.a.
4.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.67% 10.25 02/20/2020 18:36:15 10.25 0 0 07/18/2019 n.a.
3.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.39% 10.75 02/20/2020 18:36:15 10.75 0 0 07/18/2019 n.a.
3.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.14% 11.25 02/20/2020 18:36:15 11.25 0 0 07/18/2019 n.a.
2.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.91% 11.75 02/20/2020 18:36:15 11.75 0 0 07/18/2019 n.a.
2.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.70% 12.25 02/20/2020 18:36:15 12.25 0 0 07/18/2019 n.a.
1.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.51% 12.75 02/20/2020 18:36:15 12.75 0 0 10/24/2019 n.a.
1.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.33% 13.25 02/20/2020 18:36:15 13.25 0 0 12/17/2019 n.a.
0.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.17% 13.75 02/20/2020 18:36:15 13.75 0 0 01/13/2020 n.a.
Total 1,857 218,802

Statistics

Data is forFeb 20, 2020   Last update:Feb 21, 2020 12:00:00 AM

Product type:
O
Stock exchange:
n/a
Underlying closing price:
0
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
OVS2 Mar 2010,9000.004348,174340,5100.5/7059
 CALLMar 2010,857 226,459218,802  
 PUTMar 2043 121,715121,708  
OVS2 Apr 202860.07558,06757,7810.5/7059
 CALLApr 20266 45,81945,553  
 PUTApr 2020 12,24812,228  
OVS2 May 209330.00018,93218,0401/7058
 CALLMay 20933 10,5529,660  
 PUTMay 200 8,3808,380  
OVS2 Jun 200n/a10,86910,8691/7058
 CALLJun 200 10,77910,779  
 PUTJun 200 9090  
OVS2 Jul 200n/a2,6652,6651/7058
 CALLJul 200 2,5732,573  
 PUTJul 200 9292  
OVS2 Aug 200n/a1,1101,1101.5/7057
 CALLAug 200 1,0071,007  
 PUTAug 200 103103  
OVS2 Sep 202,0000.0002,00001.5/7057
 CALLSep 202,000 2,0000  
 PUTSep 200 00  
OVS2 Oct 200n/a001.5/7057
 CALLOct 200 00  
 PUTOct 200 00  
Total  14,1190.004441,817430,975  
 Call 14,056 299,189288,374  
 Put 63 142,628142,601  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.FVSA <INDEX> OMON
thomsonreuters0#FVS2+

Trading

Contract Specifications

Version : 30 Sep 2019

Contract standards

    
ContractProduct IDUnderlyingCurrency
Options on VSTOXX® FuturesOVS2VSTOXX® FuturesEUR


Contract value

EUR 100 per volatility index point.


Settlement

Physical delivery of the underlying. The underlying matures on the same exchange day and will be settled in cash.


Price quotation and minimum price change

The price quotation is in index points with three decimal places. The minimum price change is 0.025 index points, equivalent to a value of EUR 2.50.


Contract months

Up to 8 months:The eight nearest successive calendar months.


Last trading day and final settlement day

Last trading day is the final settlement day. Final settlement day is 30 calendar days before the expiration day of the underlying options (i.e. 30 days before the third Friday of the expiration month of the underlying options, if this is an exchange day). This is usually the Wednesday before the second last Friday of the respective expiration 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 12:00 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for Options on VSTOXX® Futures are determined through the Black/Scholes 76 model.

Further details are available in the clearing conditions.


Final settlement price

The final settlement price is established by Eurex on the final settlement day, based on the average of the index values of the underlying on the last trading day between 11:30 and 12:00 CET.


Exercise

American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:30 CET) on any exchange day during the lifetime of the option.


Exercise prices

All option series have exercise prices with price gradations in the amount of not less that one point.


Number of exercise prices

Upon the admission of a contract, at least fifteen exercise prices shall be made available for each term for each call and put, such that seven exercise prices are in-the-money, one is at-the-money and seven are out-of-the-money.


Futures-style premium
The premium payment is not made through a one-time payment after the purchase of the option; instead it is part of the daily settlement process during the duration of the option position based on a mark-to-market valuation of the position on each exchange day. The valuation is made on the day on which the transaction is entered into on the basis of the difference between the option price and the daily settlement price, and thereafter on the basis of the difference between the daily settlement prices of the current exchange day and the preceding exchange day. The daily settlement may also result in an interim debit of the writer. Upon exercise and assignment of the option, as well as upon its expiration, a final premium payment shall be made in an amount equivalent to the daily settlement price of the options contract on the exercise day or the expiration day, as the case may be.

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

  • 16 Jan 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 17 Jan 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 22 Jan 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 19 Feb 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 20 Feb 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 21 Feb 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 18 Mar 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 19 Mar 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 20 Mar 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 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

  • 15 Apr 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 16 Apr 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 17 Apr 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 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

  • 14 May 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 15 May 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 20 May 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 17 Jun 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 18 Jun 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 19 Jun 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 16 Jul 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 17 Jul 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 22 Jul 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 19 Aug 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 20 Aug 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 21 Aug 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 16 Sep 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 17 Sep 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 18 Sep 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 15 Oct 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 16 Oct 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 21 Oct 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 18 Nov 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 19 Nov 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 20 Nov 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 16 Dec 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • 17 Dec 2020
    Volatility Derivatives | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • 18 Dec 2020
    Volatility Derivatives | Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 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
07:3008:5017:3018:3020:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5012:0020:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)EUR 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.30 per contract
Position Closing AdjustmentsEUR 0.60 per contract
Cash settlementEUR 0.30 per contract
Exercise of optionsEUR 0.10 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; the EnLight Minimum Block Trade Size is 500 contracts.

Parameters

Maximum Spreads

Regulatory Market-Making

Bid up to

Maximum Spread

0 - 3.990.80 ticks
4.00 - 19.9920% of the bid price
> 20.004.00 ticks


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

Minimum Quote Size

Expiry 1-2500 contracts on the bid and ask side.
Expiry 3-4200 contracts on the bid and ask side.
Expiry 5-6100 contracts on the bid and ask side.


The minimum quote duration is 80 percent of the full trading time for calls and puts in five out of eleven strikes near the current at-the-money index value (on a monthly average).
The first six contract months have to be quoted.

Market Makers

Mistrade Ranges

The maximum spread depends on the bid price. A deviation of the mistrade transaction price from the reference price in the case of OVS and OVS2 shall be deemed significant, if it exceeds more than 50 percent of the respectively valid maximum spread for OVS and OVS2.

For the transactions in option contracts accomplished during a Fast 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.

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