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eurex_futures [2019/08/13 11:59] – [Contracts] mayaeurex_futures [2022/12/12 10:15] (current) hammed
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 Eurex is a leading derivatives exchanges offering a broad range of international benchmark products, operating the most liquid fixed income markets in the world, and featuring open and low-cost electronic access. Eurex is a leading derivatives exchanges offering a broad range of international benchmark products, operating the most liquid fixed income markets in the world, and featuring open and low-cost electronic access.
  
-[[http://www.eurexchange.com/exchange-en/about-us|Homepage]]+[[https://www.eurex.com/ex-en/|Homepage]]
  
 Currency: Euro (EUR) Currency: Euro (EUR)
  
-  * [[http://www.eurexchange.com/exchange-en/trading/trading-calendar | Trading Calendar]] +  * [[https://www.eurex.com/ex-en/trade/trading-calendar | Trading Calendar]] 
-  * [[http://www.eurexchange.com/exchange-en/trading/trading-calendar/trading-hours | Trading hours]]+  * [[https://www.eurex.com/ex-en/trade/trading-hours | Trading hours]]
  
 Currency: US Dollar (USD) Currency: US Dollar (USD)
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 =====Contracts===== =====Contracts=====
  
-Trading hours vary by contract. For more information, see the [[https://www.eurexchange.com/resource/blob/306098/5d42da619a4e169ef26debfaebde59fb/data/contract_specifications_en_ab-2019_08_12.pdf | Contract Specifications]] document.+Trading hours vary by contract. For more information, see the [[https://www.eurex.com/ex-en/markets/productSearch | Contract Specifications]] document.
  
-1. DAX Index Futures: contract size / BP = Price * 25 EUR+You can use the following formula to calculate the contract value for each futures series. This value represents the amount of Buying Power (BP) you would need to trade a single contract.
  
-2Mini-DAX Futures (FDXM): contract size / BP price EUR+1. DAX Index Futures: contract value Price 25 EUR
  
-3Euro-Bobl Futures: contract size / BP = price * 1000 EUR+2Mini-DAX Futures (FDXM): contract value = price * EUR
  
-4. Euro-Schatz Futures: contract size / BP = price * 1000 EUR+3. Euro-Bobl Futures: contract value = price * 1000 EUR
  
-5. Euro Stoxx 50 Index Futures: contract size / BP = price * 10 EUR+4. Euro-Schatz Futures: contract value = price * 1000 EUR
  
-6Short-Term Euro-BTP Futures: contract size / BP = price * 1000 EUR+5. Euro Stoxx 50 Index Futures: contract value = price * 10 EUR
  
-7. VSTOXX Futures: contract size / BP = price * 100 EUR+6. Short-Term Euro-BTP Futures: contract value = price * 1000 EUR 
 + 
 +7. VSTOXX Futures: contract value = price * 100 EUR
  
 Please make sure that you familiarize yourself with the expiration dates of the different contracts and the universal month codes for them. The month codes to denote contract expiration months are universal, and can be found on the [[http://www.cmegroup.com/product-codes-listing/month-codes.html|Contract Month Codes]] page. Please make sure that you familiarize yourself with the expiration dates of the different contracts and the universal month codes for them. The month codes to denote contract expiration months are universal, and can be found on the [[http://www.cmegroup.com/product-codes-listing/month-codes.html|Contract Month Codes]] page.
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   * Tick Size: varies, please refer to contract specifications.   * Tick Size: varies, please refer to contract specifications.
   * Short Sale Rules: short selling is allowed, and no mark or locates are required for shorting.   * Short Sale Rules: short selling is allowed, and no mark or locates are required for shorting.
 +  * Circuit Breakers: Eurex has circuit breaker (volatility interrupt) mechanisms in place but does not disclose their details. For more information, you can read the [[https://www.eurexchange.com/resource/blob/1601108/1c7d57490ffbef0a6fbfe2a69c02ef1b/data/T7_FIX_Gateway_Manual_v.8.0.1.pdf|T7 FIX Gateway]] document.
 ===== Additional Info ===== ===== Additional Info =====
  
eurex_futures.1565711988.txt.gz · Last modified: 2019/08/13 11:59 by maya