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eurex_futures

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Eurex Futures

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.

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Currency: Euro (EUR)

Currency: US Dollar (USD)

Contracts

Trading hours vary by contract. For more information, see the Contract Specifications document.

1. DAX Index Futures: contract size / BP = Price * 25 EUR

2. Mini-DAX Futures (FDXM): contract size / BP = price * 5 EUR

3. Euro-Bobl Futures: contract size / BP = price * 1000 EUR

4. Euro-Schatz Futures: contract size / BP = price * 1000 EUR

5. Euro Stoxx 50 Index Futures: contract size / BP = price * 10 EUR

6. Short-Term Euro-BTP Futures: contract size / BP = price * 1000 EUR

7. VSTOXX Futures: contract size / BP = 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 Contract Month Codes page.

Trading Summary

The symbology format is as follows:

XXX\MYY

Where:

  • XXX: 2–4 character Eurex product code, e.g., FDAX
  • M: month code, e.g., Z
  • YY: year code (last two digits of the year), e.g., 15

For example, the DAX Index Futures contract expiring on December 18, 2015, would be: FDAX\Z15

Order Types

  • Limit Buy/Sell→ShortSell
  • Market Buy/Sell→ShortSell

Basic Market Rules

  • Lot Size: 1 contract.
  • Tick Size: varies, please refer to contract specifications.
  • 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 publish their parameters. For more information, you can read the T7 FIX Gateway document.

Additional Info

For more information, see the Rules and Regulations page.

See Also

eurex_futures.1584459606.txt.gz · Last modified: 2020/03/17 11:40 by maya