TESX €STR Transition - the following Conversion Adjustments have been successfully completed by Eurex Clearing to TESX Open Positions on the €STR Transition Date of 18/10/2021 | |||||
Previous Daily Settlement | Conversion Adjusted | ||||
TESX Contract Expiry | Expiry Date | TRF Spread | TRF Price | TRF Spread | TRF Price |
Dec21 | 17.12.2021 | -3 | 4799,16 | 5,5 | 4799,78 |
Mar22 | 18.03.2022 | 11 | 4801,35 | 19,5 | 4802,87 |
Jun22 | 17.06.2022 | 29 | 4807,64 | 37,5 | 4810,06 |
Sep22 | 16.09.2022 | 21 | 4807,58 | 29,5 | 4810,9 |
Dec22 | 16.12.2022 | 18 | 4808,31 | 26,5 | 4812,53 |
Mar23 | 17.03.2023 | 18 | 4810,22 | 26,5 | 4815,34 |
Jun23 | 16.06.2023 | 26 | 4817,78 | 34,5 | 4823,79 |
Sep23 | 15.09.2023 | 24 | 4818,90 | 32,5 | 4825,81 |
Dec23 | 15.12.2023 | 23 | 4820,52 | 31 | 4827,87 |
Mar24 | 15.03.2024 | 23 | 4822,95 | 31 | 4831,15 |
Jun24 | 21.06.2024 | 28 | 4831,27 | 36 | 4840,38 |
Sep24 | 20.09.2024 | 27 | 4832,98 | 35 | 4842,94 |
Dec24 | 20.12.2024 | 27 | 4835,84 | 35 | 4846,64 |
Mar25 | 21.03.2025 | 29 | 4841,60 | 37 | 4853,25 |
Jun25 | 20.06.2025 | 34 | 4852,48 | 42 | 4864,97 |
Sep25 | 19.09.2025 | 34 | 4856,07 | 42 | 4869,41 |
Dec25 | 19.12.2025 | 34 | 4859,67 | 42 | 4873,85 |
Mar26 | 20.03.2026 | 35 | 4865,14 | 43 | 4880,17 |
Jun26 | 19.06.2026 | 39 | 4876,78 | 47 | 4892,66 |
Sep26 | 18.09.2026 | 40 | 4883,00 | 48 | 4899,72 |
Dec26 | 18.12.2026 | 41 | 4889,42 | 49 | 4906,99 |
Dec27 | 17.12.2027 | 49 | 4927,71 | 57 | 4948,66 |
Dec28 | 15.12.2028 | 56 | 4969,73 | 64 | 4994,07 |
Dec29 | 21.12.2029 | 63 | 5018,33 | 70,5 | 5044,39 |
Dec30 | 20.12.2030 | 69 | 5068,20 | 76,5 | 5097,42 |
