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29 Nov 2021

Eurex

Liquidity Provisioning: Annual prolongation of the Product Specific Supplements to the Liquidity Provider Agreement

Eurex Circular 111/21 Liquidity Provisioning: Annual prolongation of the Product Specific Supplements to the Liquidity Provider Agreement

*** Update on 22 December 2021: PSS 12 „French Euro-OAT Futures (FOAT) during Asian and US trading hours” in Attachment 2 has been corrected. ***
 

1.  Introduction

The Management Board of Eurex Deutschland and the Executive Boards of Eurex Frankfurt AG and Eurex Clearing AG took the following decisions with effect from 1 January 2022:

  • Annual prolongation and amendment of Liquidity Provider schemes

2.  Required action

Liquidity Providers should adapt their quotation behavior accordingly.

3.  Details of the initiative

The majority of Product Specific Supplements (PSS) to the Liquidity Provider Agreement will expire at the end of 2021 and therefore need to be prolonged, some of them with changed parameters. 

The table in Attachment 1 lists all Product Specific Supplements that are subject to prolongation and/or change, effective as of 1 January 2022. All prolonged and/or changed PSS are attached to this circular in Attachment 2. 

In the course of December 2021, the PSS will be made available as single PDF files on the Eurex website www.eurex.com under the following path:

Trading > Market-Making and Liquidity provisioning

Attachments:

  • 1 – Overview of prolonged and/or changed PSS
  • 2 – All prolonged and/or changed PSS combined


Further information

Recipients:

All Trading Participants of Eurex Deutschland and Vendors

Target groups:

Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination

Contact:

Pricing & Market Making, eurex.pricing@eurex.com

Web:

Market-Making and Liquidity provisioning

Authorized by:

Randolf Roth


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