28 Dec 2021
Eurex
Equity Total Return Futures: Replacement of Equity Dividend Indices due to corporate actions
1. Introduction
Due to corporate actions handling, Eurex Deutschland will replace the Equity Dividend Indices (EDIs) for six existing Equity Total Return Futures (ETRF) products effective on 31 December 2021.
2. Required action
Please take into consideration for your trading activity the changes specified below regarding the new EDIs and corresponding accrued distribution parameters.
3. Details
The table below summarizes the information regarding the new EDIs and corresponding ETRF products:
The start date for the new indices is 20 December 2021 with the base value of zero. The accrued distribution parameters corresponding to the respective ETRFs will be adjusted accordingly effective on 31 December 2021.
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors | |
Target group: | Front Office/Trading | |
Contact: | Derivatives Trading Operations, eurextrading@eurex.com, tel. +49-69-211-1 12 10 | |
Web: | www.eurex.com | |
Authorized by: | Randolf Roth |
