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Eurex
1. Introduction
In the context of the launch of T7 Release 10.1 and due to Participants’ feedback, Eurex Frankfurt AG revised the Transaction Size Limits (TSLs) defined by Eurex Exchange.
The Transaction Size Limits, defined by Eurex Exchange, are valid for all Trading Participants. Trading Participants for themselves or Clearing Members for their clearing clients can reduce those Transaction Size Limits if deemed necessary.
The new Transaction Size Limits, defined by Eurex Exchange, will come into effect on 25 July 2022.
Learn now more about the migration of the enhancement of the Transaction Size Limits on our dedicated Initiative page under the following link: Support > Initiatives & Releases > Project Readiness > Transaction Size Limits (TSL) Enhancements. System documentation, circulars, timeline and much more information are available there for you.
2. Required action
After the change will come into effect, the entry of on-book and off-book orders must be compliant with the new Exchange-defined Transaction Size Limits.
All Trading Participants and Clearing Members are advised to review functional enhancements in T7 Release 10.1, as any customer using Transaction Size Limits today is required to make changes.
3. Details
The old and the new Transaction Size limits defined by Eurex Exchange are outlined in the table below:
Transaction Size Limits | Old value | New value as of 25 July 2022 | ||
Maximum Order Limit | 5,000 (for all products except Fixed Income Futures) 7,500 (for Fixed Income Futures only) | 9,999 | ||
Maximum Calendar Spread Order Limit | 50,000 | 99,999 | ||
Maximum TES Order Limit | 250,000 | 999,999 |
The Transaction Size Limits defined by Eurex Exchange will be increased. Hence, orders or quotes submitted prior the change are not impacted by the increase of those Transaction Size Limits.
However, with T7 Release 10.1, Eurex will also significantly alter the TSL functionality. Firstly, the maintenance of TSLs will be enhanced and extended. Secondly, Clearing Members will be given the ability to define TSLs for their clearing clients. Please refer to our Support website Transaction Size Limits (TSL) Enhancements for details.
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice | |
Contact: | client.services@eurex.com | |
Web: | Support > Initiatives & Releases > Project Readiness > Transaction Size Limits (TSL) Enhancements | |
Authorized by: | Jonas Ullmann |
Market Status ⓘ
XEUR
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