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Eurex
1. Introduction
The Executive Board of Eurex Frankfurt AG took the following decision with effect from 1 March 2024:
The change comprises adaptations of the Strategy Building Block liquidity provisioning requirements for EURO STOXX 50® Index Options (OESX).
Production start: 1 March 2024
2. Required action
Liquidity Providers in OESX should adapt their quotation behavior accordingly.
3. Details of the initiative
Strategy Building Block liquidity provisioning requirements in OESX Options Volatility Strategies (OVS) were introduced in March 2023 to strengthen the order book price discovery for delta-neutral strategies. Supporting the Liquidity Providers to adapt to the new requirement, Eurex reduced the coverage requirement from 50 percent to 33 percent for an interim period following the introduction.
The measure has shown an encouraging impact on OESX OVS order book trading. Therefore, Eurex has decided to permanently include OVS into the Strategy Building Block with changed parameters:
The amendments will be deemed to have been approved if Liquidity Providers do not lodge objections with Eurex Frankfurt and Eurex Clearing within two (2) weeks of notification of the amendments pursuant to Number 4 (2) of the Liquidity Provider Agreement.
Attachment: CORRECTION:
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: | client.services@eurex.com, eurex.pricing@eurex.com | |
Related circular: | Eurex Circular 010/23 | |
Web: | Market-Making and Liquidity provisioning | |
Authorized by: | Randolf Roth |
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XEUR
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