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Product Overview
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Three-Month Euro STR Futures
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Product Overview
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Eurex通函 044/21:新的MSCI股指期货与期权
1. 摘要
欧洲期货交易所(Eurex)总部德国管理委员会作出以下决定,于2021年5月31日起生效
·Eurex推出了更多MSCI股指期货和期权,包括更多的ESG指数(MSCI ESG聚焦强化股指期货)、行业股指(多档MSCI欧洲行业类股指期货),以及其它聚焦亚洲的股指——MSCI中国科技 100,两档MSCI 香港指数,MSCI亚洲新兴市场(不含中国),MSCI 世界(不含澳大利亚)
·新产品将会纳入现有的MSCI流动性供应商优惠计划中(将于2021年6月1日起生效)
正式生产环境运行开始时间:2021年5月31日
了解更多Eurex资讯!为了帮助交易者及时了解Eurex最新资讯,所有相关信息可以访问Eurex Support网页和可以个性化Eurex App的软件。
2.所需因应行动
参与者无需采取任何措施。
3. 细则
A. 产品概述
有关新产品详细信息,请参阅附件一
B.合约细则及产品参数
附件一中包含表格形式的产品概述
更多合约细则请参阅附件二
自产品上市日起,Eurex将期货和期权的最新完整版合约规格在Eurex官网(www.eurex.com)发布,链接如下:
Rules & Regs > Eurex Rules& Regulations > Contract Specifications
C. 交易时间
请参照附件一中交易时间
D.交易日历
MSCI股指的期货和期权将在Eurex(德国)的每个交易日进行交易。自产品交易日起,Eurex网站中可以通过交易日历搜索交易日,链接如下:
E.产品组
请参阅附件一中产品组
F.流动性供应商计划
自2021年6月1日起,新产品将会被加入至现已存在的MSCI期货和期权流动性供应商计划中。有关该计划的详细激励方案,报价参数和所有其他信息,请参阅产品补充细则“股指01- MSCI期货“和“股指02-MSCI期权”(见附件3和4)。
G.系统过度使用费以及订单交易比率
新产品的“系统过度使用费”以及“订单交易比率”与现有的股指衍生品标准同步。有关更多信息,请访问Eurex官网,链接如下:
或
Rules & Regs > Excessive System Usage Fee
或
Rules & Regs > Order to Trade Ratio
H.错单参数和持仓限制
新产品的错单交易范围和持仓限制将于交易开始时发布于Eurex官网,链接如下:
Markets > Equity Index > MSCI Indexes
I.交易手续费及返佣
附件一中列出的交易手续费及返佣适用本产品。有关详细信息,请参阅Eurex旗下清算所的最新费用价格表,链接如下:
Rules & Regs > Eurex Rules & Regulations > Price List
J. Eurex T7交易输入前端系统(T7 Entry Services,TES)准入要求
Eurex TES的服务项目概览,以及单个产品的详细信息,包括可交易产品,交易类型与范围和最小交易手数的详细信息请参阅以下链接:
Trade > Eurex T7 Entry Services
MSCI衍生品将会以附件一中所列参数列入Eurex TES。
K.风险参数
新产品的风险参数将自上市日起即时发布于Eurex官网,链接如下:
Data > Clearing files > Risk parameters and initial margins
同时发布于欧交所清算公司官网,链接如下:
您还可以在这里找到适用Prisma组合保证金计算的Eurex产品详细信息的最新列表。
附件:
· 1 — 新产品概览
· 2 — Eurex期货和期权的合约规格更新部分
· 3 — 产品补充细则“股指01- MSCI期货”
· 4 — 产品补充细则“股指02-MSCI期权”
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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