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Product Overview
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Three-Month Euro STR Futures
Credit Index Futures
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Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
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Three-Month Euro STR Futures
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Eurex Asia
1. 摘要
歐洲期貨交易所(歐交所)管理層做出以下決定:(自2020年10月26日起生效)
引入六隻個股期貨,詳見附件二附錄A
引入20只標準股票期權和3只歐式股票期權,詳見附件二附錄B
在Eurex EnLight上激活剩餘的個股股票期貨
此通函包含有關新產品介紹以及歐交所最新相關法規的所有信息。
產品推出時間:2020年10月26日
2. 配合操作執行要求
無具體要求
3. 細則
請參閱附件一
A. 合約細則與產品參數
通常,新的個股期貨和股票期權產品的合約則與具有相關歐交所代碼的現有合約一致,例如交易時間和交易日曆,最後交易日,結算,每日和最終結算價格方面均一致。有關詳細的合約細則,請參閱附件二。
歐交所期貨和期權合約的最新合約細則完整版將於交易開始時在歐交所網站www.eurex.com發布,入口訪問操作如下:
Rules& Regs > Eurex Rules & Regulations > Contract Specifications
B. 獲取歐交所T7中央交易場外登記服務(TES)
新產品可通過歐交所T7 TES進行交易。您可以在附件合約細則中找到產品的最低大額交易規模。
您可以登錄歐交所官網後,在通過以下操作找到有關歐交所 T7 TES的使用概述以及有關單個產品的是否有提供大額交易、不同效能的可得性和最低交易規模的詳細信息:
Data >Trading files > T7 Entry Service parameters
C. 風險參數
在交易開始時,新產品的風險參數將發佈於歐交所網站,入口訪問操作如下:
Data >Clearing files > Risk parameters and initial margins
同時也會發佈於歐交所清算公司網站 www.eurex.com/ec-en/ ,入口訪問操作如下:
Services > Risk parameters.
在此鏈接下,您還將找到符合納入Prisma組合保證金計算資格的歐交所產品的最新詳細信息。
D. 超額系統使用費和訂單與交易比率
根據現有產品(產品代碼:FSTK和OSTK)確定新產品的超額系統使用費和訂單與成交比率。更多詳細信息,請登錄歐交所官網後,通過以下操作獲取:
Markets > Equity > Equity Options 和 Markets > Equity > Single Stock Futures 或Rules& Regs > Excessive System Usage Fee 或Rules& Regs > Order to Trade Ratio.
E. 錯誤交易參數和持倉限制
新產品的錯誤交易區間和持倉限制將於交易開始時在歐交所網站發布,入口訪問操作如下:
Markets > Equity > Equity Options 和 Markets > Equity > Single Stock Futures 和Data >Trading files > Product parameter files.
F. 交易限制
新產品的交易限制與具有相關歐交所產品代碼的現有產品一致。更多詳細信息,請登錄歐交所網站,入口訪問操作如下:
Rules& Regs > Excessive System Usage Fee.
G. 交易費用
交易費用與現有相應的產品一致。
H. 供應商代碼
在交易開始時,供應商編碼將於歐交所網發布,入口訪問操作如下:
Markets > Product Overview > VendorCodes.
I. 流動性提供優惠方案
請參閱附件一
附件
1. 有關新產品和流動性提供方案的詳細信息
2. 歐交所期貨和期權合約的最新完整版合約細則
3. 股票期權和部分股指期權的產品特定補充條款
4. 個股期貨的產品特定補充條款
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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