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Contract Specifications
Contract standards
| Contract | Product ID | Underlying | Currency |
| iShares DAX® UCITS ETF (DE) Futures | EXSF | iShares DAX® UCITS ETF (DE) | EUR |
| iShares EURO STOXX 50® UCITS Futures | EUNF | iShares EURO STOXX 50® UCITS ETF | EUR |
| iShares SMI® (CH) Futures | XMTF | iShares SMI® (CH) | CHF |
Contract size
100 index fund shares of the underlying.
Settlement
Physical delivery of 100 index fund shares two, for iShares SMI® (CH) Futures three exchange days after the last trading day.
Minimum price change
EUR 0.01 or CHF 0.01.
Contract months
Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.
Last trading day
The third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 17:30 CET, for iShares SMI® (CH) Futures at 17:20 CET.
Daily settlement price
The daily settlement prices for ETF futures are derived from the closing price of the underlying determined during the closing auction plus the respective cost of carry.
Further details are available in the clearing conditions.
Tender price
The tender price is established by Eurex, based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day. If such a price cannot be determined, the volume-weighted average of the three last traded prices within the electronic trading system of the domestic cash market for the respective underlying will be consulted.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1,000 contracts
Market-Making Parameter
All quotation parameters at a glance
Mistrade Parameter
This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
Crossing Parameters
(section 2.6 Eurex Trading Conditions)
(1) Orders and Quotes relating to the same Instrument or Combined Instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Trader or several Exchange Traders of an Admitted Company (a “Cross Trade”) nor pursuant to a prior understanding between Exchange Traders of two different admitted companies (a “Pre-Arranged Trade”), unless the conditions according to Paragraph 2 have been fulfilled. The same shall apply for the entry of Orders as part of a Quote.
(2) A Cross Trade or a Pre-Arranged Trade is admissible if a participant in a Cross Trade or a Pre-Arranged Trade Eurex Trading System, announces his intention to execute a corresponding number of Contracts as Cross Trades or Pre-Arranged Trades in the Order Book (“Trade Request”). The buying participant has to ensure that he himself or the selling participant enters the Trade Request. The Order or Quote giving rise to the Cross Trade or Pre-Arranged Trade must be entered one second at the earliest and 121 seconds at the latest after the entry of the Trade Request. Entering a Trade Request without entering the respective Order or Quote is not admissible.
(3) Paragraphs 1 and 2 shall not apply to Transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).
(4) The automated entry functionality for Cross Trades or Pre-Arranged Trades of the Eurex Trading System may be used for entering Cross Trades or Pre-Arranged Trades. In this case, announcement and entry of the corresponding Orders pursuant to Paragraph 2 will be automated.
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:51 | 17:20 | 20:30 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:51 | 17:20 |
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in CHF
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in CHF
No cash payment in CHF
No cash payment in CHF
Eurex is closed for trading in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading in all derivatives
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-, M- and P-accounts) | CHF 0.50 per contract |
| TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) | CHF 0.70 per contract |
| Position Closing Adjustments (A-, M- and P-accounts) | CHF 1.00 per contract |
| Delivery resulting from futures (A-, M- and P-accounts) | CHF 0.50 per contract |
| Position transfer with cash transfer | CHF 13.00 per transaction |
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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