Listed FX Derivatives

Options on GBP/CHF Futures (PFCO)

  • Currency
    CHF
  • Product ISIN
    DE000A26R0J1
  • Underlying ISIN
    DE000A1N53V6

Prices/Quotes

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Statistics

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Specifications

Contract Specifications

Contract sizes

1 FX futures contract. The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX option is traded in its respective quote currency.

Settlement

The exercise of an option on FX futures results in the creation of a corresponding position in the FX futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price.

Price quotation and minimum price change

The price quotation is determined as a decimal number with five decimal places. The minimum price change is 0.00001, equivalent to a value of one unit of the quote currency. of the relevant FX futures contract.

For FX options with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency of the relevant futures contract.

Contract months

Up to 12 months: The twelve nearest successive calendar months. 

Last trading day and final settlement day

Last trading day and final settlement day is the second Friday of each expiration month. Close of trading in the expiring FX option series on the last trading day is at 15:00 CET.

Daily settlement price

The underlying reference price for FX options contracts is the daily settlement price of the corresponding FX futures series.

Further details are available in the clearing conditions.

Final settlement price

The final settlement price of the corresponding expiring FX futures contract shall be relevant for the FX options contract.

Exercise

European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full-Period (16:00 CET).

Exercise prices

Option series of FX options contracts with a term of up to 6 months have exercise prices with price gradations of 0.00250 units of the quote currency or 0.00500 units of the quote currency for terms of more than 6 months.

Options series of FX Options with Japanese Yen as quote currency and a term of up to 6 months have exercise prices with price gradations of 0.250 units of the quote currency or 0.500 units of the quote currency for terms of more than 6 months.

Number of exercise prices

Upon the admission of options, at least 21 exercise prices shall be made available for each due date for each call and put, such that ten are in-the-money, one is at-the-money and ten are out-of-the-money.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.

Market-Making Parameter

All quotation parameters at a glance

  • Quotation period
  • Maturity range
  • Spread class & Maximum Spread
  • Minimum Quote Size
Liquidity Provider schemes

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.
 

Mistrade Ranges

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. 

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
00:55 01:00 23:00 23:05
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
00:55 01:00 15:00 16:00

Trading Calendar

  • Jan 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Jan 02
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jan 02
    FX | Holiday

    No cash payment in JPY

  • Jan 02
    FX | Holiday

    No cash payment in NZD

  • Jan 03
    FX | Holiday

    No cash payment in JPY

  • Jan 08
    FX | Holiday

    No cash payment in JPY

  • Jan 15
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Jan 15
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jan 26
    FX | Holiday

    No cash payment in AUD

  • Feb 06
    FX | Holiday

    No cash payment in NZD

  • Feb 12
    FX | Holiday

    No cash payment in JPY

  • Feb 19
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Feb 19
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Feb 23
    FX | Holiday

    No cash payment in JPY

  • Mar 18
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Mar 20
    FX | Holiday

    No cash payment in JPY

  • Mar 28
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • Mar 28
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Mar 29
    Interest Rates | Equity | Equity Index | Dividends | Cryptocurrency | Volatility | FX | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 15
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Apr 25
    FX | Holiday

    No cash payment in AUD

  • Apr 25
    FX | Holiday

    No cash payment in NZD

  • Apr 29
    FX | Holiday

    No cash payment in JPY

  • May 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • May 03
    FX | Holiday

    No cash payment in JPY

  • May 06
    FX | Holiday

    No cash payment in JPY

  • May 06
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 09
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 10
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 13
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • May 17
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 20
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 20
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 20
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 27
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • May 27
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 03
    FX | Holiday

    No cash payment in NZD

  • Jun 05
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Jun 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jun 17
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Jun 19
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 21
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jun 28
    FX | Holiday

    No cash payment in NZD

  • Jul 04
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jul 15
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Jul 15
    FX | Holiday

    No cash payment in JPY

  • Aug 01
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Aug 12
    FX | Holiday

    No cash payment in JPY

  • Aug 15
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Aug 15
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Aug 19
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Aug 26
    Equity | Dividends | FX | Great Britain | Holiday

    No cash payment in GBP

  • Sep 02
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Sep 16
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Sep 16
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Sep 16
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 16
    FX | Holiday

    No cash payment in JPY

  • Sep 17
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Sep 17
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 18
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Sep 23
    FX | Holiday

    No cash payment in JPY

  • Oct 03
    KOSPI | FX | Holiday

    No cash payment in KRW

  • Oct 03
    KOSPI | FX | Holiday

    Eurex is closed for trading in Daily Futures on KOSPI 200 Derivatives and Daily USD/KRW Futures

  • Oct 14
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Oct 14
    FX | Holiday

    No cash payment in JPY

  • Oct 14
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Oct 28
    FX | Holiday

    No cash payment in NZD

  • Nov 04
    FX | Holiday

    No cash payment in JPY

  • Nov 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Nov 18
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Nov 28
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 16
    FX | Last Trading Day

    Last trading day for FX Derivatives

  • Dec 24
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Dec 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Dec 25
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 26
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 31
    FX | Holiday

    No cash payment in JPY

  • Dec 31
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 31
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Dec 31
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) USD 0.30 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) USD 0.45 per contract
Exercise of options (A-, M- and P-accounts) USD 0.30 per contract
Assignment of options (A-, M- and P-accounts) USD 0.30 per contract

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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