Eurex Frankfurt AG
| Product Name/Code | Category | Specifications | Minimum Price Fluctuation | Daily Price Limit | More information | |
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$ German Stock Index-DAX (DAX) |
Futures | 25€*Index |
1 point = 25 Euros | none |
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$ Mini-DAX Futures (DXM) |
Futures | 5€*Index |
1 point = 5 Euros | none |
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$ Micro-DAX Futures (DXS) |
Futures | 1€*Index |
1 point = 1 Euro | none |
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$ EURO STOXX 50 Index (ESX) |
Futures | 10€*Index |
1 point = 10 Euro | none |
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$ VSTOXX Futures (FVS) |
Futures | 100€*Index |
0.05 points = 5 euros | none |
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$ EURO STOXX Banks Futures (ESB) |
Futures | 50€*Index |
0.05 points = 2.5 euros | none |
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$ FTSE 100 Index Futures (FTUK) |
Futures | £10*Index |
0.5 point = £5 | none |
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$ Swiss Market Index (SMI) |
Futures | CHF 10* Index |
1 point = 10 Swiss Francs | none |
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$ MSCI ACWI Index Futures (NTR) (FMAE) |
Futures | 100€*Index |
0.05 points = 5 euros | none |
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$ MSCI China Index Futures (NTR) (FMCH) |
Futures | 50 USD * index |
0.1 point = 5 USD | none |
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$ MSCI Emerging Markets Asia Idx (FMEA) |
Futures | 100 USD* Index |
0.1 point = 10 USD | none |
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$ MSCI USA GTR Index Futures (FMGS) |
Futures | 10 USD*Index |
1 point = 10 USD | none |
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$ MSCI India Index Futures (NTR) (FMIN) |
Futures | 100 USD* Index |
0.1 point = 10 USD | none |
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$ MSCI Thailand Index Futures (FMTH) |
Futures | 10 USD*Index |
0.5 point = 5 USD | none |
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$ MSCI Taiwan Index Futures -NTR (FMTW) |
Futures | 100 USD* Index |
0.1 point = 10 USD | none |
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$ MSCI Worid Index Futures -NTR (In preparation) (FMWN) |
Futures | 100 EUR* Index |
0.05 point = 5 EUR | none |
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$ STOXX Europe 600 Index (FXXP) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Automobiles & Parts (FSTA) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Banks (FSTB) |
Futures | 50 euros |
0.05 points = 2.5 euros | none |
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$ STOXX 600 Basic Resources (FSTS) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Food & Beverage (FSTO) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Health Care (FSTH) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Industrial Goods & S (FSTG) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Insurance (FSTI) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Oil & Gas (FSTE) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Telecommunications (FSTT) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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$ STOXX 600 Utilities (FSTU) |
Futures | 50 euros |
0.1 point = 5 euros | none |
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# Euro-Buxl (FGBX) |
Futures | €100,000 |
0.02 points = 20 euros | none |
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# Euro-Bund (FGBL) |
Futures | €100,000 |
0.01 point = 10 Euros | none |
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# Euro-Bobl (FGBM) |
Futures | €100,000 |
0.01 point = 10 Euros | none |
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# Euro-Schatz (FGBS) |
Futures | €100,000 |
0.005 point = 5 Euros | none |
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# Euro-OAT Futures (FOAT) |
Futures | €100,000 |
0.01 point = 10 Euros | none |
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# Long-Term Euro-BTP Futures (FBTP) |
Futures | €100,000 |
0.01 point = 10 Euros | none |
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# Short Term Euro-BTP Futures (FBTS) |
Futures | €100,000 |
0.01 point = 10 Euros | none |
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For the trading months of options, please refer to the list of Last Trading Day. All of the above are in daylight saving time. For most of U.S., European, and Australian products, trading hours will be delayed by one hour during winter time.
According to the account opening and entrustment contract with our company, physical delivery of foreign futures contracts may not be accepted. Traders are required to close out positions within the timeframe specified by the company. Otherwise, the company reserves the right to offset positions upon expiration.
If electronic closeout is unavailable after the first notice day, please contact the trading desk at +886-2-2755-1326.
For cash-settled products, cash settlement will be executed after the market close on the last trading day in accordance with exchange rules.
Notes:
* The "#" before the product name indicates physical delivery futures or futures options, while the "$" indicates cash-settled futures or spot options.
* Acceptable order types: (Futures) 1. MKT , 2. Limit, 3. STP. (Options) Limit.
*Eurex Rules & Regulations; Position Limits.
EUREX futures products have a minimum closing auction time of 3 minutes.
*Futures such as DAX, DXM, DXS, ESX, FVS, ESB, FMAE, FMCN, FMEA, FMGS, FMIN, FMTH, FXXP, FGBX, FGBL, FGBM, FGBS, FOAT open at 08:10, regardless of daylight saving time, and the period from 08:10 to 08:15 is Opening Auction.
*End-of-day options code explanation: +A represents the first week's Monday. For instance, if the 1st of the month falls on a Wednesday, the month will not have +A or +B codes. +H represents the second week's Wednesday, and so forth. +Z represents the end of the month.
* Market with Protection: 『Mistrade』- The EUREX Management Board has the authority to decide whether to cancel or adjust the price of transactions that deviate from the reference price beyond the defined Mistrade Ranges. Additionally, the Management Board may adjust these Mistrade Ranges based on prevailing market conditions.
Option-
DAX: For reference prices up to 25, the Mistrade Range is 2; From 25 up to 300, the Mistrade Range is 8.0%; Over 300, the Mistrade Range is 24.
ESX: For reference prices up to 25, the Mistrade Range is 1.2; From 25 up to 225, the Mistrade Range is 8.0%; Over 225, the Mistrade Range is 18.
* (Final Settlement Price) DAX futures and options: Determined by the value of the respective index, based on Xetra® auction prices of the respective index component shares. The intraday auction starts at 19:00 (UTC+8).
ESX futures and options: Based on the average of the respective STOXX® Index values calculated between 17:50 and 18:00 UTC+8.
FVS: Based on the average of the index values of the underlying on the last trading day between 17:00 and 18:00 UTC+8.
ESB: Based on the average of the respective STOXX® Index values calculated between 17:50 and 18:00 UTC+8.
FTUK: Determined by the value of the FTSE 100 Expiry Index as calculated by FTSE International Limited following the Exchange Delivery Settlement Price ("EDSP") intraday auction on the London Stock Exchange.
SMI: Determined by the value of the respective index, based on SIX Swiss Exchange opening prices of the respective index component shares.
FXXP,FSTA,FSTB,FSTS,FSTO,FSTH,FSTG,FSTI,FSTE,FSTT,FSTU: Based on the average value of the underlying asset calculated between 17:50 and 18:00 UTC+8.
* Options: DAX and ESX options are European-style options, automatically exercised if in-the-money on the expiration date, and all are settled in cash. FVS options are American-style options. Explanation.
Margin for short option = Calculated based on the Pisrma method for determining the margin of a single options position.
The DAX options contract specifications are 5 euros (with the futures contract being 25 euros). The margin calculation for the options is based on 1/5 of the futures margin.
* Day Trading: Any day trades executed within 30 minutes of the product’s market close will be settled against the initial margin. Clients should refrain from placing closing orders after this period. If a client places a closing order after the 30-minute window and duplicates positions, they will be responsible for any resulting errors. Day trading orders will not be accepted on the last trading day for cash-settled products.
* European Daylight Saving Time (DST) runs from the last Sunday in March to the last Sunday in October.
For detailed information, please refer to the websites of each exchange. This information is for reference only, and any relevant details are subject to exchange announcements. Users are responsible for any losses incurred from trading based on this information.
