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  • Service Navigation

    EUR Secured Funding Futures

    EUR Secured Funding Futures (FLIC)

    Product ISIN
    DE000A1YD7E8
    Underlying ISIN
    DE000A1X21E8
    Currency
    EUR

    Latest

    Prices/Quotes

    Displayed data is 15 minutes delayed.Last trade:May 20, 2019 6:48:27 PM

    Orderbook

    Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
    n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 100.41 05/20/2019 18:48:27 100.41 0 0 10/31/2018 05/20/2019

    Statistics

    Data is forMay 20, 2019   Last update:May 21, 2019 12:00:00 AM

    Product type:
    F
    Stock exchange:
    n/a
    Underlying closing price:
    0
    Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
    Oct 190.000.000.000.00100.400000
    Dec 190.000.000.000.00100.445000
    Jun 190.000.000.000.00100.410000
    Jul 190.000.000.000.00100.405000
    Sep 190.000.000.000.00100.410000
    Total     000

    Vendor Codes

    Vendor NameVendor Code
    Bloomberg L.P.OMEA <Cmdty>
    thomsonreuters0#FLIC
    SIX Financial Information LtdCH21744736
    interactive dataF:FLIC\F15

    Trading

    Contract Specifications

    Version : 12 Nov 2014

    Underlying instrument
    STOXX? GC Pooling EUR Deferred Funding Rate


    Contract value
    EUR 1 million.


    Settlement
    Cash settlement, payable on the first exchange day following the final settlement day.


    Price quotation and minimum price change
    The price quotation is in percent, with three decimal places, expressed as 100 minus the traded rate of interest. The minimum price change is 0.005 points, the tick value is EUR 5.83.


    Contract months
    The current and the four following periods of time determined by the Eurex Exchanges are available for trading at a maximum (maturity months Jun 18, Jul 18, Sep 18, Oct 18, Dec 18).


    Last trading day and final settlement day
    Last trading day is the final settlement day. Final settlement day is the last exchange day of the relevant period of time, provided that on that day STOXX? has determined the STOXX? GC Pooling EUR Deferred Funding Rate; otherwise, the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 18:00 CET.


    Daily settlement price
    The daily settlement price for the current maturity month of EUR Secured Funding Futures is derived from the volume-weighted average of the prices of all transactions during the minute before 18:00 CET (reference point), provided that more than five trades transacted within this period.

    For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book.


    Final settlement price
    The final settlement price is established by Eurex on the final settlement day at 19:00 CET; based on the compounded average of the effective interest rates on GC Pooling repo transactions as determined by STOXX? on a daily basis for the duration of a period of time determined by the Eurex Exchanges.


    EUR Secured Funding Futures are available for trading in the U.S.

    Trading Calendar

    • 01 Jan 2019
      Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

    • 11 Jan 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 14 Jan 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 14 Jan 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 29 Jan 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 29 Jan 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 15 Feb 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 18 Feb 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 18 Feb 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 12 Mar 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 12 Mar 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 15 Mar 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

    • 18 Mar 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

    • 18 Mar 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

    • 18 Mar 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 19 Mar 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (standard)

    • 19 Mar 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month SARON? Futures

    • 12 Apr 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 15 Apr 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 15 Apr 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 16 Apr 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 16 Apr 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 19 Apr 2019
      Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

    • 22 Apr 2019
      Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

    • 01 May 2019
      Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

    • 10 May 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for options on Three-Month EURIBOR Futures

    • 13 May 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 13 May 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 11 Jun 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 11 Jun 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 14 Jun 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

    • 17 Jun 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

    • 17 Jun 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

    • 17 Jun 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 18 Jun 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (standard)

    • 18 Jun 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month SARON? Futures

    • 12 Jul 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 15 Jul 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 15 Jul 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 30 Jul 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 30 Jul 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 01 Aug 2019
      Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

      No cash payment in CHF

    • 16 Aug 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 19 Aug 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 19 Aug 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 13 Sep 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (OEU3)

    • 16 Sep 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (OEU3)

    • 16 Sep 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

    • 16 Sep 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 17 Sep 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (standard)

    • 17 Sep 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 17 Sep 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month SARON? Futures

    • 17 Sep 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 11 Oct 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 14 Oct 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 14 Oct 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 29 Oct 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 29 Oct 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 15 Nov 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures

    • 18 Nov 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures

    • 18 Nov 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 13 Dec 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

    • 16 Dec 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

    • 16 Dec 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

    • 16 Dec 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month EURIBOR Futures

    • 17 Dec 2019
      Money market derivatives | Delivery Day

      Delivery Day for Options on Three-Month EURIBOR Futures (standard)

    • 17 Dec 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EUR Secured Funding Futures

    • 17 Dec 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for Three-Month SARON? Futures

    • 17 Dec 2019
      Money market derivatives | Last Trading Day

      Last Trading Day for EONIA Futures

    • 24 Dec 2019
      Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

      Eurex is closed for trading in all derivatives

    • 25 Dec 2019
      Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

    • 26 Dec 2019
      Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

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

    • 31 Dec 2019
      Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

      Eurex is closed for trading in all derivatives

    Trading Hours

    Regular Trading Day
    Pre-TradingTradingPost-Trading
    FullLate1Late2Restricted
    07:3008:0018:0019:0019:00
    Last Trading Day
    Pre-TradingTradingPost-Trading
    FullLate1Late2Restricted
    07:3008:0018:00

    Transaction Fees

    Fee TypeFee
    Exchange transactions: Standard fees (A-accounts)EUR 0.40 per contract
    Exchange transactions: Standard fees (M- and P-accounts)EUR 0.20 per contract
    TES transactions: Standard fees (A-accounts)EUR 0.60 per contract
    TES transactions: Standard fees (M- and P-accounts)EUR 0.30 per contract
    Position Closing AdjustmentsEUR 0.80 per contract
    Cash settlementEUR 0.40 per contract
    Position transfer with cash transferEUR 7.50 per transaction

    Block Trades

    Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 300 contracts.

    Parameters

    Maximum Spreads

    Maximum Spread (ticks)

    6.00

    Minimum Quote Size

    Quote Obligations - OutrightsQuote Obligations - Consecutive months spreads
    Maturity monthsDMM schemeMinimum quote size per sideMaturity monthsDMM schemeMinimum quote size per side

    1-2

    Tier 150 lots

    1 vs 2

    Tier 1100 lots
    Tier 2200 lotsTier 2250 lots

    3-5

    Tier 125 lots2 vs 3
    3 vs 4
    4 vs 5
    Tier 1100 lots
    Tier 2150 lotsTier 2150 lots


    The minimum quote duration is 60 percent of the core trading hours of the underlying between 08:00 and 17:00 CET (on a monthly average).

    In Fast Market, the minimum quote size is reduced by 50 percent.

    Market Makers

    Mistrade Ranges

    A deviation of the mistrade transaction price from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price more than 20 percent of the price change percentile for the corresponding futures contract, unless another regulation has been made for an individual product.

    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 Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

    (2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

    (3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.

    (4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

    (5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

    Orderbook

    Content wird geladen.
    ?

    Market Status

    XEUR

    -

    -

    Parts of the trading system are currently experiencing technical issues

    The trading system is currently experiencing technical issues

    Production newsboard

    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.

    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.

    An instant update of the Market Status requires an enabled up-to date Java? version within the browser.

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