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  • Service Navigation

    Market-on-Close

    Eurex Market-on-Close Futures

    Eurex Market-on-Close Futures are designed to deliver multiple benefits to a market that has so far been dominated by OTC trading. Basis, or market-on-close (MOC), trading traditionally involves higher operational efforts and limited risk management opportunities, since the basis is usually agreed on in the inter-dealer-broker market prior to the close of the cash markets. The respective index future trades have to be entered into the Eurex? system after index close, harboring slippage costs among others. In most cases, a MOC transaction has to be split into several trades because the final price (agreed basis plus index close level) is more granular than the tick size of the index futures. That means that in order to enter them into TES Block Trade, MOC off-book transactions must be large enough in size to allow them to be split to achieve the desired final price. By providing an on-exchange solution, Eurex Exchange supports MOC trading by electronifying basis trading – in line with the regulatory agenda.


    Eurex Market-on-Close Futures on EURO STOXX? 50 Index Futures: Introduction of a Designated Market-Making scheme

    Introduction of Eurex Market-on-Close Futures (“Eurex MOC Futures”) on EURO STOXX 50? Index Futures

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    Based on Europe’s top 50

    Our first contract in this segment covers one of the most liquid index futures worldwide: the?EURO STOXX 50? Index Futures. Click here for volumes and more.

    More efficiency and less risk

    Eurex Market-on-Close Futures (Eurex MOC Futures) were developed to facilitate basis trading, where OTC trading becomes difficult.

    Key benefits:

    • Cost-efficient: Eurex MOC Futures only need one execution to achieve the exact final futures price – that way slippage risk is eliminated.
    • Easy to trade:?As an exchange-traded contract, Eurex MOC Futures offers traders the benefit of straight-through processing, thereby significantly reducing a trader’s front office workload.
    • Easy to access:?Eurex MOC Futures can be traded at any size via the order book – the contract size can be adjusted in increments of one – or via TES Block Trade with a minimum size of 500 contracts.
    • Comes with risk management:?After the transaction of the basis, Eurex MOC Futures will be immediately included in the risk management system.
    • Provides transparency:?On-exchange trading offers immediate liquity and public price information.

    Market Makers

    CompanyMember IDContactPhone number?
    Flow Traders??NEDAMInstitutional Trading?

    +31-20-799-67 77

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    DRW Investments (UK) Ltd.?LOTLO? ? ? ? ?Chadwick Miller?+44-20-70 31-13 69?

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    Execution Broker

    CompanyMember IDContactPhone number?
    GFI Securities Ltd?GFILOGrégory Dumousseau

    +33-17-670-35 52

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    OTCex Group?PAFPAMyles Dennigan

    +44 207 959 0044


    Vantage Capital

    VCMLO

    Vantage Execution

    +44 203 107 5220

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    Factsheet: How does Eurex MOC Futures trading work?

    Our factsheet provides you with all facts about the Eurex MOC Futures trading cycle as well as the contract’s specifications. Click here to find out more.

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    Nicolas von Kageneck

    Paris Representative Office | Eurex - Global Equity & Index Sales
    Sales

    17, Rue de Surène
    75008 Paris

    T +33-1-55 27-67 69
    F +33-1-55 27-6750

    Tobias Ehinger

    Eurex Frankfurt AG | Equity and Index Product Research and Development

    Mergenthalerallee 61
    65760 Eschborn

    T +49-69-211-1 23 13

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    Market Status

    XEUR

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    -

    Parts of the trading system are currently experiencing technical issues

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    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.

  • 我国纳米核心技术取得重大突破 2019-02-17
  • 9年过去了 男子网坛还是费纳的天下 2019-02-17
  • 2018国际消费电子产品展 2019-02-14
  • 阿联酋计划向火星发射无人飞船 刷新阿拉伯太空史 2019-02-10
  • 国家统计局:5月一线城市房价同比持续下降 二线城市有所上涨 2019-02-02
  • 医疗专家入藏 免费治疗患儿 2019-01-29
  • 2018春运开启再读冰心莫言冯骥才笔下的“春运记忆” 2019-01-29
  • 《超人总动员2》刷新动画片北美首周末票房纪录 2019-01-29
  • 涉嫌诈骗1200万 潜逃韩国8年逃犯归案 2019-01-27
  • 桐庐县:互联网+社会治理的小县“大”思路  2019-01-21
  • 中央军委印发《传承红色基因实施纲要》 2019-01-18
  • 财政部发布五月份全国财政收支情况 2019-01-08
  • 江汉区国税局四个抓手助推内控机制建设不断深化 2019-01-08
  • 到户就不是计划经济,统一经营坚持集体的是计划经济。 2019-01-05
  • 工业互联网支持政策密集出台 2019-01-05