Products 20 17€¦ · n g e T r a d e d P r o d u c ts D e r i v a t i v es C o m m o d i t y D e...

119
www.eurexchange.com Products 2017

Transcript of Products 20 17€¦ · n g e T r a d e d P r o d u c ts D e r i v a t i v es C o m m o d i t y D e...

Page 1: Products 20 17€¦ · n g e T r a d e d P r o d u c ts D e r i v a t i v es C o m m o d i t y D e r i v a t i v e s P r o p e r t y D e r i v a t i v e s I n t e r e s t R a t e

www.eurexchange.com

Products2017

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Equity Derivatives07 Single Stock Futures12 Equity Options19 Low Exercise Price Options21 Weekly Options

Equity Index Derivatives24 Equity Index Futures46 Equity Index Options62 Weekly Options65 Eurex/KRX-Link70 Eurex/TAIFEX-Link

FX Derivatives76 FX Futures80 FX Options

Dividend Derivatives85 Single Stock Dividend Futures88 Equity Index Dividend Futures92 EURO STOXX 50® Index Dividend Options

Volatility Derivatives 96 Volatility Futures99 Volatility Options102 Variance Futures

Exchange Traded Products Derivatives106 ETF Futures109 ETF Options115 ETC Futures118 ETC Options121 Xetra-Gold® Futures 123 Xetra-Gold® Options

Content Equity

Derivatives

Equity Index

Derivatives

FX Derivatives

Dividend

Derivatives

Volatility

Derivatives

Exchange

Traded Products

Derivatives

Com

modity

Derivatives

Property

Derivatives

Interest Rate

Derivatives

Eurex Bonds/

Eurex Repo

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210 Exchange for Swaps (Equity Index Futures) EFS Trades

213 Exchange for Swaps (Interest Rate Derivatives) EFS Trades

214 Vola Trades219 Multilateral Trade Registration (MTR)221 Trade Entry Service via E-Mail

Complex Orders222 Strategy Types

230 Trading in the U.S.234 Further Information

Commodity Derivatives Bloomberg 127 Bloomberg Commodity IndexSM Futures131 Bloomberg Commodity IndexSM Options

Property Derivatives136 Property Futures

Interest Rate Derivatives Fixed Income Derivatives140 Fixed Income Futures146 Options on Fixed Income Futures151 Futures on Interest Rate Swaps154 LDX IRS Constant Maturity Futures

Money Market Derivatives157 Money Market Futures166 Options on Money Market Futures

Eurex Bonds175 Eurex Bonds

Eurex Repo180 Eurex Repo Repo Market185 Eurex Repo GC Pooling® Market 188 SecLend Market

Appendix Eurex Trade Entry Services191 Block Trades198 Flexible Contracts200 Exchange for Physicals (Interest Rate Derivatives) EFP Trades

202 Exchange for Physicals (Equity Index Futures) EFPI Trades

205 Exchange for Physicals (FX-Futures)207 Exchange for Physicals (Volatility Index Futures)208 Trade at Index Close

Equity

Derivatives

Equity Index

Derivatives

FX Derivatives

Dividend

Derivatives

Volatility

Derivatives

Exchange

Traded Products

Derivatives

Com

modity

Derivatives

Property

Derivatives

Interest Rate

Derivatives

Eurex Bonds/

Eurex Repo

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Contract standardsA broad range of shares of the 19 STOXX® Europe600 Supersectors as well as selected Brazilian,Canadian, Polish, Russian and U.S. shares.

Information about currently available Single StockFutures can be found on www.eurexchange.com >Products.

STOXX® Europe 600 supersectors

Automobiles & Parts

Banks

Basic Resources

Chemicals

Construction & Materials

Financial Services

Food & Beverage

Health Care

Industrial Goods & Services

Insurance

Media

Oil & Gas

Personal & Household Goods

Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Sector code

SXAP

SX7P

SXPP

SX4P

SXOP

SXFP

SX3P

SXDP

SXNP

SXIP

SXMP

SXEP

SXQP

SX86P

SXRP

SX8P

SXKP

SXTP

SX6P

Single Stock FuturesEquity Derivatives Equity

Derivatives

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Contract sizes1, 10, 100 or 1,000 shares.

Due to corporate actions the contract size for SingleStock Futures can differ from the standard contractsize. Current contract sizes can be found onwww.eurexchange.com > Products > EquityDerivatives > Single Stock Futures.

SettlementCash settlement, payable on the first exchange dayfollowing the last trading day.

Selected Spanish Single Stock Futures are alsoavailable with physical delivery: 100 shares of the underlying two exchange days following the last trading day.

Minimum price changeEUR 0.0001, CHF 0.0001, CHF 0.001, USD 0.0001, GBp 0.0001.

Contract monthsUp to 36 months: The 13 nearest successive calen - dar months as well as the two following annualmonths of the December cycle thereafter.

Last trading day and final settlement dayLast trading day is the final settlement day. Finalsettlement day is the third Friday, for Italian SingleStock Futures the day before the third Friday ofeach maturity month, if this is an exchange day;otherwise the exchange day immediately precedingthat day. Close of trading in the maturing SingleStock Futures on the last trading day is at 17:45 CET.

For Russian Single Stock Futures trading ceases inthe maturing futures contract on the last tradingday at 16:40 CET.

For Brazilian, Canadian and U.S. Single StockFutures trading ceases in the maturing futurescontract on the last trading day at 15:30 CET(for March contracts already at 14:30 CET).

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for Single Stock Futuresare derived from the closing price of the under -lying determined during the closing auction of the corresponding domestic cash market plus the respective cost of carry.

For Brazilian, Canadian and U.S. Single StockFutures the daily settlement price is derived from the volume-weighted average of the lastthree prices of the underlying before 17:45 CET (reference point) in the appropriate contract plusthe respective cost of carry.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexbased on the closing price determined within the electronic trading system of the domestic cashmarket for the respective underlying on the lasttrading day.

The final settlement price for Brazilian, Canadianand U.S. Single Stock Futures with the productgroup code US01 is based on the opening price of

Equity

Derivatives

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the floor trading of NYSE Euronext New York, for U.S. Single Stock Futures with the productgroup code US02 on the opening auction pricedetermined within the electronic trading system of NASDAQ on the last trading day respectively.

Trading hours and product currency

The opening time of 09:00 CET is considered a refer ence point. Eurex opens its Single StockFutures staggered on a country-by-countryapproach between 08:50 and 09:00 CET.

For details, please visit the trading calendar on the Eurex website www.eurexchange.com >Trading > Trading Calendar.

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Single Stock Futures:

• Block Trades - supported by Bulk Load Panel - Non-Disclosure facility implemented• Flexible Futures• Trade Entry Service via e-mail (Russian Single Stock Futures)

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Contract

Standard

British Single Stock Futures

Russian Single StockFutures

Swiss Single Stock Futures

Brazilian, Canadian andU.S. Single Stock Futures

Trading hours

09:00–17:45 CET

09:00–17:45 CET

09:00–17:45 CET

09:00–17:45 CET

09:00–22:00 CET

Productcurrency

EUR

GBP

USD

CHF

USD

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours

Contract

Austrian, Belgian, Swiss, Irish, Norwegian, Portuguese and Swedish Single Stock Futures

German, Spanish, Finnish, French, Italianand Dutch Single Stock Futures

British, Polish and Russian Single StockFutures

Brazilian, Canadian and U.S. Single StockFutures

Time

08:58–19:33 CET

09:00–19:35 CET

09:01–19:36 CET

09:01–22:30 CET

Equity

Derivatives

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Contract standardsA broad range of shares of the 19 STOXX® Europe600 Supersectors as well as selected Russian shares.

Information about currently available equityoptions can be found on www.eurexchange.com >Products.

Contract sizes1, 10, 100, 500, 1,000 or 2,500 shares.

SettlementPhysical delivery of 1, 10, 50, 100, 500, 1,000 or2,500 shares of the underlying two exchange daysafter exercise.

Minimum price changeEUR 0.0005, EUR 0.001, EUR 0.01, CHF 0.01,GBp 0.25, GBp 0.50 or USD 0.01.

Contract monthsUp to 12 months: The three nearest successivecalendar months and the three following quarterlymonths of the March, June, September andDecember cycle thereafter.

Up to 24 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, and the two followingsemi-annual months of the June and Decembercycle thereafter.

Up to 60 months: The three nearest successivecalendar months, the three (for Spanish equityoptions nine) following quarterly months of theMarch, June, September and December cycle thereafter, and the four (for Spanish equity optionsthe nearest) following semi-annual months of the June and December cycle thereafter, and thetwo following annual months of the Decembercycle thereafter.

Equity Options

STOXX® Europe 600 supersectors

Automobiles & Parts

Banks

Basic Resources

Chemicals

Construction & Materials

Financial Services

Food & Beverage

Health Care

Industrial Goods & Services

Insurance

Media

Oil & Gas

Personal & Household Goods

Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Sector code

SXAP

SX7P

SXPP

SX4P

SXOP

SXFP

SX3P

SXDP

SXNP

SXIP

SXMP

SXEP

SXQP

SX86P

SXRP

SX8P

SXKP

SXTP

SX6P

Equity

Derivatives

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Last trading dayLast trading day is the third Friday, for Italianequity options the day before the third Friday, of each expiration month, if this is an exchangeday; otherwise, the exchange day immediatelypreceding that day.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for equity options aredetermined through the binomial model accordingto Cox/Ross/Rubinstein. If necessary, dividendexpectations, current interest rates or other pay -ments are taken into consideration.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

ExerciseEquity options can be exercised either American-or European-style:

Standard – American-style:Equity options can be exercised until the end ofthe Post-Trading Full Period (20:00 CET) on anyexchange day during the lifetime of the option.

Exceptions – European-style:Equity options with group ID DE14, CH14, FI14,FR14 and NL14 can only be exercised on the lasttrading day until the end of the Post-TradingFull-Period (20:00 CET).

Russian equity options can only be exercised on the last trading day until the end of the Post-Trading Full-Period (17:40 CET).

Exercise prices (standard)

The exercise prices of British, Spanish, Dutch,Belgian, French and Irish equity options are different from the standard exercise prices; the complete exercise prices are available in the contract specifications on www.eurexchange.com > Resources > Rules &Regulations.

Number of exercise pricesUpon the admission of the options, at least sevenexercise prices shall be made available for eachdue date with a term of up to 24 months for eachcall and put, such that three exercise prices are in-the-money, one is at-the-money and three areout-of-the-money.

Exercise prices inEUR, CHF or USD

Up to 2

2 – 4

4 – 8

8 – 20

20 – 52

52 – 100

100 – 200

200 – 400

> 400

Exercise price intervals in EUR, CHF or USD for expiration monthswith a remaining lifetime of

< 3 months

0.05

0.10

0.20

0.50

1.00

2.00

5.00

10.00

20.00

4–12months

0.10

0.20

0.40

1.00

2.00

4.00

10.00

20.00

40.00

> 12months

0.20

0.40

0.80

2.00

4.00

8.00

20.00

40.00

80.00

Equity

Derivatives

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Upon the admission of the options, at least fiveexercise prices shall be made available for eachdue date with a term of more than 24 months foreach call and put, such that two exercise pricesare in-the-money, one is at-the-money and twoare out-of-the-money.

Upon the admission of Dutch, Belgian and Frenchoptions, at least nine exercise prices shall be madeavailable for each due date with a term of up to12 months for each call and put, such that fourexercise prices are in-the-money, one is at-the-money and four are out-of-the-money.

Upon the admission of Dutch, Belgian and Frenchoptions, at least seven exercise prices shall be madeavailable for each due date with a term of morethan 12 months for each call and put, such thatthree exercise prices are in-the-money, one is at-the-money and three are out-of-the-money.

Option premiumThe premium is payable in full in the currency of the respective contract on the exchange dayfollowing the day of the trade.

Trading hours and product currency

The standard opening time of 09:00 CET is con -sidered a reference point. Eurex opens its equityoptions staggered on a country-by-country ap proach between 08:50 and 09:05 CET.

The standard closing time of 17:30 CET is con -sidered a reference point. Eurex closes its equityoptions staggered on a country-by-country ap-proach between 17:30 and 17:36 CET.

For details, please visit the trading calendar on the Eurex website www.eurexchange.com >Trading > Trading Calendar.

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for equity options:

• Multilateral Trade Registration• Block Trades (including vola strategy trades with cash equity leg) - Non-Disclosure facility implemented• Flexible Options (not for European-style equity options)• Trade Entry Service via e-mail (only for Russian equity options)

Contract

Standard

British equity options

Russian equity options

Swiss equity options

Trading hours

09:00–17:30 CET

09:00–17:30 CET

09:05–16:30 CET

09:00–17:20 CET

Productcurrency

EUR

GBP

USD

CHF

Equity

Derivatives

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Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours

This section only lists the differences with respectto the regular contract specifications for equityoptions, whereas for every equity option a LowExercise Price Option (LEPO) is available.

Contract monthsUp to 6 months: The nearest calendar month andthe two following quarterly months of the March,June, September and December cycle thereafter.

Exercise pricesExercise price of a LEPO is the smallest exerciseprice of an option available in the Eurex® system.

For example, for securities with exercise prices withtwo decimal places, LEPOs with an exercise priceof EUR 0.01, CHF 0.01, GBp 0.01 or USD 0.01,respectively, will be set up. Options with an exer-cise price with one decimal place have an exerciseprice of EUR 0.1, CHF 0.1, GBp 0.1 or USD 0.1respectively.

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Low Exercise Price Options:

• Multilateral Trade Registration• Block Trades• Flexible Options• Trade Entry Service via e-mail (Russian LEPOs)

Contract

Standard

Austrian equity options

British and Irish equity options

Russian equity options

Time

09:00–19:00 CET

09:15–19:00 CET

09:00–18:30 CET

09:15–19:00 CET16:30–17:00 CET on the last trading day

Low Exercise Price Options(LEPOs)

Equity

Derivatives

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Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

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This section only lists the differences with respectto the regular contract specifications for equityoptions. Eurex offers Weekly Options on all EUROSTOXX 50® Index components as well as on the shares of selected Swiss underlying instruments.

Information about all available Weekly Optionscan be found on www.eurexchange.com >Products.

Contract months1st, 2nd und 4th Friday Weekly Options:Onemonth for all contracts expiring on the 1st, 2ndand 4th Friday of a calendar month. At the startof trading on each Friday, the Weekly Options for the same week of the following month will be listed.

5th Friday Weekly Options:More than onemonth for contracts expiring on the 5th Friday ofa calendar month. For months without a 5thFriday, the option expiration will fall on the next5th Friday.

Contract size100 shares

Minimum price changeEUR 0.01

Weekly Options Equity

Derivatives

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Equity IndexDerivatives

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Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Weekly Options:

• Multilateral Trade Registration• Block Trades (including vola strategy trades with cash equity leg)

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

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Underlyings

Equity IndexFutures

Futures on

EURO STOXX 50® Index

EURO STOXX 50® ex Financials Index

EURO STOXX 50® Quanto Index

EURO STOXX 50® Total Return Index

EURO STOXX® Select Dividend 30 Index

EURO STOXX® Index

EURO STOXX® Large Index

EURO STOXX® Mid Index

EURO STOXX® Small Index

STOXX® Europe 50 Index

STOXX® Global Select Dividend 100 Index

STOXX® Europe 600 Index

STOXX® Europe Large 200 Index

STOXX® Europe Mid 200 Index

STOXX® Europe Small 200 Index

DAX®, the blue chip index of Deutsche Börse AG

DivDAX®, the dividend index of Deutsche Börse AG

MDAX®, the mid cap index of Deutsche Börse AG

TecDAX®, the technology index of Deutsche Börse AG

SMI®, the blue chip index of SIX Swiss Exchange

SMI® Mid, the mid cap index of SIX Swiss Exchange

SLI Swiss Leader Index®, the blue chip index with capped weightings of SIX Swiss Exchange

OMXH25, the Finnish equity index

ProductID

FESX

FEXF

FESQ

TESX

FEDV

FXXE

FLCE

FMCE

FSCE

FSTX

FGDV

FXXP

FLCP

FMCP

FSCP

FDAX®/FDXM

FDIV

F2MX

FTDX

FSMI

FSMM

FSLI

FFOX

Equity Index

Derivatives

Futures on

ATX®, the Austrian blue chip index of Vienna StockExchange

ATX® five, consisting of the five shares with the highest weighting in the ATX®

CECE® EUR Index, the composite Eastern Europeanindex of Vienna Stock Exchange comprising the stocksincluded in the Hungarian Traded Index (HTX), CzechTraded Index (CTX) and Polish Traded Index (PTX)

RDX® EUR/USD Index, the Russian blue chip index of Wiener Börse AG

SENSEX, the Indian blue chip index of Bombay Stock Exchange (BSE)

TA-25, the Israeli blue chip index of the Tel Aviv StockExchange (TASE)

ProductID

FATX

FATF

FCEE

FRDE/FRDX

FSEN

FT25

MSCI Indexes

Futures on

MSCI Europe Index (EUR)

MSCI Europe Index (USD)

MSCI Europe GTR-Index (EUR)

MSCI Europe GTR-Index (USD)

MSCI Europe Price Index

MSCI Europe ex Switzerland Index

MSCI Europe Growth Index

MSCI Europe Value Index

MSCI EMU Index

MSCI EMU GTR-Index

MSCI World Index (USD)

MSCI World Index (EUR)

MSCI World GTR-Index (USD)

MSCI World GTR-Index (EUR)

MSCI World Price Index

MSCI World Midcap Index

MSCI Kokusai Index

MSCI Kokusai GTR-Index

ProductID

FMEU

FMED

FMGE

FMGU

FMEP

FMXS

FMEG

FMEV

FMMU

FMGM

FMWO

FMWN

FMWG

FMWE

FMWP

FMWM

FMKN

FMKG

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Derivatives

MSCI Indexes

Futures on

MSCI AC Asia Pacific

MSCI AC Asia Pacific ex Japan Index

MSCI North America Index

MSCI North America GTR-Index

MSCI Pacific Index

MSCI Pacific GTR-Index

MSCI Pacific ex Japan Index

MSCI Frontier Markets Index

MSCI Emerging Markets Index (USD)

MSCI Emerging Markets Index ( EUR)

MSCI Emerging Markets Price Index

MSCI Emerging Markets Asia Index

MSCI Emerging Markets EMEA Index

MSCI Emerging Markets Latin America Index

MSCI ACWI Index (USD)

MSCI ACWI Index (EUR)

MSCI ACWI ex USA Index

MSCI Australia Index

MSCI Canada Index

MSCI Canada GTR-Index

MSCI Chile Index

MSCI China Free Index

MSCI Colombia Index

MSCI Czech Republic Index

MSCI Egypt Index

MSCI France Index

MSCI France GTR-Index

MSCI Hungary Index

MSCI Hong Kong Index

MSCI India Index

MSCI Indonesia Index

ProductID

FMAP

FMAS

FMNA

FMGA

FMPA

FMPG

FMPX

FMFM

FMEM

FMEN

FMEF

FMEA

FMEE

FMEL

FMAC

FMAE

FMXU

FMAU

FMCA

FMGC

FMCL

FMCN

FMCO

FMCZ

FMEY

FMFR

FMGF

FMHU

FMHK

FMIN

FMID

MSCI Indexes

Futures on

MSCI Japan Index

MSCI Japan GTR-Index

MSCI Malaysia Index

MSCI Mexico Index

MSCI Morocco Index

MSCI New Zealand Index

MSCI Peru Index

MSCI Philippines Index

MSCI Poland Index

MSCI Qatar Index

MSCI Russia Index

MSCI Russia Price Index

MSCI South Africa Index

MSCI Thailand Index

MSCI UAE Index

MSCI UK Index (GBP)

MSCI UK Index (USD)

MSCI USA Index

MSCI USA GTR-Index

MSCI USA Equal Weighted Index

MSCI USA Momentum Index

MSCI USA Quality Index

MSCI USA Value Weighted Index

ProductID

FMJP

FMJG

FMMY

FMMX

FMMA

FMNZ

FMPE

FMPH

FMPL

FMQA

FMRS

FMRU

FMZA

FMTH

FMUA

FMUK

FMDK

FMUS

FMGS

FMUE

FMUM

FMUQ

FMUV

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EURO STOXX® sector index products

Futures on

Automobiles & Parts

Banks

Basic Resources

Chemicals

Construction & Materials

Financial Services

Food & Beverage

Health Care

Industrial Goods & Services

Insurance

Media

Oil & Gas

Personal & Household Goods

Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

FESA

FESB

FESS

FESC

FESN

FESF

FESO

FESH

FESG

FESI

FESM

FESE

FESZ

FESL

FESR

FESY

FEST

FESV

FESU

Sector code

SXAE

SX7E

SXPE

SX4E

SXOE

SXFE

SX3E

SXDE

SXNE

SXIE

SXME

SXEE

SXQE

SX86E

SXRE

SX8E

SXKE

SXTE

SX6E

STOXX® Europe 600 sector index products

Futures on

Automobiles & Parts

Banks

Basic Resources

Chemicals

Construction & Materials

Financial Services

Food & Beverage

Health Care

Industrial Goods & Services

Insurance

Product ID

FSTA

FSTB

FSTS

FSTC

FSTN

FSTF

FSTO

FSTH

FSTG

FSTI

Sector code

SXAP

SX7P

SXPP

SX4P

SXOP

SXFP

SX3P

SXDP

SXNP

SXIP

STOXX® Europe 600 sector index products

Futures on

Media

Oil & Gas

Personal & Household Goods

Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

FSTM

FSTE

FSTZ

FSTL

FSTR

FSTY

FSTT

FSTV

FSTU

Sector code

SXMP

SXEP

SXQP

SX86P

SXRP

SX8P

SXKP

SXTP

SX6P

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

Contract values, price quotation and minimum price change

Contract

EURO STOXX 50®

Index Futures

EURO STOXX 50®

ex Financials Index Futures

EURO STOXX 50® QuantoIndex Futures

EURO STOXX® SelectDividend 30 Index Futures

EURO STOXX®

Index Futures

EURO STOXX® Large Index Futures

EURO STOXX®Mid Index Futures

EURO STOXX® Small Index Futures

Contractvalue*

EUR 10

EUR 10

USD 10

EUR 10

EUR 50

EUR 50

EUR 50

EUR 50

Minimum pricechange

Points

1

0.5

1

0.5

0.1

0.1

0.1

0.1

Value

EUR 10

EUR 5

USD 10

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

* Per index point of the underlying

Equity Index

Derivatives

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31 30Equity Index

Derivatives

Contract

STOXX® Europe 50 Index Futures

STOXX® Global SelectDividend 100 Index Futures

STOXX® Europe 600 Index Futures

STOXX® Europe Large 200 Index Futures

STOXX® Europe Mid 200 Index Futures

STOXX® Europe Small 200 Index Futures

EURO STOXX®

Sector Index Futures

STOXX® Europe 600 Sector Index Futures

DAX® Futures

Mini-DAX® Futures

DivDAX® Futures

MDAX® Futures

TecDAX® Futures

SMI® Futures

SMIM® Futures

SLI® Futures

OMXH25 Futures

ATX® Futures

ATX® five Futures

CECE® EUR Index Futures

RDX® EUR Index Futures

RDX® USD Index Futures

Contractvalue*

EUR 10

EUR 10

EUR 50

EUR 50

EUR 50

EUR 50

EUR 50

EUR 50

EUR 25

EUR 5

EUR 200

EUR 5

EUR 10

CHF 10

CHF 10

CHF 10

EUR 10

EUR 10

EUR 10

EUR 10

EUR 10

USD 10

Minimum pricechange

Points

1

0.5

0.1

0.1

0.1

0.1

0.1

0.1

0.5

1

0.05

1

0.5

1

1

0.1

0.1

0.5

0.5

0.5

0.5

0.5

Value

EUR 10

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

EUR 12.50

EUR 5

EUR 10

EUR 5

EUR 5

CHF 10

CHF 10

CHF 1

EUR 1

EUR 5

EUR 5

EUR 5

EUR 5

USD 5

* Per index point of the underlying

Contract

MSCI Europe IndexFutures (FMEU)

MSCI Europe IndexFutures (FMED)

MSCI Europe GTR-IndexFutures (FMGE)

MSCI Europe GTR-IndexFutures (FMGU)

MSCI Europe Price IndexFutures

MSCI Europe Growth Index Futures

MSCI Europe Value IndexFutures

MSCI Europe exSwitzerland Index Futures

MSCI EMU Index Futures

MSCI EMU GTR-IndexFutures

MSCI World Index Futures (FMWO)

MSCI World Index Futures (FMWN)

MSCI World GTR-IndexFutures (FMWE)

MSCI World GTR-IndexFutures (FMWG)

MSCI World Price IndexFutures (FMWP)

MSCI World Midcap Index Futures

MSCI North America Index Futures

MSCI North America GTR-Index Futures

MSCI Kokusai IndexFutures

Contractvalue*

EUR 100

USD 10

EUR 100

USD 10

EUR 100

EUR 100

EUR 100

EUR 100

EUR 100

EUR 100

USD 10

EUR 100

EUR 100

USD 10

USD 10

USD 50

USD 10

USD 10

USD 10

Minimum pricechange

Points

0.05

1

0.05

1

0.05

0.05

0.05

0.05

0.05

0.05

1

0.1

0.05

1

0.5

0.5

1

1

1

Value

EUR 5

USD 10

EUR 5

USD 10

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

USD 10

EUR 10

EUR 5

USD 10

USD 5

USD 25

USD 10

USD 10

USD 10

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33 32Equity Index

Derivatives

* Per index point of the underlying

MSCI Kokusai GTR-IndexFutures

MSCI AC Asia Pacific Index Futures

MSCI AC Asia Pacific exJapan Index Futures

MSCI Pacific Index Futures

MSCI Pacific GTR-IndexFutures

MSCI Pacific ex JapanIndex Futures

MSCI Frontier MarketsIndex Futures

MSCI Emerging MarketsIndex Futures (FMEM)

MSCI Emerging MarketsIndex Futures (FMEN)

MSCI Emerging MarketsPrice Index Futures (FMEF)

MSCI Emerging MarketsAsia Index Futures

MSCI Emerging MarketsEMEA Index Futures

MSCI Emerging MarketsLatin America Index Futures

MSCI ACWI Index Futures(FMAC)

MSCI ACWI Index Futures(FMAE)

MSCI ACWI ex USA IndexFutures

MSCI Australia IndexFutures

MSCI Canada Index Futures

MSCI Canada GTR-IndexFutures

USD 10

USD 100

USD 100

USD 10

USD 10

USD 10

USD 10

USD 100

EUR 100

USD 50

USD 100

USD 100

USD 100

USD 100

EUR 100

USD 100

USD 10

USD 10

USD 10

1

0.1

0.1

1

1

1

0.5

0.1

0.1

0.1

0.1

0.1

0.1

0.05

0.05

0.05

1

1

1

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 5

USD 10

EUR 10

EUR 5

USD 10

USD 10

USD 10

USD 5

EUR 5

USD 5

USD 10

USD 10

USD 10

Contract Contractvalue*

Minimum pricechange

Points Value

MSCI Chile IndexFutures

MSCI China Free IndexFutures

MSCI Colombia IndexFutures

MSCI Czech Republic Index Futures

MSCI Egypt Index Futures

MSCI France Index Futures

MSCI France GTR-IndexFutures

MSCI Hungary IndexFutures

MSCI Hong Kong IndexFutures

MSCI India Index Futures

MSCI Indonesia IndexFutures

MSCI Japan Index Futures

MSCI Japan GTR-IndexFutures

MSCI Malaysia IndexFutures

MSCI Mexico Index Futures

MSCI Morocco IndexFutures

MSCI New Zealand Index Futures

MSCI Peru Index Futures

MSCI Philippines IndexFutures

USD 50

USD 50

USD 10

USD 50

USD 50

EUR 100

EUR 100

USD 100

USD 1

USD 100

USD 10

USD 10

USD 10

USD 100

USD 50

USD 100

USD 100

USD 10

USD 50

0.5

0.5

1

0.5

0.5

0.05

0.05

0.1

10

0.1

0.5

1

1

0.1

0.5

0.1

0.1

0.5

0.5

USD 25

USD 25

USD 10

USD 25

USD 25

EUR 5

EUR 5

USD 10

USD 10

USD 10

USD 5

USD 10

USD 10

USD 10

USD 25

USD 10

USD 10

USD 5

USD 25

Contract Contractvalue*

Minimum pricechange

Points Value

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35 34Equity Index

Derivatives

Contract monthsStandard – up to 9 months: The three nearestquarterly months of the March, June, Septemberand December cycle.

TA-25 Index Futures – up to 3 months: The threenearest successive calendar months.

SENSEX Futures – up to 6 months: The three nearest successive calendar months and the following quarterly month of the March, June,September and December cycle thereafter.

MSCI Index Futures – up to 36 months:The twelve nearest quarterly months of the March,June, September and December cycle.

CECE® EUR Index Futures, RDX® EUR IndexFutures – up to 36 months:The four nearest quarterly months of the March,June, September and December cycle and the fourfollowing semi-annual months of the June andDecember cycle.

RDX® USD Index Futures – up to 60 months:The four nearest quarterly months of the March,June, September and December cycle, the fourfollowing semi-annual months of the June andDecember cycle and the two following annualmonths of the December cycle thereafter.

Last trading day and final settlement dayLast trading day is the third Friday of each maturitymonth if this is an exchange day; otherwise the exchange day immediately preceding that day.

Final settlement day is the last trading day, forSTOXX® Global Select Dividend 100 Index andMSCI Index Futures the exchange day followingthe last trading day.

MSCI Poland Index Futures

MSCI Qatar Index Futures

MSCI Russia Index Futures

MSCI Russia Price IndexFutures

MSCI South Africa IndexFutures

MSCI Thailand IndexFutures

MSCI UAE Index Futures

MSCI UK Index Futures(FMUK)

MSCI UK Index Futures(FMDK)

MSCI USA Index Futures

MSCI USA GTR-IndexFutures

MSCI USA Equal WeightedIndex Futures

MSCI USA Value WeightedIndex Futures

MSCI USA MomentumIndex Futures

MSCI USA Quality IndexFutures

SENSEX Futures

TA-25 Index Futures

USD 100

USD 10

USD 50

USD 10

USD 100

USD 10

USD 50

GBP 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 1

USD 25

0.1

0.5

0.5

0.5

0.1

0.5

0.1

1

1

1

1

1

1

1

1

5

0.5

USD 10

USD 5

USD 25

USD 5

USD 10

USD 5

USD 5

GBP 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 5

USD 12.50

Contract Contractvalue*

Minimum pricechange

Points Value

* Per index point of the underlying

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37 36Equity Index

Derivatives

Last trading day and final settlement day forSENSEX Futures is the last Thursday of each maturity month if this is an exchange day (both at Eurex and BSE); otherwise the exchange dayimmediately preceding that day.

Last trading day for TA-25 Index Futures is theWednesday preceding the last Friday of eachmaturity month if this is an exchange day (both at Eurex and TASE); otherwise the exchange dayimmediately preceding that day.

Final settlement day for TA-25 Index Futures isthe Thursday preceding the last Friday of eachmaturity month if this is an exchange day both at Eurex and TASE; otherwise the exchange dayimmediately preceding that day. If the final settle-ment day of the TASE contracts is not an exchangeday at Eurex Exchange, the final settlement day of the Eurex contracts shall be the exchange dayat Eurex Exchange immediately following that day and on which the final settlement price ofTASE is available.

Close of trading in the maturing futures on the last trading day is at:

Contract

STOXX® Europe 50 Index Futures

STOXX® Europe 600 Index Futures

STOXX® Europe Large 200 Index Futures

STOXX® Europe Mid 200 Index Futures

STOXX® Europe Small 200 Index Futures

EURO STOXX® Sector Index Futures

STOXX® Europe 600 Sector Index Futures

STOXX® Global Select Dividend 100Index Futures

DAX® Futures

Mini-DAX® Futures

DivDAX® Futures

MDAX® Futures

TecDAX® Futures

SMI® Futures

SMIM® Futures

SLI® Futures

OMXH25 Futures

ATX® Futures

ATX® five Futures

CECE® EUR Index Futures

RDX® EUR/USD Index Futures

MSCI Index Futures

SENSEX Futures

TA-25 Index Futures

Close of trading

12:00 CET

22:00 CET

Beginning of the Xetra®

intraday auction starting at 13:00 CET(for MDAX® Futures at 13:05 CET).

09:00 CET

17:30 CET

12:00 CET

17:10 CET

16:30 CET

22:00 CET

11:00 CET (12:00 CEST)

22:00 CET

Contract

EURO STOXX 50® Index Futures

EURO STOXX 50® ex Financials IndexFutures

EURO STOXX 50® Quanto Index Futures

EURO STOXX® Select Dividend 30 IndexFutures

EURO STOXX® Index Futures

EURO STOXX® Large Index Futures

EURO STOXX®Mid Index Futures

EURO STOXX® Small Index Futures

Close of trading

12:00 CET

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39 38Equity Index

Derivatives

Daily settlement priceThe daily settlement prices for the current maturitymonth are derived from the volume-weightedaverage of the prices of all transactions during the minute before 17:30 CET (for FSMI/FSMM/FSLI 17:20 CET, FCEE 17:10 CET, FRDE/FRDX16:30 CET, reference point), provided that morethan five trades have been trans acted within this period.

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

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurex on the final settlement day according to the following rules:

Contract

STOXX® Europe 50 IndexFutures

STOXX® Europe 600 IndexFutures

STOXX® Europe Large 200Index Futures

STOXX® Europe Mid 200Index Futures

STOXX® Europe Small 200Index Futures

EURO STOXX® Sector IndexFutures

STOXX® Europe 600 SectorIndex Futures

STOXX® Global SelectDividend 100 Index Futures

DAX® Futures

Mini-DAX® Futures

DivDAX® Futures

MDAX® Futures

TecDAX® Futures

SMI® Futures

SMIM® Futures

SLI® Futures

OMXH25 Futures

ATX® Futures

ATX® five Futures

Final settlement price

Average of the respective STOXX®

Index values calculated between11:50 and 12:00 CET.

Value of the STOXX® GlobalSelect Dividend 100 Index, based on the closing prices of the respective electronic trading systems for the indexcomponent shares.

Value of the respective index,based on Xetra® auction prices ofthe respective index componentshares. The intraday auctionstarts at 13:00 CET (for MDAX®

component shares at 13:05 CET)

Value of the respective index,based on SIX Swiss Exchange opening prices of the respectiveindex component shares.

Value of the OMXH25, based on NASDAQ OMX Helsinki volume-weighted average pricesof the index component sharesfrom 08:40 until 17:30 CET.

Value of the respective index,based on the auction prices of the respective index com-ponent shares calculated by the electronic trading system of Vienna Stock Exchange.

Contract

EURO STOXX 50® IndexFutures

EURO STOXX 50® exFinancials Index Futures

EURO STOXX 50® QuantoIndex Futures

EURO STOXX® SelectDividend 30 Index Futures

EURO STOXX® Index Futures

EURO STOXX® Large IndexFutures

EURO STOXX®Mid IndexFutures

EURO STOXX® Small IndexFutures

Final settlement price

Average of the respective STOXX®

Index values calculated between11:50 and 12:00 CET.

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Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex Trade Entry Services.

Service hours

Trading in the U.S.The following equity index futures are available for trading in the U.S.:

EURO STOXX 50® Index FuturesEURO STOXX 50® ex Financials Index FuturesEURO STOXX 50® Quanto Index FuturesEURO STOXX® Select Dividend 30 Index FuturesEURO STOXX® Index FuturesEURO STOXX® Large Index FuturesEURO STOXX® Mid Index FuturesEURO STOXX® Small Index FuturesSTOXX Europe 50® Index FuturesSTOXX® Europe 600 Index Futures STOXX® Europe 600 Banks FuturesSTOXX® Europe 600 Industrial Goods & Services FuturesSTOXX® Europe 600 Insurance FuturesSTOXX® Europe 600 Media FuturesSTOXX® Europe 600 Travel & Leisure FuturesSTOXX® Europe 600 Utilities FuturesSTOXX® Europe Large 200 Index FuturesSTOXX® Europe Mid 200 Index FuturesSTOXX® Europe Small 200 Index Futures STOXX® Global Select Dividend 100 Index Futures

Trading hours07:50–22:00 CET(FT25: 08:30–22:00 CET)

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for equity index futures:

• Multilateral Trade Registration (MSCI Index Futures)• Block Trades• Flexible Futures• Vola Trades• EFPI Trades• EFS Trades• Trade Entry Service via e-mail (MSCI Russia Index Futures)

41 40Equity Index

Derivatives

Contract

CECE® EUR Index Futures

RDX® EUR/USD IndexFutures

MSCI Index Futures

SENSEX Futures

TA-25 Index Futures

Final settlement price

Value of the CECE® EUR Index,based on the closing prices of the respective electronic trading systems for the indexcomponent shares.

Value of the RDX® EUR/USDIndex, based on the closing prices of the London StockExchange (IOB) for the indexcomponent shares.

Value of the respective MSCIIndex, based on the closing pricesof the respective cash markets ofthe index component shares.

Value of the SENSEX, based onthe volume-weighted averageprices of the index componentshares during the last 30 tradingminutes.

Value of the TA-25 Index, based on TASE opening prices of the respective index com-ponent shares.

Contract

Standard

EURO STOXX® Sector Index Futures

STOXX® Europe 600 Sector Index Futures

TA-25 Index Futures

Time

08:00–22:00 CET

08:05–22:00 CET

08:30–22:00 CET

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43 42

DAX® FuturesMini-DAX® Futures MDAX® FuturesTecDAX® FuturesSMIM® FuturesSLI Swiss Leader Index® FuturesMSCI Australia Index Futures MSCI China Free Index Futures MSCI Hong Kong Index Futures MSCI India Index Futures MSCI Indonesia Index Futures MSCI Japan GTR-Index Futures MSCI Japan Index Futures MSCI Malaysia Index FuturesMSCI Mexico Index Futures MSCI South Africa Index Futures MSCI Thailand Index Futures MSCI UK Index Futures MSCI USA Index Futures MSCI AC Asia Pacific ex Japan Index Futures MSCI ACWI Index Futures MSCI Emerging Markets Asia Index Futures MSCI Emerging Markets EMEA Index Futures MSCI Emerging Markets Index Futures (EUR)MSCI Emerging Markets Index Futures MSCI Emerging Markets Latin America Index Futures MSCI Emerging Markets Price Index Futures MSCI Europe Growth Index Futures MSCI Europe Index Futures MSCI Europe Price Index Futures MSCI Europe Value Index Futures MSCI Frontier Markets Index Futures MSCI Kokusai Index Futures (USD, GTR) MSCI Kokusai Index Futures (USD, NTR) MSCI Pacific ex Japan Index Futures MSCI World Index Futures (EUR) MSCI World Index Futures MSCI World Midcap Index Futures

MSCI World Price Index Futures TA-25 Index FuturesEurex Daily Futures on Mini-KOSPI 200 FuturesDaily Futures on TAIEX Futures

EURO STOXX 50® IndexTotal Return Futures

Underlying instruments

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

Contract multiplier EUR 10 per index point.

Quotation and minimum change of the TRF spreadTRF spread as annualized rate expressed in basis pointswith one decimal place. The minimum change of the TRF spread is +/– 0.5 basis points (1 basis point =0.0001).

Trade types Trade at Index Close (TAIC) with an index level based on the daily EURO STOXX 50® Index close.Trade at Market (TAM) with a custom-defined index level.

Equity Index

Derivatives

Index type

Price index

DVP index

Funding rate

Currency

EUR

EUR

EUR

Index

EURO STOXX 50® Index

EURO STOXX 50® DistributionPoint Index

EONIA

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45 44Equity Index

Derivatives

Accrued distributions and accrued fundingThe distribution and funding rate payments will be accumulated from the product launch dateand added to the TRF futures price in index points.The daily changes in distributions and fundingpayments are paid out via variation margin.

Contract monthsUp to 63 months: The 21 nearest quarterlymonths of the March, June, September andDecember cycle.

Last trading day and final settlement dayLast trading day is the exchange day immediatelypreceding the final settlement day. Final settlementday is the third Friday of each maturity month if this is an exchange day; otherwise the exchangeday immediately preceding that day. Close of trading in the maturing futures on the last tradingday is at 17:25 CET.

Daily settlement TRF spread (basis points)The daily settlement TRF spread is used to calculate the daily settlement price and determined as follows:• The daily settlement TRF spread is based on

the TRF spread traded via the closing auctionbetween 17:25 and 17:30 CET.

• Should no trades be executed in the closingauction, then the daily settlement TRF spread is determined based on the average bid/askspread of the respective contract month.

• Should no price be determined according tothe aforementioned procedure, the daily settlement TRF spread is determined based on a theoretic (fair) TRF spread for the respective contract.

Daily settlement price (index points)The daily settlement price is established on the current trading day and is based on the closeof EURO STOXX 50® Index, the daily settlementTRF spread as well as the accrued distributionsand accrued funding which have been accumulatedfrom the product launch until the current date.

Final settlement price (index points)The final settlement price is established by Eurex on the final settlement day of the contract and is based on the final settlement price ofEURO STOXX 50® Index Futures as well as the accrued distributions and accrued fundingfrom the product launch until the expiration date.

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47 46

Options on

EURO STOXX 50® Index

EURO STOXX 50® ex Financials Index

EURO STOXX® Select Dividend 30 Index

EURO STOXX® Index

EURO STOXX® Large Index

EURO STOXX® Mid Index

EURO STOXX® Small Index

STOXX® Europe 50 Index

STOXX® Global Select Dividend 100 Index

STOXX® Europe 600 Index

STOXX® Europe Large 200 Index

STOXX® Europe Mid 200 Index

STOXX® Europe Small 200 Index

DAX®, the blue chip index of Deutsche Börse AG

DivDAX®, the dividend index of Deutsche Börse AG

MDAX®, the mid cap index of Deutsche Börse AG

TecDAX®, the technology index of Deutsche Börse AG

SMI®, the blue chip index of SIX Swiss Exchange

SMI® Mid, the mid cap index of SIX Swiss Exchange

SLI Swiss Leader Index®, the blue chip index with capped weightings of SIX Swiss Exchange

OMXH25, the Finnish equity index

ATX®, the Austrian blue chip index of Vienna Stock Exchange

ATX® five, consisting of the five shares with the highestweighting in the ATX®

ProductID

OESX

OEXF

OEDV

OXXE

OLCE

OMCE

OSCE

OSTX

OGDV

OXXP

OLCP

OMCP

OSCP

ODAX

ODIV

O2MX

OTDX

OSMI

OSMM

OSLI

OFOX

OATX

OATF

Equity Index

Derivatives

Underlyings

Equity IndexOptions

Options on

CECE® EUR Index, the composite Eastern Europeanindex of Vienna Stock Exchange comprising the stocksincluded in the Hungarian Traded Index (HTX), CzechTraded Index (CTX) and Polish Traded Index (PTX)

RDX® EUR/USD Index, the Russian blue chip index of Wiener Börse AG

SENSEX, the Indian blue chip index of Bombay Stock Exchange (BSE)

ProductID

OCEE

ORDE/ORDX

OSEN

MSCI Indexes

Options on

MSCI Europe Index

MSCI Europe Price Index

MSCI Europe Growth Index

MSCI Europe Value Index

MSCI World Index

MSCI World Price Index

MSCI World Index (EUR)

MSCI AC Asia Pacific ex Japan Index

MSCI Emerging Markets Index

MSCI Emerging Markets Price Index

MSCI Emerging Markets Index (EUR)

MSCI Emerging Markets Asia Index

MSCI Emerging Markets EMEA Index

MSCI Emerging Markets Latin America Index

MSCI Russia Price Index

ProductID

OMEU

OMEP

OMEG

OMEV

OMWO

OMWP

OMWN

OMAS

OMEM

OMEF

OMEN

OMEA

OMEE

OMEL

OMRU

EURO STOXX® sector index products

Options on

Automobiles & Parts

Banks

Basic Resources

Chemicals

Product ID

OESA

OESB

OESS

OESC

Sector code

SXAE

SX7E

SXPE

SX4E

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49 48Equity Index

Derivatives

EURO STOXX® sector index products

Options on

Construction & Materials

Financial Services

Food & Beverage

Health Care

Industrial Goods & Services

Insurance

Media

Oil & Gas

Personal & Household Goods

Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

OESN

OESF

OESO

OESH

OESG

OESI

OESM

OESE

OESZ

OESL

OESR

OESY

OEST

OESV

OESU

Sector code

SXOE

SXFE

SX3E

SXDE

SXNE

SXIE

SXME

SXEE

SXQE

SX86E

SXRE

SX8E

SXKE

SXTE

SX6E

STOXX® Europe 600 sector index products

Options on

Automobiles & Parts

Banks

Basic Resources

Chemicals

Construction & Materials

Financial Services

Food & Beverage

Health Care

Industrial Goods & Services

Insurance

Media

Oil & Gas

Personal & Household Goods

Real Estate

Product ID

OSTA

OSTB

OSTS

OSTC

OSTN

OSTF

OSTO

OSTH

OSTG

OSTI

OSTM

OSTE

OSTZ

OSTL

Sector code

SXAP

SX7P

SXPP

SX4P

SXOP

SXFP

SX3P

SXDP

SXNP

SXIP

SXMP

SXEP

SXQP

SX86P

STOXX® Europe 600 sector index products

Options on

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

OSTR

OSTY

OSTT

OSTV

OSTU

Sector code

SXRP

SX8P

SXKP

SXTP

SX6P

SettlementCash settlement, payable on the first exchangeday following the final settlement day.

Contract monthsUp to 12 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter.

Up to 24 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, and the two followingsemi-annual months of the June and Decembercycle thereafter.

Up to 36 months: The three nearest successivecalendar months and the eleven following quarterlymonths of the March, June, September andDecember cycle thereafter.

Up to 60 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, the four followingsemi-annual months of the June and Decembercycle thereafter and the two following annualmonths of the December cycle thereafter.

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Contract

EURO STOXX 50®

Index Options

EURO STOXX 50®

ex Financials IndexOptions

EURO STOXX®

Select Dividend 30Index Options

EURO STOXX®

Index Options

EURO STOXX® Large Index Options

EURO STOXX®Mid Index Options

EURO STOXX® Small Index Options

STOXX® Europe 50 Index Options

STOXX® Global SelectDividend 100 IndexOptions

STOXX® Europe 600Index Options

STOXX® Europe Large200 Index Options

STOXX® Europe Mid200 Index Options

STOXX® Europe Small200 Index Options

Contractvalue*

EUR 10

EUR 10

EUR 10

EUR 50

EUR 50

EUR 50

EUR 50

EUR 10

EUR 10

EUR 50

EUR 50

EUR 50

EUR 50

Con-tractmonths

119

24

60

24

24

24

24

60

60

60

60

60

60

Minimum pricechange

Points

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

Value

EUR 1

EUR 1

EUR 1

EUR 5

EUR 5

EUR 5

EUR 5

EUR 1

EUR 1

EUR 5

EUR 5

EUR 5

EUR 5

51 50Equity Index

Derivatives

Up to 119 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, the four followingsemi-annual months of the June and Decembercycle thereafter and the seven following annualmonths of the December cycle thereafter.

Contract values, price quotation and minimum price change

Contract

EURO STOXX® SectorIndex Options

EURO STOXX® BanksOptions

STOXX® Europe 600Sector Index Options

STOXX® Europe 600Banks Options

DAX® Options

DivDAX® Options

MDAX® Options

TecDAX® Options

SMI® Options

SMIM® Options

SLI® Options

OMXH25 Options

ATX® Options

ATX® five Options

CECE® EUR IndexOptions

RDX® EUR IndexOptions

RDX® USD IndexOptions

MSCI Europe IndexOptions

MSCI Europe PriceIndex Options

MSCI Europe GrowthIndex Options

MSCI Europe ValueIndex Options

MSCI World IndexOptions

Contractvalue*

EUR 50

EUR 50

EUR 50

EUR 50

EUR 5

EUR 200

EUR 5

EUR 10

CHF 10

CHF 10

CHF 10

EUR 10

EUR 10

EUR 10

EUR 10

EUR 10

USD 10

EUR 100

EUR 100

EUR 100

EUR 100

USD 10

Con-tractmonths

24**

60

24***

60

60

24

24

24

60

24

60

12

24

24

60

60

119

60

60

24

24

60

Minimum pricechange

Points

0.1

0.05

0.1

0.05

0.1

0.01

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.01

0.01

0.01

0.01

0.1

Value

EUR 5

EUR 2.50

EUR 5

EUR 2.50

EUR 0.50

EUR 2

EUR 0.50

EUR 1

CHF 1

CHF 1

CHF 1

EUR 1

EUR 1

EUR 1

EUR 1

EUR 1

USD1

EUR 1

EUR 1

EUR 1

EUR 1

USD1

* Per index point of the underlying.** For OESA, OESB, OESI, OESE, OEST, OESU 60 months.*** For OSTA, OSTB, OSTS, OSTG, OSTI, OSTE, OSTT, OSTU 60 months.

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52 53Equity Index

Derivatives

Contract

MSCI World PriceIndex Options

MSCI World IndexOptions (EUR)

MSCI AC Asia Pacificex Japan IndexOptions

MSCI EmergingMarkets IndexOptions

MSCI EmergingMarkets Price IndexOptions

MSCI EmergingMarkets IndexOptions (EUR)

MSCI EmergingMarkets Asia IndexOptions

MSCI EmergingMarkets EMEA IndexOptions

MSCI EmergingMarkets Latin AmericaIndex Options

MSCI Russia PriceIndex Options

SENSEX Options

Contractvalue*

USD 10

EUR 100

USD 100

USD 100

USD 50

EUR 100

USD 100

USD 100

USD 100

USD 10

USD 1

Con-tractmonths

60

60

24

60

60

60

24

24

24

24

24

Minimum pricechange

Points

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

0.1

1

Value

USD1

EUR 10

USD 10

USD 10

USD 5

EUR 10

USD 10

USD 10

USD 10

USD 1

USD 1

Last trading day and final settlement dayLast trading day is the third Friday of each expiration month if this is an exchange day;otherwise the exchange day immediately preceding that day (for SMI®, SMIM® and SLI®

Options the exchange day preceding the thirdFriday of each expiration month).

*Per index point of the underlying.

Final settlement day is the last trading day, forSTOXX® Global Select Dividend 100 Index andMSCI Index Options the exchange day followingthe last trading day.

Last trading day and final settlement day forSENSEX Options is the last Thursday of each expiration month if this is an exchange day (bothat Eurex and BSE); otherwise the exchange dayimmediately preceding that day.

Close of trading in the expiring option series onthe last trading day is at:

Contract

EURO STOXX 50® Index Options

EURO STOXX 50® ex Financials IndexOptions

EURO STOXX® Select Dividend 30 IndexOptions

EURO STOXX® Index Options

EURO STOXX® Large Index Options

EURO STOXX®Mid Index Options

EURO STOXX® Small Index Options

STOXX® Europe 50 Index Options

STOXX® Europe 600 Index Options

STOXX® Europe Large 200 Index Options

STOXX® Europe Mid 200 Index Options

STOXX® Europe Small 200 Index Options

EURO STOXX® Sector Index Options

STOXX® Europe 600 Sector Index Options

STOXX® Global Select Dividend 100 Index Options

DAX® Options

DivDAX® Options

MDAX® Options

TecDAX® Options

Close of trading

12:00 CET

17:30 CET

Beginning of the Xetra® intraday auction starting at 13:00 CET (for MDAX® Options at 13:05 CET)

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54 55Equity Index

Derivatives

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for equity index options (as well as Weekly Options) are determinedthrough the Black/Scholes 76 model. If necessary,dividend expectations, current interest rates orother payments are taken into consideration.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurex on the final settlement day according to the following rules:

Contract

SMI® Options

SMIM® Options

SLI® Options

OMXH25 Options

ATX® Options

ATX® five Options

CECE® EUR Index Options

RDX® EUR/USD Index Options

MSCI Index Options

SENSEX Options

Close of trading

17:20 CET

17:30 CET

12:00 CET

16:30 CET

16:30 CET

17:30 CET

11:00 CET (12:00 CEST)

Contract

EURO STOXX 50® Index Options

EURO STOXX 50® ex Financials IndexOptions

EURO STOXX® Select Dividend 30 Index Options

Final settlement price

Average of the respec-tive STOXX® Index values calculated between 11:50 and 12:00 CET.

Contract

EURO STOXX® Index Options

EURO STOXX® Large IndexOptions

EURO STOXX®Mid IndexOptions

EURO STOXX® Small IndexOptions

STOXX® Europe 50 IndexOptions

STOXX® Europe 600 IndexOptions

STOXX® Europe Large 200Index Options

STOXX® Europe Mid 200Index Options

STOXX® Europe Small 200Index Options

EURO STOXX® Sector IndexOptions

STOXX® Europe 600 SectorIndex Options

STOXX® Global SelectDividend 100 Index Options

DAX® Options

DivDAX® Options

MDAX® Options

TecDAX® Options

SMI® Options

SMIM® Options

SLI® Options

OMXH25 Options

Final settlement price

Average of the respectiveSTOXX® Index values calculated between 11:50 and 12:00 CET.

Value of the STOXX® GlobalSelect Dividend 100 Index, based on the closing prices of the respective electronic trading systems for the indexcomponent shares.

Value of the respective index,based on Xetra® auction prices ofthe respective index componentshares. The intraday auction starts at 13:00 CET (for MDAX®

component shares at 13:05 CET).

Value of the respective index,based on SIX Swiss Exchange opening prices of the respectiveindex component shares.

Value of the OMXH25, based onNASDAQ OMX Helsinki volume-weighted average prices of the index component shares from 08:40 until 17:30 CET.

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57 56Equity Index

Derivatives

Contract

ATX® Options

ATX® five Options

CECE® EUR Index Options

RDX® EUR/USD IndexOptions

MSCI Index Options

SENSEX Options

Final settlement price

Value of the respective index,based on the auction prices of the respective index com-ponent shares calculated by the electronic trading system of Vienna Stock Exchange.

Value of the CECE® EUR Index,based on the closing prices of the respective electronic trading systems for the indexcomponent shares.

Value of the RDX® EUR/USDIndex, based on the closing prices of the London StockExchange (IOB) for the indexcomponent shares.

Value of the respective MSCIIndex, based on the closing pricesof the respective cash markets of the index component shares.

Value of the SENSEX, based onthe volume-weighted averageprices of the index componentshares during the last 30 tradingminutes.

ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respectiveoption series until the end of the Post-Trading Full Period (20:30 CET).

Exercise prices

Contract

EURO STOXX 50®

Index Options

EURO STOXX 50®

ex Financials IndexOptions

EURO STOXX®

Select Dividend 30Index Options

EURO STOXX®

Index Options

EURO STOXX® Large Index Options

EURO STOXX® Mid Index Options

EURO STOXX® Small Index Options

STOXX® Europe 50 Index Options

STOXX® Global SelectDividend 100 IndexOptions

STOXX®Europe 600Index Options

STOXX® Europe Large200 Index Options

STOXX® Europe Mid200 Index Options

STOXX® Europe Small200 Index Options

EURO STOXX®

Sector Index Options

EURO STOXX®

Banks Options

STOXX® Europe 600Sector Index Options

Exercise price intervals in indexpoints for expiration months with a remaining lifetime of

< 3mon.

25*

25**

50

5

5

5

5

25

50

2.5

5

5

5

5

2.5

5

4–12mon.

50

50

50

10

10

10

10

50

50

5

10

10

10

10

5

10

13–24mon.

50

50

100

20

20

20

20

100

100

10

20

20

20

20

10

20

25–36mon.

50

-

-

-

-

-

-

100

100

20

20

20

20

50

20

50

* For EURO STOXX 50® Index Options (including the term group 5 weeks) only <_ 6 months.

** For EURO STOXX 50® ex Financials Index Options only <_ 6 months.

> 36mon.

100

-

-

-

-

-

-

100

100

20

20

20

20

50

20

50

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59 58Equity Index

Derivatives

Contract

MSCI EmergingMarkets IndexOptions

MSCI EmergingMarkets IndexOptions (EUR)

MSCI EmergingMarkets Price IndexOptions

MSCI EmergingMarkets Asia IndexOptions

MSCI EmergingMarkets EMEA IndexOptions

MSCI EmergingMarkets Latin AmericaIndex Options

MSCI Russia IndexOptions

SENSEX Options

Exercise price intervals in indexpoints for expiration months with a remaining lifetime of

< 3mon.

5

5

25*

5

5

5

5

200

4–12mon.

10

10

50

10

10

10

10

200

13–24mon.

20

20

100

20

20

20

20

400

25–36mon.

50

50

100

-

-

-

-

-

> 36mon.

50

50

100

-

-

-

-

-

* <_ 6 months

Contract

STOXX® Europe 600Banks Options

DAX® Options

DivDAX® Options

MDAX® Options

TecDAX® Options

SMI® Options

SMIM® Options

SLI® Options

OMXH25 Options

ATX® Options

ATX® five Options

CECE® EUR IndexOptions

RDX® EUR IndexOptions

RDX® USD IndexOptions

MSCI Europe IndexOptions

MSCI Europe PriceIndex Options

MSCI Europe GrowthIndex Options

MSCI Europe ValueIndex Options

MSCI World IndexOptions

MSCI World IndexOptions (EUR)

MSCI World PriceIndex Options

MSCI AC Asia Pacificex Japan IndexOptions

Exercise price intervals in indexpoints for expiration months with a remaining lifetime of

< 3mon.

2.5

50

5

100

10

50

5

5

25

25*

25*

25*

25

25

5

5

5

5

50

5

25*

5

4–12mon.

5

50

5

200

20

50

10

10

25

50

50

50

50

50

5

5

5

5

50

5

50

10

13–24mon.

10

100

10

400

40

100

20

20

-

100

100

100

100

100

10

10

10

10

100

10

100

20

25–36mon.

20

200

-

-

-

200

-

50

-

-

-

100

100

100

10

10

-

-

100

10

100

-

> 36mon.

20

200

-

-

-

200

-

50

-

-

-

100

100

100

10

10

-

-

100

10

100

-

* <_ 6 months

Number of exercise pricesUpon the admission of the options, at least sevenexercise prices shall be made available for eachdue date with a term of up to 24 months for eachcall and put, such that three exercise prices are in-the-money, one is at-the-money and three areout-of-the-money.

Upon the admission of the options, at least fiveexercise prices shall be made available for eachdue date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-moneyand two are out-of-the-money.

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61 60Equity Index

Derivatives

Option premiumThe equivalent of the premium in points, pay-able in full in the currency of the respective contract on the exchange day following the dayof the trade.

Trading hours

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for equity index options:

• Block Trades• Flexible Options• Vola Trades• Trade Entry Service via e-mail (MSCI Russia Index Options)

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Contract

Standard

EURO STOXX® Index Options

EURO STOXX® Large/Mid/SmallIndex Options

STOXX® Europe 600 Index Options

STOXX® Europe Large/Mid/Small200 Index Options

STOXX® Europe 600 Sector IndexOptions

SMI® Options

SMIM® Options

SLI® Options

CECE® EUR Index Options

RDX® EUR/USD Index Options

SENSEX Options

Trading hours

08:50–17:30 CET

09:00–17:30 CET

08:50–17:20 CET

08:50–17:10 CET

08:50–16:30 CET

08:00–17:30 CET

Service hours09:00–19:00 CET(RDX® USD Index Options 09:15–19:00 CET,SENSEX Options 08:00–19:00 CET)

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63 62

This section only lists the differences with respectto the regular contract specifications for equityindex options.

Contract standards

Weekly Options

Equity Index

Derivatives

Contract

EURO STOXX 50®, 1st Friday Weekly Options

EURO STOXX 50®, 2nd Friday Weekly Options

EURO STOXX 50®, 4th Friday Weekly Options

EURO STOXX 50®, 5th Friday Weekly Options

EURO STOXX® Banks, 1st Friday Weekly Options

EURO STOXX® Banks, 2nd Friday Weekly Options

EURO STOXX® Banks, 4th Friday Weekly Options

EURO STOXX® Banks, 5th Friday Weekly Options

DAX®, 1st Friday Weekly Options

DAX®, 2nd Friday Weekly Options

DAX®, 4th Friday Weekly Options

DAX®, 5th Friday Weekly Options

ProductID

OES1

OES2

OES4

OES5

OEB1

OEB2

OEB4

OEB5

ODX1

ODX2

ODX4

ODX5

Underlying

EURO STOXX 50®

Index

EURO STOXX®

Banks Index

DAX®, the blue chip index of Deutsche Börse AG

Contract months1st, 2nd and 4th Friday Weekly Options: Onemonth for all contracts expiring on the 1st, 2ndand 4th Friday of a calendar month. At the start of trading on each Friday, the Weekly Options for the same week of the following month will be listed.

5th Friday Weekly Options: More than onemonth for contracts expiring on the 5th Friday of a calen dar month. For months without a 5th Friday, the option expiration will fall on the next 5th Friday.

Contract

SMI®, 1st Friday Weekly Options

SMI® , 2nd Friday Weekly Options

SMI® , 4th Friday Weekly Options

SMI® , 5th Friday Weekly Options

ProductID

OSM1

OSM2

OSM4

OSM5

Underlying

SMI®, the blue chip index of SIX Swiss Exchange

Contract

EURO STOXX 50®, 1st Friday Weekly Options

EURO STOXX 50®, 2nd Friday Weekly Options

EURO STOXX 50®, 4th Friday Weekly Options

EURO STOXX 50®, 5th Friday Weekly Options

EURO STOXX® Banks, 1st Friday Weekly Options

EURO STOXX® Banks, 2nd Friday Weekly Options

EURO STOXX® Banks, 4th Friday Weekly Options

EURO STOXX® Banks, 5th Friday Weekly Options

Contractvalue

EUR 10

EUR 50

Minimum pricechange

Points

0.1

0.05

Value

EUR 1

EUR 2.50

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65 64Equity Index

Derivatives

Exercise pricesThe exercise price interval for Weekly Options onthe EURO STOXX 50® Index is 25 index points.

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Weekly Options:

• Block Trades• Vola Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

In cooperation with Korea Exchange, Inc. (KRX), daily futures on KOSPI 200 Derivatives are available for trading and clearing for Eurex members.

The Eurex/KRX-Link is giving Eurex membersdirect access to KOSPI 200 Derivatives afterKorean trading hours.

Eurex Daily Futures on KOSPI 200 Options

Contract sizeOne KOSPI 200 Options contract of the relevantoption series. The currency of Eurex Daily Futures on KOSPI 200 Options is the SouthKorean Won (KRW).

Settlement Cash settlement and opening of the respectiveposition in the corresponding series of the KOSPI200 Options on the next exchange day of KRXfollowing the conclusion of a Eurex Daily Futureson KOSPI 200 Options contract, at the latest,

Eurex/KRX-LinkContract

DAX®, 1st Friday Weekly Options

DAX®, 2nd Friday Weekly Options

DAX®, 4th Friday Weekly Options

DAX®, 5th Friday Weekly Options

SMI®, 1st Friday Weekly Options

SMI® , 2nd Friday Weekly Options

SMI® , 4th Friday Weekly Options

SMI® , 5th Friday Weekly Options

Contractvalue

EUR 5

CHF 10

Minimum pricechange

Points

0.1

0.1

Value

EUR 0.50

CHF 1

Contract

Eurex Daily Futureson KOSPI 200Options of the KoreaExchange (KRX)

Product ID

OKS2

Underlying

The relevant KOSPI 200Options series listed at KRX

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67 66Equity Index

Derivatives

however, 40 minutes before opening of exchangetrading on KRX via entry into the KRX system in favour of the respective counterparties of the option contracts.

Price quotation and minimum price changeThe price quotation is in points with two decimalplaces. The minimum price change is 0.05 points, if the option premium of the underlying is at least10 points (equivalent to a value of KRW 25,000),and 0.01 points, if the option premium of the underlying is less than 10 points (equivalent to a value of KRW 5,000).

Contract termOne exchange day. Eurex Daily Futures on KOSPI 200 Options can be traded on each day,provided that this day is an exchange day at both Eurex and KRX. Every contract expires at the end of the exchange day on which it has been concluded on the Eurex Exchanges.

Last trading day and final settlement dayLast trading day is the final settlement day. Each trading day of Eurex Daily Futures on KOSPI200 Options is also the last trading day. Close oftrading is at 21:00 CET.

Daily settlement priceThe daily settlement price of Eurex Daily Futureson KOSPI 200 Options is also the final settlementprice and is equivalent to the daily settlement price calculated by KRX for the KOSPI 200Options contracts admitted for trading on KRXon the respective exchange day as of the close of trading on KRX. The cash flow resulting from the variation margin will be paid or received in KRW at the Shinhan Bank in South Korea.

Trading hours10:00–21:00 CET (11:00–21:00 Uhr CEST)

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Eurex Daily Futures on KOSPI 200 Options:

• Multilateral Trade Registration• Block Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours10:00–21:00 CET (11:00–21:00 CET during daylight saving time in Europe)

Eurex Daily Futures on Mini-KOSPI 200 Futures

Contract sizeOne Mini-KOSPI 200 Futures contract of the relevant series. The currency of Eurex DailyFutures on Mini-KOSPI 200 Futures is the SouthKorean Won (KRW).

Contract

Eurex Daily Futureson Mini-KOSPI 200Futures of the KoreaExchange (KRX)

Product ID

FMK2

Underlying

The relevant Mini-KOSPI 200 Futureslisted at KRX

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69 68Equity Index

Derivatives

Settlement Cash settlement and opening of the respectiveposition in the corresponding series of the Mini-KOSPI 200 Futures on the next exchange day of KRX following the conclusion of a Eurex DailyFutures on Mini-KOSPI 200 Futures contract, at the latest, however, 40 minutes before openingof exchange trading on KRX via entry into the KRX system in favour of the respective counter-parties of the futures contracts.

Price quotation and minimum price changeThe price quotation is in points with two decimalplaces. The minimum price change is 0.02 points,equivalent to a value of KRW 1,000.

Contract termOne exchange day. Eurex Daily Futures on Mini-KOSPI 200 Futures can be traded on each day,provided that this day is an exchange day at both Eurex and KRX. Every contract expires at the end of the exchange day on which it has been concluded on the Eurex Exchanges.

Last trading day and final settlement dayLast trading day is the final settlement day. Each trading day of Eurex Daily Futures on Mini-KOSPI 200 Futures is also the last trading day.Close of trading is at 21:00 CET.

Daily settlement priceThe daily settlement price of Eurex Daily Futureson Mini-KOSPI 200 Futures is also the final settlement price and is equivalent to the dailysettlement price calculated by KRX for the Mini-KOSPI 200 Futures admitted for trading on KRXon the respective exchange day as of the close

of trading on KRX. The cash flow resulting fromthe variation margin will be paid or received in KRW at the Shinhan Bank in South Korea.

Trading hours10:00–21:00 Uhr CET (11:00–21:00 Uhr CEST)

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Eurex Daily Futures on Mini-KOSPI 200 Futures:

• Multilateral Trade Registration• Block Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours10:00–21:00 CET (11:00–21:00 CET during daylight saving time in Europe)

Eurex Daily Futures on Mini-KOSPI 200 Futuresare available for trading in the U.S.

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71 70Equity Index

Derivatives

Eurex Exchange and the Taiwan Futures Exchange(TAIFEX) have created a common link makingTAIEX Futures and Options available for the firsttime after Taiwanese trading hours. Thus offeringan overnight market that enables internationalinvestors and traders to access the TAIEX indexderivatives market during European and U.S. coretrading hours. The link for 24 hour trading andclearing of TAIEX Futures and Options has beenrealized by listing a derivatives contract (DailyFutures) on Eurex Exchange for which the under-lying is a position in the corresponding TAIEXFutures and Options traded on TAIFEX. At the endof each trading day at Eurex Exchange, the openinterest is transferred to the TAIFEX clearing house.

Daily Futures on TAIEX Futures

Contract sizeOne TAIEX futures contract of the correspondingmaturity.

Eurex/TAIFEX-Link

Contract

Daily Futures onTAIEX Futures

Product ID

FTX

Underlying

The futures listed at TAIFEXon the TAIEX

Settlement Variation margin at Eurex Exchange and physicaldelivery via position establishment in TAIEXFutures at TAIFEX on the following exchange dayat TAIFEX prior to its market opening.

Price quotation and minimum price changeThe price quotation is in points without decimalplaces. The minimum price change is 1 point,equivalent to a value of TWD 200.

Contract termOne trading day

Daily settlement price (and final settlement price)The daily settlement price is also the final settle-ment price and corresponds to the daily settle-ment price for TAIEX Futures calculated by TAIFEXfor the respective contract month on the sameexchange day at TAIFEX. The cash flow resultingfrom the variation margin will be booked in TWDon a correspondent bank account in Taiwan.

Trading daysEvery day if this is an exchange day both at EurexExchange and TAIFEX, with the exception of theexchange day preceding the Chinese New Year.

Trading hours07:45 – 21:00 CET (14:45 – 04:00 CST)08:45 – 21:00 CEST (14:45 – 03:00 CST)

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Daily Futures on TAIEX Futures:

• Block Trades

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73 72Equity Index

Derivatives

Further information about Eurex Trade EntryServices is vailable in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services

Service hours07:45 –21:00 CET08:45 –21:00 CEST

Daily Futures on TAIEX Futures are available fortrading in the U.S.

Daily Futures on TAIEX Options

Contract sizeOne TAIEX option contract of the correspondingseries.

Settlement Variation margin at Eurex Exchange and physicaldelivery via position establishment in TAIEXOptions at TAIFEX on the following exchange dayat TAIFEX prior to its market opening.

Contract

Daily Futures on TAIEX Options

Daily Futures on TAIEX WeeklyOptions, 1st week

Daily Futures on TAIEX WeeklyOptions, 2nd week

Daily Futures on TAIEX WeeklyOptions, 4th week

Daily Futures on TAIEX WeeklyOptions, 5th week

ProductID

OTX

OTX1

OTX2

OTX4

OTX5

Underlying

The corre-sponding option listedat TAIFEX on the TAIEX

Price quotation and minimum price changeThe price quotation is in points without decimalplaces. The minimum price change is

• 0.1 points for prices below 10 points, equivalent to a value of TWD 5• 0.5 points for prices below 50 points, equivalent to a value of TWD 25• 1 points for prices below 500 points, equivalent to a value of TWD 50• 5 points for prices below 1,000 points, equivalent to a value of TWD 250• 10 points for prices from 1,000 points, equivalent to a value of TWD 500.

Contract termOne exchange day

Daily settlement price (and final settlement price)The daily settlement price is also the final settle-ment price and corresponds to the daily settle-ment price for TAIEX Options calculated by TAIFEXfor the respective contract month on the sameexchange day at TAIFEX. The cash flow resultingfrom the variation margin will be booked in TWDon a correspondent bank account in Taiwan.

Trading daysEvery day if this is an exchange day both at EurexExchange and TAIFEX with the exception of theexchange day preceding the Chinese New Year.

Trading hours07:45 – 21:00 CET (14:45 – 04:00 CST)08:45 – 21:00 CEST (14:45 – 03:00 CST)

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74

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Daily Futures on TAIEX Options:

• Multilateral Trade Registration• Block Trades

Further information about Eurex Trade EntryServices is vailable in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services

Service hours07:45 –21:00 CET08:45 –21:00 CEST

FX Derivatives

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77FX Derivatives

Underlyings

Contract sizes

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 Futuresis traded in its respective quote currency.

FX Futures

Product ID

FCAU

FCAY

FCEU

FCEF

FCEP

FCEA

FCEY

FCPU

FCPF

FCUF

FCUY

FCNU

Contract

AUD/USD Futures

AUD/JPY Futures

EUR/USD Futures

EUR/CHF Futures

EUR/GBP Futures

EUR/AUD Futures

EUR/JPY Futures

GBP/USD Futures

GBP/CHF Futures

USD/CHF Futures

USD/JPY Futures

NZD/USD Futures

Nominal value

AUD 100,000

EUR 100,000

GBP 100,000

USD 100,000

NZD 100,000

Underlying

AUD/USD, AUD/JPY Futures

EUR/USD, EUR/CHF, EUR/GBP,EUR/AUD, EUR/JPY Futures

GBP/USD, GBP/CHF Futures

USD/CHF, USD/JPY Futures

NZD/USD Futures

76

Settlement Physical delivery of underlying currencies (T+2)via the CLS system.

Price quotation and minimum price change The price quotation is determined as a decimalnumber with five decimal places. The minimumprice change is 0.00001, equivalent to a value ofone unit of the quote currency.

For FX Futures with Japanese Yen as quotationcurrency 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.

Contract monthsUp to 36 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, and the four followingsemi-annual months of the June and Decembercycle thereafter.

Last trading day and final settlement dayLast trading day and final settlement day is the third Wednesday of each maturity month ifthis is an exchange day; otherwise the exchangeday immediately preceding that day. Close of trading in the maturing futures on the last tradingday is at 15:00 CET.

Daily settlement price The daily settlement price is the volume weightedaverage price (VWAP) of the futures transactionscalculated over a 60 second interval ending at17:30 CET. If less than five transactions occur,

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79FX Derivatives

78

the VWAP of the last five transactions conductedin the last 15 minutes before 17:30 CET or the mid-point of bid/ask prices in the order book before17:30 CET is used.

Further details are available in the clearing con-ditions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is the VWAP of all trans-actions executed during the final trading minuteending at 15:00 CET. If no adequate prices areavailable, Eurex Exchange will use the averagemid-price of the last displayed bid ask spot pricesover a 60 second interval ending at 15:00 CETthat are published by the data provider designatedby Eurex Clearing.

Trading hours08:00–22:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for FX Futures:

• Multilateral Trade Registration• Block Trades• Vola Trades• EFP Trades

Further information about Eurex Trade EntryServices is vailable in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services

Service hours08:00–22:00 CET

On a maturity day of a series the entry of trades in the maturing front month contract using the Block Trade Service is possible until 15:00 CET.

Selected FX Futures are available for trading in the U.S.

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Underlyings

Contract sizes

The currency stated first in each currency pairis the base currency of such pair; the currency stated second is the quote currency. An FX Optionis traded in its respective quote currency.

81 80FX Derivatives

Product ID

OCAU

OCAY

OCEU

OCEF

OCEP

OCEA

OCEY

OCPU

OCPF

OCUF

OCUY

OCNU

Contract

AUD/USD Options

AUD/JPY Options

EUR/USD Options

EUR/CHF Options

EUR/GBP Options

EUR/AUD Options

EUR/JPY Options

GBP/USD Options

GBP/CHF Options

USD/CHF Options

USD/JPY Options

NZD/USD Options

Nominal value

AUD 100,000

EUR 100,000

GBP 100,000

USD 100,000

NZD 100,000

Underlying

AUD/USD, AUD/JPY Options

EUR/USD, EUR/CHF, EUR/GBP,EUR/AUD, EUR/JPY Options

GBP/USD, GBP/CHF Options

USD/CHF, USD/JPY Options

NZD/USD Options

FX Options Settlement Physical delivery of underlying currencies (T+2)via the CLS system.

Price quotation and minimum price changeThe price quotation is determined as a decimalnumber with five decimal places. The minimumprice change is 0.00005, equivalent to a value offive units of the quote currency.

For FX Options with Japanese Yen as quotationcurrency the price quotation is determined as a decimal number with three decimal places.The minimum price change is 0.005, equivalent to a value of 500 units of the quote currency.

Contract monthsUp to 36 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, and the four followingsemi-annual months of the June and Decembercycle thereafter.

Last trading day and final settlement dayLast trading day and final settlement day is the third Wednesday of each expiration month ifthis is an exchange day; otherwise the exchangeday immediately preceding that day. Close of trading in the expiring FX Option series on the lasttrading day is at 15:00 CET.

Daily settlement priceThe underlying reference price for FX Options contracts is the daily settlement price of the corre-sponding FX Futures series.

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83 82FX Derivatives

Further details are available in the clearing con-ditions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price of the correspondingexpiring FX Futures contract shall be relevant forthe FX Option contract.

ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respective option series until the end of the Post-TradingFull-Period (16:00 CET).

Exercise pricesOption series of FX Options contracts with a termof up to 24 months have exercise prices with pricegradations of 0.005 units of the quote currency or 0.010 units of the quote currency for terms ofmore than 24 months.

Options series of FX Options with Japanese Yenas quote currency and a term of up to 24 monthshave exercise prices with price gradations of 0.5 units of the quote currency or 1 unit of thequote currency for terms of more than 24 months.

Number of exercise pricesUpon the admission of options, at least 15 exerciseprices shall be made available for each due datefor each call and put, such that seven are in-the-money, one is at-the-money and seven are out-of-the-money.

Trading hours08:00–19:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for FX Options:

• Multilateral Trade Registration• Block Trades• Vola Trades

Further information about Eurex Trade EntryServices is vailable in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services

Service hours08:00–20:00 CET

On a maturity day of a series the entry of trades in the maturing front month contract using the Block Trade Service is possible until 15:00 CET.

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Dividend Derivatives

Dividend

Derivatives

85

Contract standardsDividends of selected Eurozone, British, Swissand U.S. blue chip shares.

Information about currently available Single StockDividend Futures can be found onwww.eurexchange.com > Products.

Contract valueDividend payments in relation to a contract sizeof 1,000 shares.

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

Price quotation and minimum price changeThe price quotation is in GBp with two decimalplaces and in EUR/CHF/USD with three decimalplaces respectively. The minimum price change is GBp 0.01 and EUR/CHF/USD 0.001, equivalentto a value of GBp 10 and EUR/CHF/USD 1 percontract respectively.

Contract yearsThe five nearest successive annual contracts ofthe December cycle (from the first exchange dayafter the last trading day of the calendar year up to the final settlement day of the followingcalendar year) are available for trading at any time.

Single StockDividend Futures

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87Dividend

Derivatives

86

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachDecember maturity month if this is an exchangeday; otherwise the exchange day immediatelypreceding that day. Close of trading in the maturing futures on the last trading day is at12:00 CET.

Daily settlement priceThe daily settlement price for the current maturitymonth is derived from the volume-weighted average of the prices of all transactions duringthe minute before 17:30 CET (reference point),provided that more than five trades have beentransacted within this period.

For the remaining maturity months, the dailysettlement price for a contract is determinedbased on the average bid/ask spread of the combination order book.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurex on the final settlement day at 12:00 CET,corresponding to the dividend for the respective company’s business year. The final settlementprice is determined to four decimal places.

Corporate actionsCorporate actions are treated in the same mannerlike Eurex Single Stock Futures in the adjustmentof contract sizes and issuing of new contractseries where necessary.

Trading hours08:30–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for Single Stock Dividend Futures:

• Block Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:30–19:00 CET

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89Dividend

Derivatives

88

Contract standards

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

Equity IndexDividend Futures

Contract

EURO STOXX 50® IndexDividend Futures

EURO STOXX® SelectDividend 30 IndexDividend Futures

EURO STOXX® SectorIndex Dividend Futures

STOXX® Europe 600Sector Index DividendFutures

DAX® Price Index Dividend Futures

DivDAX® Dividend Futures

SMI® Dividend Futures

ProductID

FEXD

FD3D

FEBD, FEID,FEED, FETD,FEUD

FSBD, FSID,FSED, FSTD,FSUD

FDXD

FDVD

FSMD

Underlying

EURO STOXX 50® DVP

EURO STOXX® SelectDividend 30 DVP

EURO STOXX® SectorIndex DVP

STOXX® Europe 600Sector Index DVP

DAX® Dividend PointsIndex

DivDAX® Dividend Points Index

SMI® Dividend PointsIndex

Contract values, price quotation and minimum price change

Contract monthsStandard: The five nearest successive annual contracts of the December cycle (from the firstexchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available fortrading at any time.

FEXD: The ten nearest successive annual contractsof the December cycle (from the first exchangeday after the last trading day of the calendar yearup to the final settlement day of the followingcalendar year) are available for trading at any time.

Contract

EURO STOXX 50® IndexDividend Futures

EURO STOXX® SelectDividend 30 Index Dividend Futures

EURO STOXX® Sector Index Dividend Futures

STOXX® Europe 600 SectorIndex Dividend Futures

DAX® Price Index Dividend Futures

DivDAX® Dividend Futures

SMI® Dividend Futures

Contractvalue*

EUR 100

EUR 100

EUR 500

EUR 500

EUR 100

EUR 1,000

CHF 100

Minimum PriceChange

Points

0.1

0.1

0.01

0.01

0.1

0.01

0.1

Value

EUR 10

EUR 10

EUR 5

EUR 5

EUR 10

EUR 10

CHF 10

* Per index point of the underlying

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91 90Dividend

Derivatives

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachDecember maturity month if this is an exchangeday; otherwise the exchange day immediately pre-ceding that day. Close of trading in the ma turingfutures on the last trading day is at 12:00 CET, for SMI® Dividend Futures at 09:00 CET.

Daily settlement priceThe daily settlement price is derived from thevolume-weighted average of the prices of alltransactions during the minute before 17:30 CET(reference point), provided that more than fivetrades have been transacted within this period.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day at 12:00 CET basedon the final value of the underlying index for the relevant contract period. Determining is thecumulative total of the relevant gross dividendsof the individual constituents of the underlyingindex. STOXX Ltd., Deutsche Börse AG as well as SIX Swiss Exchange shall thereby define,according to their regulations, which dividendsare to be included in the calculation of the index.Furthermore, the index provider shall define the amount of the dividend to be considered, the point of consideration of the dividend pay-ment and the conversion of the dividends inindex points.

Trading hours

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for equity index dividend futures:

• Block Trades• Vola Trades (FEXD)

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours

EURO STOXX 50® Index Dividend Futures are available for trading in the U.S.

Contract

EURO STOXX 50® Index DividendFutures

EURO STOXX®/STOXX® Europe 600Sector Index Dividend Futures

EURO STOXX® Select Dividend 30 Index Dividend Futures

DAX® Price Index Dividend Futures

DivDAX® Dividend Futures

SMI® Dividend Futures

Trading hours

08:30–22:00 CET

08:30–17:30 CET

08:30–18:30 CET

08:30–17:27 CET

Contract

EURO STOXX 50® Index DividendFutures

EURO STOXX® Select Dividend 30 Index Dividend Futures

EURO STOXX®/STOXX® Europe 600Sector Index Dividend Futures

DAX® Price Index Dividend Futures

DivDAX® Dividend Futures

SMI® Dividend Futures

Time

08:30–22:00 CET

08:30–19:00 CET

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93 92Dividend

Derivatives

Contract standard

Contract valueEUR 100 per index dividend point of the under -lying.

Settlement Cash settlement, payable on the first exchangeday following the final settlement day. Settlementis carried out with regard to the underlying index.The options expire directly into a cash position.

Price quotation and minimum price changeThe price quotation is in points, with two decimalplaces. The minimum price change is 0.01 points,equivalent to a value of EUR 1 per contract.

Contract monthsUp to 119 months: The ten nearest successiveannual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are availablefor trading at any time.

Options on

EURO STOXX 50® DVP

Product ID

OEXD

Currency

EUR

EURO STOXX 50®

Index DividendOptions

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachDecember expiration month if this is an exchangeday; otherwise the exchange day immediatelypreceding that day. Close of trading in the expiringoption series on the last trading day is at 12:00 CET.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for EURO STOXX 50®

Index Dividend Options are determined throughthe Black/Scholes 76 model.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day at 12:00 CET basedon the final value of the underlying index for the relevant contract period. Determining is thecumulative total of the relevant gross dividendsof the individual constituents of the underlyingindex. STOXX Ltd., Deutsche Börse AG as well as SIX Swiss Exchange shall thereby define,according to their regulations, which dividendsare to be included in the calculation of the index.Furthermore, the index provider shall define the amount of the dividend to be considered, the point of consideration of the dividend pay-ment and the conversion of the dividends inindex points.

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94

ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respective opti-on series until the end of the Post-Trading Full Period (20:30 CET).

Exercise pricesEURO STOXX 50® Index Dividend Options haveexecution prices with intervals in the amount ofnot less than one point. Option series with a termof up to 59 months may have exercise prices offive points or of ten points for option series with a term of more than 59 months.

Option premiumThe premium is payable in full in EUR on theexchange day following the day of the trade.

Trading hours08:30–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for options on equity index dividendfutures:

• Block Trades• Vola Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:30–19:00 CET

Volatility Derivatives

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97Volatility

Derivatives

Contract valueEUR 100 per index point of the underlying.

SettlementCash settlement, payable on the first exchangeday following the final settlement day.

Price quotation and minimum price changeThe price quotation is in index points with twodecimal places. The minimum price change is 0.05 index points, equivalent to a value of EUR 5.

Contract monthsUp to 8 months: The eight nearest successivecalendar months.

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is 30 calendar days prior tothe expiration day of the underlying options (i.e.30 days prior to the third Friday of the expirationmonth of the underlying options, if this is an ex -change day). This is usually the Wednesday priorto the second last Friday of the respective maturitymonth, 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 12:00 CET.

Volatility Futures

Contract

VSTOXX® Futures

Underlying

VSTOXX®

Product ID

FVS

Currency

EUR

96

Daily settlement priceThe daily settlement prices for the current maturitymonth are derived from the volume-weightedaverage of the prices of all transactions during the minute before 17:30 CET (reference point),provided that more than five trades are transactedwithin this period.

For the remaining maturity months, the daily settlement price for a contract is determined basedon the average bid/ask spread of the combinationorder book.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day, based on the averageof the index values of the underlying on the lasttrading day between 11:30 and 12:00 CET.

Trading hours08:50–22:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for volatility futures:

• Block Trades• Vola Trades• EFPI Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

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99Volatility

Derivatives

98

Service hours09:00–22:00 CET

VSTOXX® Futures are available for trading in the U.S.

Contract valueEUR 100 per index point of the underlying.

SettlementCash settlement, payable on the first exchangeday following the final settlement day.

Price quotation and minimum price changeThe price quotation is in index points with twodecimal places. The minimum price change is 0.05 index points, equivalent to a value of EUR 5.

Contract monthsUp to 8 months: The eight nearest successivecalendar months.

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is 30 calendar days beforethe expiration day of the underlying options (i.e.30 days before the third Friday of the expirationmonth of the underlying options, if this is anexchange day). This is usually the Wednesdaybefore the second last Friday of the respectiveexpiration month, if this is an exchange day;otherwise the exchange day immediately prece-ding that day. Close of trading in the maturingfutures on the last trading day is at 12:00 CET.

Volatility Options

Contract

VSTOXX® Options

Underlying

VSTOXX®

Product ID

OVS

Currency

EUR

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101 100Volatility

Derivatives

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for VSTOXX® Optionsare determined through the Black/Scholes 76model.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day, based on the averageof the index values of the underlying on the lasttrading day between 11:30 and 12:00 CET.

ExerciseEuropean-style; an option can only be exercised onthe final settlement day of the respective optionseries until 20:30 CET.

Exercise pricesAll option series have exercise prices with pricegradations in the amount of not less than one point.

Number of exercise pricesUpon the admission of a contract, at least elevenexercise prices shall be made available for eachterm for each call and put, such that five exerciseprices are in-the-money, one is at-the-money andfive are out-of-the-money.

Option premiumThe premium is payable in full in EUR on theexchange day following the day of the trade.

Trading hours08:50–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for volatility options:

• Block Trades• Vola Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–18:30 CET

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103 102Volatility

Derivatives

Contract valueEUR 1 per Variance Futures point.

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

Price calculation and minimum price changeThe futures price is calculated in Variance Futurespoints with four decimal places. The minimum pricechange is 0.0001 points, equivalent to a value ofEUR 0.0001.

Trading and order maintenance Variance Futures are traded on-exchange in termsof notional Vega at volatility. Transactions via the Block Trade Service are entered in VarianceFutures contracts at final Variance Futures prices.

The minimum order size is 1 notional Vega, the minimum price change is 0.05 percentagepoints in volatility.

Variance Futures

Contract

EURO STOXX 50®

Variance Futures

Underlying

The future average price fluctuation (variance) of the EUROSTOXX 50® Index.

ProductID

EVAR

Cur-rency

EUR

Upon matching notional Vega is converted intoVariance Futures contracts and rounded to thenearest integer, at least to one futures. The volatilityis converted into Variance Futures prices as well.

The formulas for the conversions from notionalVega to Variance Futures contracts and from vola-tility to Variance Futures prices can be found in thecontract specifications on www.eurexchange.com >Resources > Rules & Regulations.

Contract monthsUp to 24 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle, and the two following semi-annual months of the June and December cycle thereafter.

Last trading day and final settlement dayLast trading day is the exchange day preceding the final settlement day. Final settlement day is the third Friday of each maturity month if this isan exchange day; otherwise the exchange dayimmediately preceding that day. Close of tradingin the maturing futures on the last trading day is at 17:30 CET. There is no trading on the finalsettlement day of each maturity month.

Daily settlement priceThe daily settlement price is determined throughthe conversion of volatility into the VarianceFutures price according to different formulas.

Further details are available in the clearing con-ditions on www.eurexchange.com > Resources >Rules & Regulations.

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104

Final settlement priceThe final settlement price is established by Eurexon the final settlement day. The final realized variance is based on the average of the EUROSTOXX 50® Index calculations between 11:50 CETand 12:00 CET.

Trading hours09:00–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for EURO STOXX 50® Variance Futures:

• Block Trades

Further information about Eurex Trade entryServices is available in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–21:00 CET

EURO STOXX 50® Variance Futures are availablefor trading in the U.S.

Exchange TradedProducts Derivatives

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Contract standards

Contract size100 index fund shares of the underlying.

SettlementPhysical delivery of 100 index fund shares twoexchange days (for iShares SMI® (CH) Futuresthree exchange days) after the last trading day.

Minimum price changeEUR 0.01 or CHF 0.01.

Contract monthsUp to 9 months: The three nearest quarterlymonths of the March, June, September andDecember cycle.

Last trading dayThe third Friday of each maturity month, if this isan exchange day; otherwise the exchange dayimmediately preceding that day. Close of trading

ETF Futures

Contract

iShares EUROSTOXX 50® UCITSETF Futures

iShares DAX® UCITSETF (DE) Futures

iShares SMI®

(CH) Futures

Underlying

iShares EUROSTOXX 50®

UCITS ETF

iShares DAX®

UCITS ETF (DE)

Shares SMI®

(CH)

Product ID

EUNF

EXSF

XMTF

Currency

EUR

EUR

CHF

107Exchange

Traded Products

Derivatives

106

in the maturing futures on the last trading day is at 17:30 CET, for iShares SMI® (CH) Futures at17:20 CET.

Daily settlement priceThe daily settlement prices for ETF futures arederived from the closing price of the underlyingdetermined during the closing auction plus the respective cost of carry.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Tender PriceThe Tender Price is established by Eurex based onthe closing price determined within the electronictrading 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 priceswithin the electronic trading system of the domesticcash market for the respective underlying will beconsulted.

Trading hours

Contract

iShares EURO STOXX 50® UCITS ETFFutures

iShares DAX® UCITS ETF (DE) Futures

iShares SMI® (CH) Futures

Trading hours

08:51–17:30 CET

08:51–17:30 CET

08:51–17:20 CET

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109 108Exchange

Traded Products

Derivatives

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for ETF futures:

• Block Trades• Flexible Futures

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:05–20:00 CET

ETF Options

Contract standards

ProductID

DBX1

DBXW

DBXA

EUN2

EXS1

XMT

LYYE

L8I1

LYME

L8I2

LYM7

SC0A

SC0U

Cur-rency

EUR

EUR

EUR

EUR

EUR

CHF

EUR

EUR

EUR

EUR

EUR

EUR

EUR

Underlying

db x-trackers MSCIEmerging MarketsTRN ETF

db x-trackers MSCIWorld TRN ETF

db x-trackers MSCIEurope TRN ETF

iShares EURO STOXX50® UCITS ETF

iShares DAX® UCITSETF (DE)

iShares SMI® (CH)

Lyxor ETF DJ RussiaTitans

Lyxor ETF ChinaEnterprise (HSCEI)

Lyxor ETF Hong Kong(HSI)

Lyxor ETF EasternEurope (CECE EUR)

Lyxor ETF MSCIEmerging Markets

STOXX® Europe 600Optimised Auto-mobiles Source ETF

STOXX® Europe 600Optimised BanksSource ETF

Contract

db x-trackers MSCIEmerging MarketsTRN Options

db x-trackers MSCIWorld TRN Options

db x-trackers MSCIEurope TRN Options

iShares EURO STOXX50® UCITS ETFOptions

iShares DAX® UCITSETF (DE) Options

iShares SMI® (CH)Options

Lyxor ETF DJ RussiaTitans Options

Lyxor ETF ChinaEnterprise (HSCEI)Options

Lyxor ETF Hong Kong(HSI) Options

Lyxor ETF EasternEurope (CECE EUR)Options

Lyxor ETF MSCIEmerging MarketsOptions

STOXX® Europe 600Optimised Automo-biles Source Options

STOXX® Europe 600Optimised BanksSource Options

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111 110Exchange

Traded Products

Derivatives

110

ProductID

SC0W

SC0N

SC0S

SC0I

SC0V

SC0Q

SC0Z

SC0G

Cur-rency

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

Underlying

STOXX® Europe 600Optimised BasicResources Source ETF

STOXX® Europe 600Optimised Con-struction & MaterialsSource ETF

STOXX® Europe 600Optimised IndustrialGoods & ServicesSource ETF

STOXX® Europe 600Optimised InsuranceSource ETF

STOXX® Europe 600Optimised Oil & GasSource ETF

STOXX® Europe 600OptimisedTelecommunicationsSource ETF

STOXX® Europe 600Optimised UtilitiesSource ETF

STOXX® Europe Mid200 Source ETF

Contract

STOXX® Europe 600Optimised BasicResources SourceOptions

STOXX® Europe 600Optimised Con-struction & MaterialsSource Options

STOXX® Europe 600Optimised IndustrialGoods & ServicesSource Options

STOXX® Europe 600Optimised InsuranceSource Options

STOXX® Europe 600Optimised Oil & GasSource Options

STOXX® Europe 600OptimisedTelecommunicationsSource Options

STOXX® Europe 600Optimised UtilitiesSource Options

STOXX® Europe Mid200 Source Options

Contract size100 index fund shares of the underlying.

Settlement Physical delivery of 100 index fund shares threeexchange days (for options on iShares ETFs twoexchange days) after the last trading day.

Minimum price changeEUR 0.01 or CHF 0.01.

Contract monthsUp to 24 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, and the two followingsemi-annual months of the June and Decembercycle thereafter.

Last trading dayThe third Friday of each expiration month, if this is an exchange day; otherwise the exchange dayimmediately preceding that day. Close of trading in the expiring option series on the last tradingday is at 17:30 CET, for iShares SMI® (CH) Optionsat 17:20 CET.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for ETF options aredetermined through the binomial model accordingto Cox/Ross/Rubinstein. If necessary, dividendexpectations, current interest rates or other pay -ments are taken into consideration.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

ExerciseAmerican-style; an option can be exercised up tothe end of the Post-Trading Full Period (20:00CET) on any exchange day during the lifetime ofthe option.

Options on db x-trackers ETFs can only be exer -cised on the final settlement day (European-style)until the end of the Post-Trading Full-Period(20:00 CET).

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113 112Exchange

Traded Products

Derivatives

The reference price for options on db x-trackers,Lyxor and Source ETFs used for automatic exercise is the NAV (Net Asset Value) of the ETFat close of trading on the last trading day roundedto two decimal places. Since this price, however,for ETFs on db x-trackers is not published beforethe respective next exchange day, the final settlement day will be the exchange day imme-diately following the last trading day; this is typically the Monday following the third Friday of the expiration month.

Exercise prices (standard)

Exercise prices inEUR or CHF

Up to 2

2 – 4

4 – 8

8 – 20

20 – 52

52 – 100

100 – 200

200 – 400

> 400

Exercise price intervals in EUR orCHF for expiration months with a remaining lifetime of

< 3 months

0.05

0.10

0.20

0.50

1.00

2.00

5.00

10.00

20.00

4–12months

0.10

0.20

0.40

1.00

2.00

4.00

10.00

20.00

40.00

> 12months

0.20

0.40

0.80

2.00

4.00

8.00

20.00

40.00

80.00

Exercise prices (Options on iShares ETFs)

Number of exercise pricesUpon the admission of a contract, at least sevenexercise prices shall be made available for eachterm for each call and put, such that three exerciseprices are in-the-money, one is at-the-money andthree are out-of-the-money.

Option premiumThe premium is payable in full in the currency of the respective contract on the exchange dayfollowing the day of the trade.

Trading hours

Contract

Standard

iShares SMI® (CH) Options

Trading hours

08:51–17:30 CET

08:51–17:20 CET

Contract

iShares EURO STOXX 50®

UCITS ETF Options

iShares DAX® UCITS ETF (DE) Options

iShares SMI® (CH)Options

Exercise price intervals in EUR or CHF for expiration months with a remaining lifetime of

< 3 mon.

0.5

1

1

4–12 mon.

1

2.5

2.5

13–24mon.

2

5

5

25–36mon.

-

-

-

> 36mon.

-

-

-

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115 114Exchange

Traded Products

Derivatives

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for ETF options:

• Multilateral Trade Registration• Block Trades• Flexible Options

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–19:00 CET

Contract standards

Contract size100 ETC bonds

Settlement Physical delivery of the respective ETC bonds fourexchange days after the last trading day.

Minimum price changeThe minimum price change is USD 0.01 per bond,equivalent to a value of USD 1.

Contract monthsUp to 36 Months: The three nearest successivecalendar months and the eleven following quarterly months of the March, June, Septemberand December cycle thereafter.

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachmaturity month if this is an exchange day; other-wise the exchange day immediately preceding

ETC Futures

Contrakt

ETFS Physical GoldFutures

ETFS Crude OilFutures

Underlying

ETFS Physical Gold ETC

ETFS Crude OilETC

ProductID

FPHA

FCRU

Currency

USD

USD

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116 117Exchange

Traded Products

Derivatives

that day. Close of trading in the maturing ETCfutures on the last trading day is at 17:30 CET.

Daily settlement priceThe daily settlement price for the current maturitymonth is derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point),provided that more than five trades have beentransacted within this period.

For the remaining maturity months, the dailysettlement price for a contract is determined basedon the average bid/ask spread of the combinationorder book.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day, based on the closingauction at London Stock Exchange at 17:30 CET.

Trading hours09:00–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for ETC Futures:

• Block Trades• Flexible Futures

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–19:00 CET

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119 118Exchange

Traded Products

Derivatives

Contract standards

Contract size100 ETC bonds

Settlement Physical delivery of the respective ETC bonds fourexchange days after the last trading day.

Minimum price changeThe minimum price change is USD 0.01 per bond,equivalent to a value of USD 1.

Contract monthsUp to 60 Months: The three nearest successivecalendar months, the eleven following quarterlymonths of the March, June, September andDecember cycle thereafter, and the four followingsemi-annual months of the June and Decembercycle thereafter.

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachexpiration month if this is an exchange day;

ETC Options

Contract

ETFS Physical GoldOptions

ETFS Crude OilOptions

Underlying

ETFS Physical Gold ETC

ETFS Crude OilETC

ProductID

OPHA

OCRU

Currency

USD

USD

otherwise the exchange day immediately precedingthat day. Close of trading in the expiring optionseries on the last trading day is at 17:30 CET.

Daily settlement price The daily settlement price is established by Eurex.The daily settlement prices for ETC options aredetermined trough the binomial model accordingto Cox/Ross/Rubinstein.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement price The final settlement price is established by Eurexon the final settlement day, based on the closingauction at London Stock Exchange at 17:30 CET.

ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respectiveoption series until 20:00 CET.

Exercise prices

Contract

ETFS Physical GoldOptions

ETFS Crude Oil Options

Exercise price intervals in USD for expiration months with a remaining lifetime of

< 36 months

2.00

0.50

> 36 months

4.00

1.00

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121 120Exchange

Traded Products

Derivatives

Number of exercise pricesUpon the admission of the options, at least15 exercise prices shall be made available for eachdue date with a term of up to 60 months for eachcall and put, such that seven exercise prices arein-the-money, one is at-the-money and seven areout-of-the-money.

Option premiumThe premium is payable in full in USD on theexchange day following the day of the trade.

Trading hours09:00–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for ETC Options:

• Block Trades• Flexible Futures

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–19:00 CET

Contract standards

Contract size1,000 grams (1 kilogram) gold

Settlement Physical delivery of Xetra-Gold® bonds twoexchange days after the last trading day.

Price quotation and minimum price changeThe price quotation is in EUR with two decimalplaces. The minimum price change is EUR 0.01,equivalent to a value of EUR 10.

Contract monthsUp to 36 months: The three nearest successivecalendar months and the eleven following quarterlymonths of the March, June, September andDecember cycle thereafter.

Xetra-Gold®

Futures

Product ID

FXGL

Cur-rency

EUR

Underlying

Xetra-Gold® ETC (issued by Deutsche BörseCommodities GmbH, which entitles the bearer ofthe bond to claim delivery of 1 gram of Gold)

Contract

Xetra-Gold®

Futures

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123 122Exchange

Traded Products

Derivatives

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachmaturity month if this is an exchange day; other-wise the exchange day immediately precedingthat day. Close of trading in the maturing futureson the last trading day is at 17:30 CET.

Daily settlement priceThe daily settlement price is established by Eurexfollowing the Xetra® closing auction.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day, based on the Xetra®

closing auction at 17:30 CET.

Trading hours09:00–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Xetra-Gold® Futures:

• Block Trades• Flexible Futures

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–19:00 CET

Contract standards

Contract size1,000 grams (1 kilogram) gold

Settlement Physical delivery of Xetra-Gold® bonds twoexchange days after the last trading day.

Price quotation and minimum price changeThe price quotation is in EUR with two decimalplaces. The minimum price change is EUR 0.01,equivalent to a value of EUR 10.

Contract monthsUp to 60 months: The three nearest successivecalendar months, the eleven following quarterlymonths of the March, June, September andDecember cycle thereafter, and the four followingsemi-annual months of the June and Decembercycle thereafter.

Xetra-Gold®

Options

Product ID

OXGL

Cur-rency

EUR

Underlying

Xetra-Gold® ETC (issued by Deutsche BörseCommodities GmbH, which entitles the bearer ofthe bond to claim delivery of 1 gram of Gold)

Contract

Xetra-Gold®

Options

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125 124Exchange

Traded Products

Derivatives

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the third Friday of eachexpiration month if this is an exchange day;otherwise the exchange day immediately pre-ceding that day. Close of trading in the expiringoption series on the last trading day is at 17:30 CET.

Daily settlement price The daily settlement price is established by Eurexfollowing the Xetra® closing auction.

Final settlement price The final settlement price is established by Eurexon the final settlement day, based on the Xetra®

closing auction at 17:30 CET.

ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respectiveoption series until 20:00 CET.

Exercise prices

Number of exercise prices Upon the admission of the options, at least 15 exer-cise prices shall be made available for each duedate with a term of up to 60 months for each calland put, such that seven exercise prices are in-the-money, one is at-the-money and seven areout-of-the-money.

Contract

Xetra-Gold® Options

Exercise price intervals in EUR for expiration months with a remaining lifetime of

< 36 months

0.2

> 36 months

0.4

Option premium The premium is payable in full in EUR on theexchange day following the day of the trade.

Trading hours09:00–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Xetra-Gold® Options:

• Multilateral Trade Registration• Block Trades• Flexible Options

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–19:00 CET

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Commodity Derivatives

Com

modity

Derivatives

127

Contract standards

BloombergCommodity IndexSM Futures

ProductID

FCCO

FCAG

FCXA

FCXB

FCEN

FCXE

FCGR

FCXR

FCIN

FCXI

FCLI

FCXL

FCPE

Cur -rency

USD

USD

USD

USD

USD

USD

USD

USD

USD

USD

USD

USD

USD

Underlying

BloombergCommodity IndexSM

BloombergAgricultureSubindexSM

Bloomberg ex-AgricultureSubindexSM

Bloomberg ex-Agriculture &Livestock SubindexSM

Bloomberg Energy SubindexSM

Bloomberg ex-Energy SubindexSM

Bloomberg Grains SubindexSM

Bloomberg ex-Grains SubindexSM

BloombergIndustrial MetalsSubindexSM

Bloombergex-Industrial MetalsSubindexSM

Bloomberg Livestock SubindexSM

Bloomberg ex-LivestockSubindexSM

Bloomberg Petroleum SubindexSM

Contract

BloombergCommodity Futures

BloombergAgriculture Futures

Bloombergex-Agriculture Futures

Bloombergex-Agriculture&Livestock Futures

Bloomberg Energy Futures

Bloombergex-Energy Futures

Bloomberg Grains Futures

Bloomberg ex-Grains Futures

Bloomberg Industrial MetalsFutures

Bloomberg ex-Industrial MetalsFutures

Bloomberg Livestock Futures

Bloomberg ex-Livestock Futures

Bloomberg Petroleum Futures

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129 128Com

modity

Derivatives

The Bloomberg Commodity IndexSM measuresthe performance of 22 different commodities in total. The calculation of the index is based on the prices of commodity futures at differentexchanges. Furthermore there are subindexes andindexes where certain commodities are excluded(ex-indexes). The futures contracts refer to the excess return versions of the respectiveBloomberg commodity indexes.

Contract valueUSD 250 per index point of the underlying.

SettlementCash settlement, payable on the first exchangeday following the final settlement day.

Price quotation and minimum price changeThe price quotation is in points with two decimalplaces. The minimum price change is 0.01 points,equivalent to a value of USD 2.50.

ProductID

FCXT

FCPR

FCXP

FCSO

FCXS

Cur -rency

USD

USD

USD

USD

USD

Underlying

Bloomberg ex-PetroleumSubindexSM

Bloomberg Precious MetalsSubindexSM

Bloomberg ex-Precious MetalsSubindexSM

Bloomberg SoftsSubindexSM

Bloomberg ex-Softs SubindexSM

Contract

Bloomberg ex-Petroleum Futures

Bloomberg Precious MetalsFutures

Bloomberg ex-Precious MetalsFutures

Bloomberg Softs Futures

Bloomberg ex-Softs Futures

Contract monthsUp to 60 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, the four followingsemi-annual months of the June and Decembercycle thereafter and the two following annualmonths of the December cycle thereafter.

Last trading day and final settlement dayLast trading day is the third Friday of each maturitymonth if this is an exchange day; otherwise the exchange day immediately preceding that day. Final settlement day is five exchange daysfollowing the last trading day, if this day is stillwithin the same calendar month; otherwise the last exchange day in the calendar month, in which the contract expires. Close of trading in the maturing futures on the last trading day is at 18:00 CET.

Daily settlement priceThe daily settlement price is determined based onthe average bid/ask spread of the combinationorder book before the reference point (17:30 CET)in time.

Final settlement priceThe final settlement price is established by Eurexon the last trading day. The final settlement priceis based on the closing price of the respective indexon that day, provided no futures represented in the index is suspended at that time. The final settlement price is fixed with three decimal places.

Trading hours09:00–18:00 CET

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131 130Com

modity

Derivatives

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Bloomberg Commodity IndexSM Futures:

• Block Trades• Flexible Futures

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–21:30 CET

BloombergCommodity IndexSM OptionsContract standards

The Bloomberg Commodity IndexSM measuresthe performance of 22 different commodities in total. The calculation of the index is based on the prices of commodity futures at differentexchanges. Furthermore there are subindexes andindexes where certain commodities are excluded(ex-indexes). The options refer to the excessreturn version of the Bloomberg CommodityIndexSM.

Contract valueUSD 250 per index point of the underlying.

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

Price quotation and minimum price changeThe price quotation is in points with two decimalplaces. The minimum price change is 0.01 points,equivalent to a value of USD 2.50.

Product ID

OCCO

Cur-rency

USD

Underlying

BloombergCommodity IndexSM

Contract

BloombergCommodity Options

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133 132Com

modity

Derivatives

Contract monthsUp to 60 months: The three nearest successivecalendar months, the three following quarterlymonths of the March, June, September andDecember cycle thereafter, the four followingsemi-annual months of the June and Decembercycle thereafter and the two following annualmonths of the December cycle thereafter.

Last trading day and final settlement dayLast trading day is the third Friday of each expi-ration month if this is an exchange day; other-wise the exchange day immediately preceding that day. Final settlement day is five exchange days following the last trading day, if this day isstill within the same calendar month; otherwisethe last exchange day in the calendar month, in which the contract expires.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for commodity indexoptions are determined through the Black/Scholes76 model. The underlying reference price is the daily settlement price of the Eurex futurescontract based on the index.

Final settlement priceThe final settlement price is established by Eurexon the last trading day. The final settlement priceis based on the closing price of the respective indexon that day, provided no futures represented in the index is suspended at that time. The finalsettlement price is fixed with three decimal places.

ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respectiveoption series until 20:30 CET.

Exercise prices

Number of exercise pricesUpon the admission of the options, at least nineexercise prices shall be made available for eachdue date with a term of up to 60 months for eachcall and put, such that four exercise prices are in-the-money, one is at-the-money and four areout-of-the-money.

Option premium The premium is payable in full in USD on theexchange day following the day of the trade.

Trading hours09:00–18:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Bloomberg Commodity IndexSM Options:

• Block Trades• Vola Trades

Contract

Bloomberg Commodity Options

Exercise price intervals in USD for expiration months with a remaining lifetime of

< 12 months

5

> 12 months

10

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134

Property DerivativesFurther information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours09:00–20:30 CET

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137

Contract standards

Property Futures

136

Contract valueThe contracts have a nominal size of GBP 50,000and a par value of 100.

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

Price quotation and minimum price changeThe price quotation is in percent with two decimal places. The minimum price change is0.05 points, equivalent to a value of GBP 25.

Contract yearsEach contract will be based upon the total return of the respective IPD property index foran indi-vidual calendar year. The five nearest successive annual contracts of the February cycleare available for trading at any time.

Last trading day and final settlement dayLast trading day is the final settlement day. Finalsettlement day is the seventh calendar day afterthe last exchange day in January of the year inwhich the term of the futures contract expires ifthis is an exchange day; otherwise the exchangeday immediately preceding that day. Close of trading in the maturing futures on the last tradingday is at 12:00 CET.

Daily settlement priceThe daily settlement prices for the current matu r ityyear are derived from the volume-weighted aver-age of the prices of all transactions during the minute before 17:30 CET (reference point),provided that more than five trades have beentransacted within this period.

Property

Derivatives

ProductID

PUKQ

PARQ

PAOQ

PAIQ

PSOP

PREW

PCOF

PWOF

PSEI

Cur -rency

GBP

GBP

GBP

GBP

GBP

GBP

GBP

GBP

GBP

Underlying

IPD® UK QuarterlyAll Property Index

IPD® UK QuarterlyAll Retail Index

IPD® UK QuarterlyAll Office Index

IPD® UK QuarterlyAll Industrial Index

IPD® UK QuarterlyShopping CentreIndex Calendar YearReturns

IPD® UK QuarterlyRetail WarehouseIndex Calendar YearReturns

IPD® UK QuarterlyCity Office Index Calendar Year Returns

IPD® UK QuarterlyWestend & MidtownOffice Index CalendarYear Returns

IPD® UK QuarterlySouth EasternIndustrial IndexCalendar Year Returns

Contract

IPD® UK Quarterly All Property IndexFutures

IPD® UK Quarterly All Retail IndexFutures

IPD® UK Quarterly All Office IndexFutures

IPD® UK Quarterly All Industrial IndexFutures

IPD® UK QuarterlyShopping CentreIndex FuturesCalendar Year Returns

IPD® UK QuarterlyRetail WarehouseIndex FuturesCalendar Year Returns

IPD® UK QuarterlyCity Office IndexFutures Calendar Year Returns

IPD® UK QuarterlyWestend & MidtownOffice Index FuturesCalendar Year Returns

IPD® UK QuarterlySouth EasternIndustrial IndexFutures Calendar Year Returns

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Interest RateDerivatives

138

Final settlement priceThe final settlement price is established by Eurexon the final settlement day.

The final settlement price shall reflect the nominalpar value of 100 plus the compound QuarterlyTotal Returns or minus a loss for the respectiveindex during the calculation period of one calendaryear which is subject to being calculated. It isdetermined in percent; the decimal places arerounded to the next possible interval of 0.005, or 0.01, or multiples thereof.

Trading hours08:30–17:30 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for property futures:

• Block Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:30–18:30 CET

Selected Property Futures are available for trading in the U.S.

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Contract standardsNotional short-, medium- or long-term debtinstruments issued by the Federal Republic ofGermany, the Republic of Italy, the Republic of France, the Kingdom of Spain or the SwissConfederation with remaining terms and a coupon of:

Contract valuesEUR 100,000 or CHF 100,000.

Fixed IncomeFutures

Product ID

FGBS

FGBM

FGBL

FGBX

FBTS

FBTM

FBTP

FOAM

FOAT

FBON

CONF

Coupon

Percent

6

6

6

4

6

6

6

6

6

6

6

Cur -rency

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

CHF

Remainingterm

Years

1.75 to 2.25

4.5 to 5.5

8.5 to 10.5

24.0 to 35.0

2.0 to 3.25

4.5 to 6.0

8.5 to 11.0

4.5 to 5.5

8.5 to 10.5

8.5 to 10.5

8.0 to 13.0

Contract

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-Buxl® Futures

Short-Term Euro-BTP Futures

Mid-Term Euro-BTP Futures

Long-Term Euro-BTP Futures

Mid-Term Euro-OAT Futures

Euro-OAT Futures

Euro-BONOFutures

CONF Futures

141 140

Settlement A delivery obligation arising out of a short positionmay only be fulfilled by the delivery of certaindebt securities issued by the Federal Republic ofGermany, the Republic of Italy, the Republic ofFrance, the Kingdom of Spain or the Swiss Confed-eration with a remaining term on the Delivery Day within the remaining term of the underlying.Settlement of debt securities issued by the Republicof Italy, the Republic of France and the Kingdomof Spain in case of physical delivery will be donevia Clearstream Banking Luxemburg.

Debt securities issued by the Federal Republic ofGermany must have an original term of no longerthan 11 years (not for FGBX).

Debt securities issued by the Republic of Italy musthave an original term of no longer than 16 years(not for FBTS).

Debt securities issued by the Republic of Francemust have an original term of no longer than 17 years.

Debt securities issued by the Kingdom of Spainmust have an original term of no longer than 20 years.

In the case of callable bonds issued by the SwissConfederation, the first and the last call datesmust be between eight and 13 years.

Debt securities must have a minimum issue amountof EUR 5 billion, such issued by the Republic ofItaly and the Kingdom of Spain no later than tenexchange days prior to the last trading day of the current maturity month, otherwise, they shallnot be deliverable until the delivery day of thecurrent maturity month.

Interest Rate

Derivatives

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Debt securities issued by the Swiss Confederationmust have a minimum issue amount of CHF 500million.

Price quotation and minimum price changeThe price quotation is in percent of the par value.

Contract monthsUp to 9 months: The three nearest quarterlymonths of the March, June, September andDecember cycle.

Delivery dayThe tenth calendar day of the respective quarterlymonth, if this day is an exchange day; otherwise,the exchange day immediately succeeding that day.

142 143

Contract

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-Buxl® Futures

Short-Term Euro-BTP Futures

Mid-Term Euro-BTP Futures

Long-Term Euro-BTP Futures

Mid-Term Euro-OAT Futures

Euro-OAT Futures

Euro-BONO Futures

CONF Futures

Minimum price change

Percent

0.005

0.01

0.01

0.02

0.01

0.01

0.01

0.01

0.01

0.01

0.01

Value

EUR 5

EUR 10

EUR 10

EUR 20

EUR 10

EUR 10

EUR 10

EUR 10

EUR 10

EUR 10

CHF 10

NotificationClearing members with open short positions must notify Eurex on the last trading day of the maturing futures which debt instrument theywill deliver. Such notification must be given by the end of the Post-Trading Full Period.

Last trading dayTwo exchange days prior to the delivery day ofthe relevant maturity month. Close of trading inthe maturing futures on the last trading day is at 12:30 CET.

Daily settlement priceThe daily settlement prices for the current matur itymonth of CONF Futures are determined duringthe closing auction of the respective futures contract.

For all other fixed income futures, the daily settle-ment price for the current maturity month is derived from the volume-weighted average of the prices of all transactions during the minutebefore 17:15 CET (reference point), provided that more than five trades have been transactedwithin this period.

For the remaining maturity months the dailysettlement price for a contract is determinedbased on the average bid/ask spread of the combination order book.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Interest Rate

Derivatives

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Final settlement priceThe final settlement price is established by Eurexon the final settlement day at 12:30 CET, basedon the volume-weighted average price of all tradesduring the final minute of trading provided thatmore than ten trades occurred during this minute;otherwise the volume-weighted average price ofthe last ten trades of the day, provided that theseare not older than 30 minutes. If such a price cannot be determined, or does not reasonablyreflect the prevailing market conditions, Eurex will establish the final settlement price.

Trading hours

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for fixed income futures:

• Block Trades• Vola Trades• EFP Trades• EFS Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours

Fixed Income Futures are available for trading in the U.S.

145 144

Contract

Standard

Euro-BTP Futures / Euro-OAT Futures/Euro-BONO Futures

CONF Futures

Trading hours

08:00–22:00 CET

08:00–19:00 CET

08:30–17:00 CET

Contract

Standard

Euro-BTP Futures / Euro-OAT Futures/Euro-BONO Futures

CONF Futures

Trading hours

08:00–22:00 CET

08:00–19:00 CET

08:30–17:00 CET

Interest Rate

Derivatives

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147 146

Contract standardsFutures on notional short-, medium- or long-term debt instruments issued by the FederalRepublic of Germany and the French Republicwith remaining terms and a coupon of:

Contract sizeOne fixed income futures contract.

Settlement The exercise of an option on fixed income futuresresults in the creation of a corresponding positionin the fixed income futures for the option buyer aswell as the seller to whom the exercise is assigned.The position is established after the Post-TradingFull Period of the exercise day, and is based onthe agreed exercise price.

Options onFixed IncomeFutures

Product ID

OGBS

OGBM

OGBL

OOAT

Underlying

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OATFutures

Coupon

Percent

6

6

6

6

Remainingterm of theunderlyingyears

1.75 to 2.25

4.5 to 5.5

8.5 to 10.5

8.5 to 10.5

Contract

Options on

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OATFutures

147Interest Rate

Derivatives

Price quotation and minimum price changeThe price quotation is in points.

Contract monthsUp to 6 months: The three nearest successivecalendar months, as well as the following quarterlymonth of the March, June, September andDecember cycle thereafter.Calendar months: The maturity month of the underlying futures contract is the quarterlymonth following the expiration month of the option.Quarterly months: The maturity month of the underlying futures contract and the expirationmonth of the option are identical.

Last trading dayLast trading day is the last Friday prior to the first calendar day of the option expirationmonth, followed by at least two exchangedays prior to the first calendar day of the optionexpiration month.

Unless at least two exchange days lie between the last Friday of a month and the first calendar dayof the expiration month, the last trading day isthe Friday preceding the last Friday. If this Fridayis not an exchange day, the exchange day imme-diately preceding that Friday is the last trading day.An exchange day within the meaning of this

Contract

Options on

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OAT Futures

Minimum price change

Points

0.005

0.005

0.01

0.01

Value

EUR 5

EUR 5

EUR 10

EUR 10

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149 148

exception is a day, which is both an exchange dayat the Eurex Exchanges and a federal workday in the U.S.

Close of trading in all option series on the last trading day is at 17:15 CET.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for options on fixedincome futures are determined through the bino-mial model according to Cox/Ross/Rubinstein.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

ExerciseAmerican-style; an option can be exercised until the end of the Post-Trading Full Period at 18:00 CET on any exchange day during the lifetime of the option.

Exercise prices

Number of exercise prices Upon the admission of the options, at least nineexercise prices shall be made available for eachterm for each call and put, such that four exerciseprices are in-the-money, one is at-the-money and four are out-of-the-money.

Contract

Options on

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OAT Futures

Exercise intervals

Points

0.1

0.25

0.50

0.50

Interest Rate

Derivatives

Option premium The premium is settled using the futures-stylemethod.

Trading hours08:00–17:15 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for options on fixed income futures:

• Multilateral Trade Registration• Block Trades• Flexible Options• Vola Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:00–18:00 CET

Options on Fixed Income Futures are availablefor trading in the U.S.

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151 150Interest Rate

Derivatives

Contract standardsInterest rate swaps denominated in euro withterms of 2, 5, 10 and 30 years and various fixedrate arrangements.

Fixed rate arrangement

Contract valueEUR 100,000

Settlement After close of trading, buyer and seller of an Euro-Swap Futures contract are obliged to conclude an interest rate swap with EurexClearing AG defined according to the under-lying on delivery day.

Thereby, as fixed rate payer, the seller of an Euro-Swap Futures contract is obliged to deliver. As fixed rate receiver, the buyer of an Euro-Swap Futures contract is obliged toaccept the delivery.

Futures onInterest RateSwaps

Product ID

FSWS

FSWM

FSWL

FSWX

Currency

EUR

EUR

EUR

EUR

Contract

2-year Euro-Swap Futures

5-year Euro-Swap Futures

10-year Euro-Swap Futures

30-year Euro-Swap Futures

FSWS

–0.25%

–0.25%

0.00%

FSWM

0.00%

0.00%

0.25%

FSWL

0.50%

0.50%

1.00%

FSWX

1.00%

1.00%

1.50%

Contract month

Mar 2017

Jun 2017

Sep 2017

This section only lists the differences with respectto the regular contract specifications for Optionson Euro-Bund Futures.

Contract monthsUp to 5 weeks: The five next weeks for the first,second, third, fourth and fifth week of the follow-ing maturity month with a Weekly Options expiration. On expiration days with an expirationof the standard monthly options series (OGBL), no Weekly Option will be available.

Weekly Options with an expiration date betweenChristmas and New Year’s Eve are not availablefor trading.

Last trading day Last trading day is the Friday of the expirationweek, if this is an exchange day; otherwise the exchange day immediately preceding that day.If the immediately preceding exchange day is not in the same calendar month as the Friday ofthe expiration week, the last trading day will bethe exchange day immediately following the Fridayof the expiration week.

Weekly Optionson Euro-BundFutures

Contract

1st Friday Weekly Options on Euro-Bund Futures

2nd Friday Weekly Options on Euro-Bund Futures

3rd Friday Weekly Options on Euro-Bund Futures

4th Friday Weekly Options on Euro-Bund Futures

5th Friday Weekly Options on Euro-Bund Futures

Product ID

OGB1

OGB2

OGB3

OGB4

OGB5

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153 152Interest Rate

Derivatives

Price quotation and minimum price changeThe price quotation is determined in percent ofthe nominal value:[100%+(market value of the deliverable interestrate swap / nominal value)] � 100

Contract monthsUp to 9 months: The three nearest quarterlymonths of the March, June, September andDecember cycle.

Delivery day Delivery day is the exchange day immediatelypreceding the third Wednesday of the respectivedelivery month, if this is an exchange day; other-wise, the exchange day immediately succeedingthat day.

Last trading day Last trading day is the exchange day immediatelypreceding the delivery day. Close of trading in the maturing futures on the last trading day is at12:15 CET.

Daily settlement priceThe daily settlement price for the current maturitymonth is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point),provided that more than five trades have beentransacted within this period.

Minimum price change

Percent

0.005

0.01

0.01

0.02

Contract

2-year Euro-Swap Futures

5-year Euro-Swap Futures

10-year Euro-Swap Futures

30-year Euro-Swap Futures

Value

EUR 5

EUR 10

EUR 10

EUR 20

Further details are available in the clearing con-ditions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day at 12:15 CET, basedon the volume-weighted average price of all tradesduring the final minute of trading provided thatmore than ten trades occurred during this minute;otherwise the volume-weighted based averageprice of the last ten trades of the day, providedthat the trades are not older than 30 minutes. If such a price cannot be determined, or does notreasonably reflect the prevailing market conditions,Eurex will establish the final settlement price.

Trading hours08:30–19:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Futures on Interest Rate Swaps:

• Block Trades• EFP Trades• EFS Trades

Further information about Eurex Trade entryServices is available in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:30–19:00 CET

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155 154Interest Rate

Derivatives

A LDX IRS Constant Maturity Futures (GDI IRSCMF) is a futures contract on a specific interestrate index, the “Global Derivatives Indices LimitedInterest Rate Swap Constant Maturity Index”(GDI IRS CMI), denominated in euro.

Each GDI IRS CMI replicates a different point onthe interest rate swap curve varying from two to 30 years. As this is a constant maturity index,each index will track a fixed point on the interestrate swap curve. Consequently, each futures contract always has the same fixed underlyingtenor, ranging from two to 30 years inclusive sothat 29 contracts are tradable on Eurex Exchange.

UnderlyingThe GDI IRS CMI is published by GDI in real-time throughout the exchange day. It is used asthe underlying index for LDX IRS CMF.

GDI IRS CMI is an index of the Interest Rate Swap curve in the respective currency. “ConstantMaturity” refers to the fact that the index has a constant time to expiration, therefore tomorrow’sten year EUR IRS CMI will be based on tomor-row’s ten year EUR IRS price. Given that the EURIRS price varies from day to day due to EURIBORresets and market sentiment, the GDI IRS CMItracks the change.

It is published for all annual tenors from two yearsto 30 years.

LDX IRSConstantMaturity Futures

Price quotation of LDX IRS CMFAn amount representing the sum of the notionalvalue and the present value of all future cash flowsof the fixed leg in an equivalent notional valueinterest rate swap with a maturity matching thetenor of the respective future contract. The presentvalue amount of the fixed leg is derived from the interest rate traded with each resulting pay-ments being discounted using the discount factors calculated and published by GDI for the respective tenor to the payment.

The price quotation is in EUR with two decimalplaces. The minimum price change is EUR 0.01.

Tenors of LDX IRS CMF2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16,17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29and 30 years

Notional valueFor LDX IRS CMF with underlying GDI IRS CMItenors of two and three years: EUR 200,000

For LDX IRS CMF with underlying GDI IRS CMItenors from four to eight years: EUR 100,000

For LDX IRS CMF with underlying GDI IRS CMItenors from nine to 30 years: EUR 50,000

Final settlement, last trading day and delivery dayLDX IRS CMF can be traded on each exchangeday. The contracts have no expiration and henceno final settlement date or price and no last tradingor delivery day.

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Daily settlement priceThe daily settlement price is determined by Eurexon each trading day.

Further details are available in the clearing con-ditions on www.eurexchange.com > Resources >Rules & Regulations.

Trading hours07:30–18:15 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for LDX IRS Constant Maturity Futures:

• Block Trades

Further information about Eurex Trade EntryServices is available in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours07:30–18:15 CET

LDX IRS Constant Maturity Futures are availablefor trading in the U.S.

Contract standardsAverage rate of the effective overnight referencerate for the euro (EONIA – Euro Over Night Index Average) over a period of time determinedby the Eurex Exchanges taking into account the compounded interest effect.

Contract valueEUR 1 million.

SettlementCash settlement, payable on the first exchangeday following the final settlement day.

Price quotation and minimum price changeThe price quotation is in percent, with three decimal places, expressed as 100 minus the tradedrate of interest. The minimum price change is0.005 points; the tick value is EUR 5.83.

Contract monthsThe current and the four following periods of time determined by the Eurex Exchanges are available for trading at a maximum.

Further details are available in the contract specifications on www.eurexchange.com >Resources > Rules & Regulations.

EONIA Futures(FEO1)

Interest Rate

Derivatives

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159 158Interest Rate

Derivatives

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the last exchange day ofthe relevant period of time determined by the Eurex Exchanges, provided that on that daythe daily effective overnight reference rate for the euro is calculated by the European MoneyMarkets Institute (EMMI); otherwise, the exchangeday immediately preceding that day. Close of trading in the maturing futures on the last tradingday is at 18:00 CET.

Daily settlement priceThe daily settlement price for the current maturitymonth of EONIA Futures is derived from the volume-weighted average of the prices of all trans-actions during the minute before 17:15 CET (reference point), provided that more than fivetrades have been transacted within this period.

For the remaining maturity months, the dailysettlement price for a contract is determinedbased on the average bid/ask spread of the combination order book.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day after 19:00 CET; basedon the compounded average of the effective over-night reference rate for the euro as calculated by the European Central Bank over the accrualperiod of the futures contract.

Trading hours08:00–18:00 CET

Matching of trades (pro rata matching)Orders and quotes are matched according to theprinciple of pro rata matching, which is exclusivelybased on the principle of price priority.

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for EONIA Futures:

• Block Trades• EFP Trades• EFS Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:00–18:00 CET

EONIA Futures are available for trading in the U.S.

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161 160Interest Rate

Derivatives

Contract standardsEuropean Interbank Offered Rate (EURIBOR) forthreemonth euro term deposits.

Contract valueEUR 1 million.

SettlementCash settlement, payable on the first exchangeday following the final settlement day.

Price quotation and minimum price changeThe price quotation is in percent, with four decimalplaces, expressed as 100 minus the traded rate of interest. The minimum price change is 0.0025points, equivalent to a value of EUR 6.25.

The minimum price change for the differentinstrument types of the contract is:

Three-MonthEURIBOR Futures(FEU3)

Minimum price change

0.005

0.005

0.0025

0.0025

Instrument type

Outright contracts

Standardized futures strategies (Futures-Calendar Spreads, Butterflies, Condors)

Standardized futures strip strategies(Packs & Bundles)

Non-standardized futures strip strategies(Strips)

Contract monthsUp to 72 months: The 6 nearest successive calendar months and the 22 following quarterlymonths of the March, June, September andDecember cycle.

Last trading day and final settlement dayLast trading day is the final settlement day. Finalsettlement day is two exchange days prior to the third Wednesday of the respective maturitymonth, provided that on that day the EuropeanMoney Markets Institute (EMMI) has determinedthe EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise,the exchange day immediately preced ing that day.Close of trading in the maturing futures on the last trading day is at 11:00 CET.

Daily settlement priceThe daily settlement price for the current maturitymonth of Three-Month EURIBOR Futures is derived from the volume-weighted average of the prices of all transactions during the minutebefore 17:15 CET (reference point), provided that more than five trades have been transactedwithin this period.

For the remaining maturity months, the dailysettlement price for a contract is determinedbased on the average bid/ask spread of the combination order book.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

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163 162Interest Rate

Derivatives

Final settlement priceThe final settlement price is established by Eurexon the final settlement day at 11:00 CET; basedon the reference interest rate (EURIBOR) forthree-month euro term deposits as determined by the European Money Markets Institute. To fix the final settlement price, the EURIBORrate is rounded to three decimal places and then subtracted from 100.

Trading hours08:00–19:00 CET

Matching of trades (pro rata matching)Orders and quotes are matched according to the principle of pro rata matching, which is ex-clusively based on the principle of price priority.

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services areavailable for Three-Month EURIBOR Futures:

• Block Trades• Vola Trades• EFP Trades• EFS Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:00–19:00 CET

Three-Month EURIBOR Futures are available fortrading in the U.S.

Contract standardsSTOXX® GC Pooling EUR Deferred Funding Rate

Contract valueEUR 1 million.

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

Price quotation and minimum price changeThe price quotation is in percent, with three deci-mal places, expressed as 100 minus the tradedrate of interest. The minimum price change is0.005 points.

Contract monthsThe current and the four following periods of time determined by the Eurex Exchanges are available for trading at a maximum.

Further details are available in the contract specifications on www.eurexchange.com >Resources > Rules & Regulations.

Last trading day and final settlement dayLast trading day is the final settlement day. Final settlement day is the last exchange day ofthe respective maturity period, provided that on that day STOXX® has determined the STOXX®

GC Pooling EUR Deferred Funding Rate; other-wise, the exchange day immediately preceding

EUR SecuredFunding Futures (FLIC)

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165 164Interest Rate

Derivatives

that day. Close of trading in the maturing futureson the last trading day is at 18:00 CET.

Daily settlement priceThe daily settlement price for the current maturitymonth of EUR Secured Funding Futures is derivedfrom the volume-weighted average of the pricesof all transactions during the minute before 18:00 CET (reference point), provided that morethan five trades have been transacted within this period.

For the remaining maturity periods, the daily settlement price for a contract is determined basedon the average bid/ask spread of the combinationorder book.

Further details are available in the clearing con-ditions on www.eurexchange.com > Resources >Rules & Regulations.

Final settlement priceThe final settlement price is established by Eurexon the final settlement day at 19:00 CET; basedon the compounded average of the effective interest rates on GC Pooling repo transactions asdetermined by STOXX® on a daily basis for the duration of a period of time determined bythe Eurex Exchanges.

Trading hours08:00–18:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for EUR Secured Funding Futures:

• Block Trades• EFS Trades• EFP Trades

Further information about Eurex Trade EntryServices is available in the appendix section or on www.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:00–18:00 CET

EUR Secured Funding Futures are available fortrading in the U.S.

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Contract standardsThree-Month EURIBOR Futures.

Contract sizeOne Three-Month EURIBOR Futures contract.

SettlementThe exercise of an option on the Three-MonthEURIBOR Futures contract results in the creationof a corresponding position in the Three-MonthEURIBOR Futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-TradingFull Period of the exercise day, and is based onthe agreed exercise price.

Price quotation and minimum price changeThe price quotation is in points, with three deci-mal places. The minimum price change is 0.005points, equivalent to a value of EUR 12.50.

Contract monthsUp to 24 months: The six nearest calendar monthsas well as the six following quarterly months ofthe March, June, September and December cyclethereafter. The maturity month of the underlyingfutures contract and the ex piration month of the option are identical in the expiration monthsMarch, June, September and December, in the other expiration months, the maturity month

Options on Three-MonthEURIBOR Futures(OEU3)

Interest Rate

Derivatives

of the underlying futures contract is the cyclicquarterly month following the expiration monthof the option.

Last trading dayOption series expiring with the underlying EURIBOR futures contract (FEU3) in an identicalquarterly month of the cycle March, June,September and December:

Two exchange days prior to the third Wednesdayof the respective expiration month, provided that on that day the European Money MarketsInstitute (EMMI) has determined the EURIBORreference interest rate pertaining to three-montheuro term deposits; otherwise, the exchange dayimmediately preceding that day. Close of tradingin these expiring option series on the last tradingday is at 11:00 CET.

Option series not expiring in quarterly month ofthe cycle March, June, September and December:

The Friday prior to the third Wednesday of the respective expiration month, provided that onthat day the European Money Markets Institute(EMMI) has determined the EURIBOR referenceinterest rate pertaining to three-month euro termdeposits; otherwise, the exchange day immediatelypreceding that day. Close of trading in these expiring option series on the last trading day is at 17:15 CET.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for options on Three-Month EURIBOR Futures are determined throughthe binomial model according to Cox/Ross/Rubinstein.

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Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

ExerciseAmerican-style; an option can be exercised untilthe end of the Post-Trading Full Period (20:00 CET)on any exchange day during the lifetime of the option and on the last trading day until11:45 CET for quarterly expiries and 18:00 CETfor non-quarterly expiries.

Exercise pricesThe expiration months have exercise prices withintervals of 0.125 points.

Number of exercise pricesUpon the admission of the options, at least 25exercise prices shall be made available for eachterm for each call and put, such that twelve exercise prices are in-the-money, one is at-the-money and twelve are out-of-the-money.

Option premiumThe premium is settled using the futures-stylemethod.

Trading hours08:00–19:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for Options on Three-Month EURIBORFutures:

• Block Trades• Vola Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:00–19:00 CET

Options on Three-Month EURIBOR Futures areavailable for trading in the U.S.

Interest Rate

Derivatives

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One- to Four-YearMid Curve Optionson Three-MonthEURIBOR Futures

Contract standards

Contract sizeOne Three-Month EURIBOR Futures contract.

Settlement The exercise of an One-Year (Two-, Three-, Four-)Mid Curve Option on a Three-Month EURIBORFutures contract results in the creation of a corre-sponding position in the Three-Month EURIBORFutures for the option buyer as well as the seller towhom the exercise is assigned, whereby a Three-Month EURIBOR Futures with a maturity of one(two, three, four) year(s) after expiration of theOne-Year (Two-, Three-, Four-) Mid Curve Optionon Three-Month EURIBOR Futures will be delivered.

Monthly expirations in all Mid Curve Options will be delivered with a Three-Month EURIBORFutures contract of the following quarterly maturityof the respective year after the expiration of the options contract.

Product ID

OEM1,OEM2,OEM3,OEM4

Underlying

Three-Month EURIBOR Futures

Contract

One- to Four-YearMid Curve Options on Three-MonthEURIBOR Futures

Cur-rency

EUR

Interest Rate

Derivatives

The position is established after the Post-TradingFull Period of the exercise day, and is based onthe agreed exercise price.

Price quotation and minimum price changeThe price quotation is in points, with three decimal places. The minimum price change is0.005 points, equivalent to a value of EUR 12.50.

Contract monthsUp to 12 months: The six nearest calendarmonths as well as the two following quarterlymonths of the March, June, September andDecember cycle.

Last trading dayThe Friday prior to the third Wednesday of the respective expiration month, provided that onthat day the European Money Markets Institute(EMMI) has determined the EURIBOR referenceinterest rate pertaining to three-month euro termdeposits; otherwise, the exchange day immediatelypreceding that day. Close of trading in these expiring option series on the last trading day is at 17:15 CET.

Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for One-Year Mid CurveOptions on Three-Month EURIBOR Futures aredetermined trough the binomial model accordingto Cox/Ross/Rubinstein.

Further details are available in the clearing con-di tions on www.eurexchange.com > Resources >Rules & Regulations.

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173 172Interest Rate

Derivatives

ExerciseAmerican-style; an option can be exercised up to the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option, and on the last trading dayuntil 18:00 CET.

Exercise pricesThe expiration months have exercise prices withintervals of 0.125 points.

Number of exercise prices Upon the admission of the options, at least 25exercise prices shall be made available for eachterm for each call and put, such that twelve exercise prices are in-the-money, one is at-the-money and twelve are out-of-the-money.

Option premium The premium is settled using the futures-stylemethod.

Trading hours08:00–19:00 CET

Eurex Trade Entry ServicesThe following Eurex Trade Entry Services are available for One-Year Mid Curve Options onThree-Month EURIBOR Futures:

• Block Trades

Further information about Eurex Trade Entry Services is available in the appendix section or onwww.eurexchange.com > Products > Eurex TradeEntry Services.

Service hours08:00–19:00 CET

Mid Curve Options on Three-Month EURIBORFutures are available for trading in the U.S.

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Eurex Bonds

175Eurex Bonds

Trading segmentGerman government bondsDebt securities issued by the Federal Republic of Germany (Bund, Bobl and Schatz issues) with a minimum issuing volume of EUR 4 billion orUSD 4 billion.

Treasury discount paper (Bubills)Treasury discount paper (Bubills) issued by theFederal Republic of Germany with a minimumissuing volume of EUR 4 billion.

Basis instrumentsThe basis represents a combination of securitiesand futures contracts that has its own price.Tradable on Eurex Bonds are basis instrumentsrelated to all debt securities of the FederalRepublic of Germany and the Republic of Italy,which are eligible for delivery into Eurex fixedincome futures.

European government bondsEUR-, DKK- or USD-denominated Europeangovernment bonds and treasury bills with a minimum issuing volume of EUR 1 billion, DKK 1 billion or USD 1 billion.1, 2

Eurex Bonds

1 Home market settlement for Danish bonds2 For these bonds a minimum rating of AA- from Standard & Poor’s Ratings Services or Aa3 from Moody’s Investor Services, Inc. is required.

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State bondsGerman federal state bonds with a minimumissuing volume of EUR 0.5 billion.2

AgenciesEUR or USD denominated Bonds of supranationalinstitutions and bonds of state agencies with a minimum issuing volume of EUR 0.5 billion orUSD 1 billion.2

European covered bondsEuropean covered bonds with a minimum issuing volume of EUR 1 billion, USD 1 billion or DKK 1 billion.1, 2

Corporate bonds and financialsSelected corporate bonds and financials with a minimum issuing volume of EUR 1 billion orUSD 1 billion and an “Investment grade” rating.

European inflation linked bondsEuropean inflation linked bonds issued by thetreasuries of the Federal Republic of Germany,France, Italy and Greece with a minimum issuingvolume of EUR 1 billion or USD 1 billion.

Spread productsSpread products represent a combination of two bond trades. They are defined by the yieldspread between the two bonds or the spread between the yield of one bond on one side andanother benchmark like “LIBOR” or “EURIBOR”on the other side. Tradable on Eurex Bonds arebreak-even instruments which are the combinationof an inflation-linked bond and a nominal bond based on the break-even price. Break-even-instruments are tradable for German and Frenchinflation-linked bonds.

Eurex Bonds

Contract sizes in denominated currency

Price quotation Prices for all products except of zero bonds, basisand break-even instruments are expressed as a percentage of their nominal value. Treasurydiscount papers except italian ITCZs are quotedon a yield basis, the price of a basis instrument isthe price spread of the futures and the respectiveunderlying bond. The price of the break-eveninstrument is the yield spread between the nominaland the respective real bond. The tick sizes for all products are quoted with three decimal places.

Contract

German government bonds

Treasury discount paper(Bubills)

Basis instruments

European government bonds (except Frenchgovernment bonds)

French government bonds

State bonds

Agencies

European covered bonds

Corporate bonds and financials

European inflation linkedbonds

Break-even instruments

Central orderbook

minimum

1 million

1 million

5 million

1 million

2 million (increments of 0.5 million possible)

1 million

1 million

1 million

0.5 million

1 million

5 million

Pre-arrangedtrade facility

minimum

1 million

1 million

1 million

1 million

0.5 million (increments of0.5 million possible)

1 million

1 million

1 million

0.5 million

1 million

5 million

1 Home market settlement for Danish bonds2 For these bonds a minimum rating of AA- from Standard & Poor’s Ratings Services or Aa3 from Moody’s Investor Services, Inc. is required.

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Delivery days

Trading hours

Contract

Standard*

Treasury discount paper(Bubills)

Basis instruments

Central orderbook

t+2

t+2

t+2

Pre-arrangedtrade facility

selectable betweent+1 and t+89

selectable betweent+1 and t+89

selectable betweent+2 and t+4

Contract

Standard

Danish government bonds and covered bonds

Basis instruments

Central orderbook

08:30–17:30 CET

08:30–17:30 CET

08:30–17:30 CET

Pre-arrangedtrade facility

07:25–19:00 CET

07:25–18:00 CET

08:20–19:00 CET

* French government bonds partly apply to deviating standards.

Eurex Repo

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General Collateral BasketsGerman GC BasketEUR-denominated debt securities of the FederalRepublic of Germany and the Treuhandanstalt.

German 10 Year GC BasketEUR-denominated debt securities of the FederalRepublic of Germany and the Treuhandanstaltwith a remaining term of up to 10 years.

German Jumbo GC BasketEUR-denominated Jumbo-Pfandbriefe of Germanissuers as well as Asset Covered Securities (ACS)issued by mortgage banks and credit institutionssubject to public law. The issuance volume of such Jumbo-Pfandbriefe must be no less than EUR 1,000 million.*

Eurex RepoRepo Market

181Eurex Repo

180

* A minimum rating of AA from Standard & Poor’s RatingsServices for “Senior Unsecured Debt”, Aa2 from Moody’sInvestors Services, Inc. for “Long-Term Senior Debt” or AA from Fitch, Inc. for “International Long-Term Credit” is required. In case of differing ratings the lower valuationapplies.

** The issuing volume of the debt securities shall amount toat least EUR 100 million. In addition, the debt securitiesshall be rated as follows: at least A for “Senior UnsecuredDebt” by Standard & Poor’s Rating Services; at least A3 for “Long-Term Senior Debt” by Moody’s Investor Services,Inc. or at least A for “International Long-term Credit” byFitch, Inc. In case the rating by the named agencies differs,the lower rating is considered.

German Pfandbrief GC BasketEUR-denominated Pfandbriefe of German issuers.The issuance volume of such Pfandbriefe mustaccount for a minimum amount of EUR 100 millionand less than EUR 1,000 million.*

German Länder GC BasketEUR-denominated public authorities Germanybonds (e.g. German State Bonds – Länderanleihen).A minimum issuing volume of EUR 100 million is required.

KfW GC BasketEUR-denominated bonds of Kreditanstalt fürWiederaufbau (a public law institution of theFederal Republic of Germany). A minimumissuing volume of EUR 100 million is required.

German Corporate Bond GC BasketEUR-denominated covered and uncovered debtsecurities of German issuers (non-financial insti-tutions) as well as EUR-denominated uncovereddebt securities of German financial institutions.Excluded are debt securities of German issuers,which are included in the German GovernmentGuaranteed GC Basket.**

Agency GC BasketEUR-denominated debt securities of the EuropeanInvestment Bank (EIB) and the Caisse d’Amortisse-ment de la Dette Sociale (CADES) with a minimumissuing volume of EUR 500 million.

EIB GC BasketEUR-denominated bonds of the EuropeanInvestment Bank (EIB).

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European Government GC BasketEUR-denominated debt securities of Austria,Belgium, Finland, France, Ireland, Luxembourg,Netherlands as well as Eurobonds (securities with ISINs beginning with the characters XS).

Austrian Government GC BasketEUR-denominated debt securities of the Republicof Austria.

Belgian Government GC BasketEUR-denominated debt securities of the Kingdomof Belgium.

Finnish Government GC BasketEUR-denominated debt securities of the Republicof Finland.

French Government GC BasketEUR-denominated debt securities of the FrenchRepublic.

Dutch Government GC BasketEUR-denominated debt securities of the Kingdomof the Netherlands.

Eurex Repo

Spanish Government GC BasketEUR-denominated debt securities of the Kingdomof Spain.

UK GILT GC BasketEUR-denominated debt securities of the UnitedKingdom and Ireland.

European Covered Bond GC BasketEUR-denominated mortgage bonds or respectivelydebt securities that are covered similar to mortgagebonds of European issuers. A minimum issuingvolume of EUR 100 million is required.*

French Covered Bond GC BasketEUR-denominated covered bonds or bonds which are covered similar to Pfandbriefe of French issuers, with a minimum issuing volume of EUR 100 million.*

European Corporate Bond GC BasketEUR-denominated covered and uncovered debtsecurities of European issuers (non-financial insti-tutions), uncovered debt securities of Europeanfinancial institutions as well as covered and un-covered Eurobonds (securities whose ISIN beginswith the numbers XS) of European issuers. Excep-tions are debt securities of German issuers whichare included in the German Corporate Bond GCBasket or in the German Government GuaranteedGC Basket as well as debt securities of Europeanissuers which are included in the EuropeanGovernment Guaranteed GC Basket.**

German Government Guaranteed GC BasketEUR-denominated government guaranteed debtsecurities with the Federal Republic of Germanyacting as guarantor.**

* A minimum rating of AA from Standard & Poor’s RatingsServices for “Senior Unsecured Debt”, Aa2 from Moody’sInvestors Services, Inc. for “Long-Term Senior Debt” or AA from Fitch, Inc. for “International Long-Term Credit” is required. In case of differing ratings the lower valuationapplies.

** The issuing volume of the debt securities shall amount toat least EUR 100 million. In addition, the debt securitiesshall be rated as follows: at least A for “Senior UnsecuredDebt” by Standard & Poor’s Rating Services; at least A3 for “Long-Term Senior Debt” by Moody’s Investor Services,Inc. or at least A for “International Long-term Credit” byFitch, Inc. In case the rating by the named agencies differs,the lower rating is considered.

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** The issuing volume of the debt securities shall amount toat least EUR 100 million. In addition, the debt securitiesshall be rated as follows: at least A for “Senior UnsecuredDebt” by Standard & Poor’s Rating Services; at least A3 for “Long-Term Senior Debt” by Moody’s Investor Services,Inc. or at least A for “International Long-Term Credit” byFitch, Inc. In case the rating by the named agencies differs,the lower rating is considered.

European Government Guaranteed GC BasketEUR-denominated government guaranteed debtsecurities with the following countries acting asguarantor: Belgium, Germany (XS-ISIN), Finland,France, Luxembourg, Netherlands and Austria.**

EFSF GC BasketEUR-denominated special purpose entities of the European Economic and Monetary Union within the framework of the European FinancialStabilization Mechanism (ESM), especially theEuropean Financial Stabilization Facility (EFSF).

Special RepoThe securities available for Special Repo include allthose securities which are contained in the basketspecifications for General Collateral Repo and are not excluded from being eligible as collateralby the definition in the Basic Principles. Additionalsecurities with a minimal issue size of EUR 10 millionand a minimum rating of A-/A3 can be madeavailable for Special Repo on an individual basis.

Contract valueMinimum of EUR 1 million or a multiple thereofand minimum of EUR 500,000 or a multiple thereoffor the Special Repo of the Euro Repo Market.

Eurex Repo

GC Pooling® ECB Basket in CHF, EUR, GBP and USDMore than 7,500 ECB eligible securities for collateralized funding based on the Eligible AssetDatabase (EAD) with a minimum rating of A-. The basket collateral can be re-used for furtherGC Pooling® trades and for pledging in favour of the German Bundesbank and the EuropeanCentral Bank (only Xemac user) as well as EurexClearing AG to cover the margin requirements.

GC Pooling® ECB EXTended Basket in CHF,EUR, GBP and USDMore than 19,000 eligible securities for collater-alized funding based on the Eligible Asset Database(EAD) with currently a minimum rating of BBB-.The basket collateral can be re-used for furtherGC Pooling® trades and for pledging in favour ofEurex Clearing AG to cover the margin requirements.

GC Pooling® INT MXQ Basket in CHF, EUR,GBP and USD More than 1,700 eligible securities from 16 publicand seven supranational issuers with a minimumrating of AA-. The basket collateral can be re-used for further GC Pooling® trades and forpledging in favour of Eurex Clearing AG to coverthe margin requirements.

Eurex RepoGC Pooling®

Market

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186

GC Pooling® Equity The GC Pooling® Equity Basket is defined by the European benchmark indexes AEX25,CAC 40®, DAX® and EURO STOXX 50®. This basketenables the re-use within the GC Pooling® Equitymarket and Eurex Clearing Margining (possible forcustomers with Xemac access).

Contract value Minimum of EUR, USD, GBP or CHF 1 million or a multiple thereof

SettlementDelivery versus payment.

Price quotationIn percent, with a maximum of three decimal places.

Contract types – Repo MarketGeneral Collateral Baskets and Special RepoON, TN, SN, CN, C1W, 1WE, 2WE, 3WE, 1M, 2M,3M, 6M, 9M, 12M, Non Standard and Open-termson fix and variable repo rates (variable repo ratesonly available for the General Collateral Basket).

Contract types – GC Pooling® Market ON, TN, SN, Spot 1WE, 2WE, 1M, 3M, 6M, 9M,12M, FlexTerm for fix und variable repo rates.

No OverNight trading in the CHF and GBP segment.

Daily settlement priceClose of previous day.

187Eurex Repo

Cut-off times for OverNight Repo –Repo MarketGeneral Collateral Baskets and Special Repo External 10:30 CET (settlement betweenClearstream Banking and Euroclear Bank)

Internal 15:30 CET (settlement either withinClearstream Banking or Euroclear Bank)

Cut-off times for OverNight Repo –GC Pooling® Market

Trading hours07:30–18:00 CET

EUR GC Pooling®

USD GC Pooling®

CHF GC Pooling®

GBP GC Pooling®

GC Pooling® Fixed IncomeBaskets

GC Pooling® Equity Basket

GC Pooling® Fixed IcomeBaskets

OverNight trading is currently not possible.

OverNight trading is currently not possible.

17:00 CET

15:00 CET

16:30 CET

-

-

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188

ProductsLoan• Shares of the following indexes: H-DAX®,

SMI® and SMIM®, CAC 40®, BEL 20, AEX25• Government bonds and notes of major

industrialized nations• Broad range of corporate straight and

convertible bonds• Supranationals (XS) and listed Eurobonds• Wide range of Exchange Traded Funds

Equity collateral• Selected indexes from Europe, Asia Pacific

and North America• Selected ETF ISINs

Fixed income collateral• Central Government Bond Issues• Supranational Issuers• ECB-eligible Non-Central government Bonds &

Corporate Bonds as announced by ECB

Cash collateralIn addition to securities collateral, cash in the following currencies may be used for collateralization of the loans: USD and EUR.Settlement via cash correspondent.

Contract sizes Minimum contract size forEquities: 1 pieceBonds: 1,000 nominal

SecLend Market ClearingThe integrated Eurex Clearing CCP service coversEuropean markets for loans in equities, ETFs aswell as fixed income securities. The Eurex ClearingCCP service reduces counterparty risk exposureand eliminates the need for multiple credit limitevaluations. Tri-Party service only through Euroclearor Clearstream Luxembourg.

SettlementEquities: via home market settlement: Clearstream Banking Frankfurt (CBF), SIX SIS AG

Fixed Income: Clearstream Banking Luxembourg,Euroclear Bank

Contract typesStandardized contractsStandardized contracts are contracts where the term is defined with a fixed duration rangingfrom 1 week to 1 year (“Fixed Term Contract”) or where the opening date is defined and the closing date is left open (“Standardized Open EndContract”). All other contract attributes are variable.

Non-standardized contractsNon-standardized contracts are contracts wherethe opening date and the closing date are negotiable or where the opening date is negotiableand the closing date can be left open. All othercontract attributes are variable.

Cut-off dates for cash collateralEUR 15:00 CET USD 15:00 CET

Trading hours07:00–18:00 CET

189Eurex Repo

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190

Appendix

191

The Eurex Block Trade Service is available forthe following Eurex products and the illustratedminimum number of traded contracts.

Option strategies or option volatility strategies on the basis of Eurex options listed in the tableare also admitted to the Block Trade Service.The minimum Block Trade size of option strategiesor option volatility strategies is equivalent to the minimum Block Trade size of the respectiveunderlying option contracts of the strategy.

Block Trades

Prod-uct ID

FESX

FEXF

FESQ

TESX

FEDV

Minimumnumber of traded contracts

1

250

1

100

1,000

250

1,000

100

100

Contract

Equity Derivatives

Single Stock Futures

Equity Options/LEPOS (part of an AMM package)

Equity Options/LEPOS (not part of an AMM package)

British Equity Options/LEPOS

Equity Index Derivatives – Futures

EURO STOXX 50® Index Futures

EURO STOXX 50® ex Financials IndexFutures

EURO STOXX 50® Quanto Index

EURO STOXX 50® Total Return Index

EURO STOXX® Select Dividend 30Index Futures

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193 192

Prod-uct ID

FXXE

FLCE

FMCE

FSCE

FSTX

FGDV

FXXP

FLCP

FMCP

FSCP

FDAX®

FDXM

FDIV

F2MX

FTDX

FSMI

FSMM

FSLI

FFOX

FATX

FATF

FCEE

FRDE

FRDX

FMEU

FMWO

Minimumnumber of traded contracts

100

100

100

100

250

100

100

100

100

100

250

250

250

100

250

50

250

500

250

250

100

100

100

1

1

1

1

250

100

Contract

Equity Index Derivatives – Futures

EURO STOXX® Index Futures

EURO STOXX® Large Index Futures

EURO STOXX® Mid Index Futures

EURO STOXX® Small Index Futures

STOXX® Europe 50 Index Futures

STOXX® Global Select Dividend 100 IndexFutures

STOXX® Europe 600 Index Futures

STOXX® Europe Large 200 Index Futures

STOXX® Europe Mid 200 Index Futures

STOXX® Europe Small 200 Index Futures

EURO STOXX® Sector Index Futures

STOXX® Europe 600 Sector Index Futures

DAX® Futures

Mini-DAX® Futures

DivDAX® Futures

MDAX® Futures

TecDAX® Futures

SMI® Futures

SMIM® Futures

SLI® Futures

OMXH25 Futures

ATX® Futures

ATX® five Futures

CECE® EUR Index Futures

RDX® EUR Index Futures

RDX® USD Index Futures

MSCI Index Futures (standard)

MSCI Europe Index Futures

MSCI World Index Futures (USD)

FMAS

FMEM

FMEA

FMEE

FMEL

FMJP

FSEN

FT25

FMK2OKS2

FTX

OESX

OEXF

OEDV

OXXE

OLCE

OMCE

OSCE

OSTX

OGDV

OXXP

OLCP

OMCP

OSCP

Prod-uct ID

50

50

50

50

20

50

1

1

100 25

25

1,000

250

100

100

100

100

100

250

100

100

100

100

100

Minimumnumber of traded contracts

Contract

Equity Index Derivatives – Futures

MSCI AC Asia Pacific ex Japan IndexFutures

MSCI Emerging Markets Index Futures(USD)

MSCI Emerging Markets Asia IndexFutures

MSCI Emerging Markets EMEA IndexFutures

MSCI Emerging Markets Latin AmericaIndex Futures

MSCI Japan Index Futures

SENSEX Futures

TA-25 Index Futures

Daily Futures on KOSPI 200 Derivatives

Daily Futures on TAIEX Futures

Equity Index Derivatives – Options

EURO STOXX 50® Index Options

EURO STOXX 50® ex Financials IndexOptions

EURO STOXX® Select Dividend 30 IndexOptions

EURO STOXX® Index Options

EURO STOXX® Large Index Options

EURO STOXX® Mid Index Options

EURO STOXX® Small Index Options

STOXX® Europe 50 Index Options

STOXX® Global Select Dividend 100 IndexOptions

STOXX® Europe 600 Index Options

STOXX® Europe Large 200 Index Options

STOXX® Europe Mid 200 Index Options

STOXX® Europe Small 200 Index Options

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194 195

Prod-uct ID

Minimumnumber of traded contracts

EURO STOXX® Sector Index Options

STOXX® Europe 600 Sector Index Options

DAX® Options

DivDAX® Options

MDAX® Options

TecDAX® Options

SMI® Options

SMIM® Options

SLI® Options

OMXH25 Options

ATX® Options

ATX® five Options

CECE® EUR Index Options

RDX® EUR Index Options

RDX® USD Index Options

MSCI Index Options (standard)

MSCI Europe Index Options

MSCI World Index Options (USD)

MSCI AC Asia Pacific ex Japan IndexOptions

MSCI Emerging Markets Index Options (USD)

MSCI Emerging Markets Asia IndexOptions

MSCI Emerging Markets EMEA IndexOptions

MSCI Emerging Markets Latin AmericaIndex Options

SENSEX Options

EURO STOXX 50® Weekly Options

EURO STOXX® Banks Weekly Options

DAX® Weekly Options

ODAX

ODIV

O2MX

OTDX

OSMI

OSMM

OSLI

OFOX

OATX

OATF

OCEE

ORDE

ORDX

OMEU

OMWO

OMAS

OMEM

OMEA

OMEE

OMEL

OSEN

100

100

500

250

50

250

500

250

250

100

100

100

1

100

100

1

250

100

50

50

50

50

20

1

1,000

100

500

Prod-uct ID

Minimumnumber of traded contracts

FCEU

OCEU

FVS

OVS

EVAR

FXGL

OXGL

FGBS

FGBM

FGBL

FGBX

100

500

200

500

200

1

1

1,000

500

1

1,000

1

100

100

1,000

100

100

1

100

4,000

3,000

2,000

100

Contract

Equity Index Derivatives – Options

Contract

Equity Index Derivatives – Options

Daily Futures on TAIEX Options(incl. Weekly Options)

FX Derivatives

FX Futures (standard)

EUR/USD Futures

FX Options (standard)

EUR/USD Options

Dividend Derivatives

Single Stock Dividend Futures

Equity Index Dividend Derivatives

Volatility Derivatives

VSTOXX® Futures

VSTOXX® Options

EURO STOXX 50® Variance Futures

Exchange Traded Products Derivatives – Futures

Futures on ETFs

Futures on ETCs

Xetra-Gold® Futures

Exchange Traded Products Derivatives – Options

Options on db x-trackers ETFs

Options on iShares ETFs

Options on Lyxor ETFs

Options on Source ETFs

Options on ETCs

Xetra-Gold® Options

Interest Rate Derivatives

Fixed Income Derivatives – Futures

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-Buxl® Futures

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197 196

Prod -uct ID

Minimumnumber of traded contracts

50

1

1

1

Contract

Commodity Derivatives

Commodity Index Futures

Commodity Index Options

Property Derivatives

Property Futures

Prod -uct ID

FBTS,FBTM

FBTP

FOAT

FOAM

FBON

CONF

OGBS

OGBM

OGBL

OOAT

FSWS

FSWM

FSWL

FSWX

FEO1

FEU3

FLIC

OEU3

OEM1OEM2OEM3OEM4

Minimumnumber of traded contracts

100

250

250

250

250

500

300

200

100

50

1,000

500

250

100

300

100

300

50

50

Contract

Interest Rate Derivatives

Fixed Income Derivatives – Futures

Short- and Mid-Term Euro-BTP Futures

Long-Term Euro-BTP Futures

Euro-OAT Futures

Mid-Term Euro-OAT Futures

Euro-BONO Futures

CONF Futures

Interest Rate Derivatives

Fixed Income Derivatives – Options

Options on Euro-Schatz Futures

Options on Euro-Bobl Futures

Options on Euro-Bund Futures

Options on Euro-OAT Futures

Futures on Interest Rate Swaps

2-year Euro-Swap Futures

5-year Euro-Swap Futures

10-year Euro-Swap Futures

30-year Euro-Swap Futures

Money Market Derivatives – Futures

EONIA Futures

Three-Month EURIBOR Futures

EUR Secured Funding Futures

Money Market Derivatives – Options

Options on Three-Month EURIBOR Futures

One- to Four-Year Mid Curve Optionson Three-Month EURIBOR Futures

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199 198

Eurex products across various asset classes areoffered via the Flexible Contracts Services. The minimum trading size for Flexible Contracts is identical to the minimum Block Trade size of the respective product.

Flexible Futures The Flexible Futures Service is available for:

• Single Stock Futures• Equity index futures• ETF Futures• ETC Futures• Commodity index futures

Market participants can design Flexible Futurestrades by selecting:

• Flexible maturity Participants of a Flexible Futures trade can create

their own maturity date for the transaction.Individual maturity dates can be as early as thenext exchange day or as far out as the maturitydate for the most distant respective standardfutures contract.

• Settlement type In trades with Single Stock Futures membershave the ability to negotiate the terms of settlement at time of conclusion (cash settle-ment or physical delivery).

Flexible Contracts Flexible Options The Flexible Options Service is available for:

• Options on fixed income futures• Equity options/ low exercise price options (LEPOs) • Equity index options• ETF Options• ETC Options

Market participants can design Flexible Optionsby selecting:

• Exercise price The selected exercise price can be defined

above the highest exercise price of the corre-sponding regular option series or may be thelowest exercise price of an option (e.g. LEPOs)which can be represented in the Eurex® systemor an intermediate price. Maximum exerciseprices are limited to 2.5-times the highest avail-able standard expiries in the respective product.

• Expiration dateThe expiration date can be any exchange day(with some special Eurex defined exceptions)starting from the next exchange day until thelongest currently active standard expirationdate of the respective product.

• Exercise styleAmerican-style (exercise on any exchange dayduring the lifetime of the option) or European-style (exercise only on the last trading day ofthe option) can be specified.

• Settlement typeIn trades with equity and ETF options membershave the ability to negotiate the terms of settle-ment at time of conclusion (cash settlement orphysical delivery).

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201 200

The Exchange for Physicals (EFP) Service is avail -able for the following combinations of Eurexinterest rate derivatives and admitted underlyinginstruments:

All debt securities, which show a price correlationto futures contracts exchanged resulting in the futures contract representing an appropriatehedge instrument for cash transactions, may bepart of an EFP Trade.

Non-Eurex fixed income futures or Euro-SwapFutures within this meaning are all fixed incomefutures or Euro-Swap Futures respectively tradedoutside the Eurex exchanges, whose design does

Exchange forPhysicals(Interest Rate Derivatives)EFP Trades

Cash leg

Eurex Futures (transaction creating a position)

Eurex fixed income futures and Euro-Swap Futures

Eurex money market futures

Futures leg

Admitted underlyings(reporting transaction)

Debt securities

Eurex or non-Eurex money market futures

Eurex or non-Eurex fixed income and Euro-Swap Futures

Eurex Repo GC Pooling®

transactions

Non-Eurex money market futures

not correspond to the essential specifications ofthe fixed income futures or Euro-Swap Futurestraded on the Eurex Exchange.

A Eurex GC Pooling® Repo Transaction specifies a purchase/sale of the GC Pooling® ECB or of the GC Pooling® ECB EXTended basket and itssimultaneous re-sale/re-purchase as a future. The nominal value of the Repo transaction mustbe equivalent to the value of Eurex money marketfutures multiplied by the number of contracts.

The underlying cash transaction of the EFP Trademust be denominated in a currency of the OECDmember states.

Both contract parties are obligated to provide proofof the completed cash transaction if requested bya supervisory authority.

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203 202

Exchange forPhysicals(Equity Index Futures)EFPI Trades

The Exchange for Physicals (EFPI) Service is avail-able for the following combinations of Eurex equityindex futures and admitted underlying instruments:

Generally, for EFPI trades the following constella-tions are possible:

• Two participants conclude both the off-exchangecash transaction as well as the futures trans-action with one another or

• Two participants conclude the futures transactionwith one another.

One participant is an official Market Maker(“Authorized Participant“) for exchange-tradedindex fund shares who concludes the respectivecash transaction with the ETF issuer. The secondparticipant concludes the respective cash trans-action with one third party or more third parties(auction). The cash transactions concluded by the contractual parties of a futures transaction donot have to relate to an identical transaction object.A combination of two futures trades of the sameproduct is admitted.

Cash leg

Admitted underlyings(reporting transaction)

Equity basket

Exchange-traded index fund share

Futures leg

Eurex Futures (transactioncreating a position)

Eurex Equity Index Futures

Eurex Equity Index Futures

Cash transactions with respect to EFPI trades are equity baskets or exchange-traded indexfund shares with the following characteristics:

• The nominal value of the equity basket/exchange-traded index fund share has to amount to one third of the transaction value of the minimum transaction volume for a Block Trade transaction in the respectiveequity index futures (index level � contractvalue � minimum Block Trade transactionvolume / 3) and must not deviate from the nominal value of the futures position bymore than 20 percent.

• The equity basket/exchange-traded index fund share must consist of at least ten differentindex components or a number of equities that represent at least half of the equity indexunderlying the futures contract.

• The nominal value of that part of the equitybasket/exchange-traded index fund share,whose components are part of the equity index underlying the futures contract, must be at least 20 percent of the nominal value of the entire cash transaction.

• All components of the equity basket/exchange-traded index fund share must be part of the STOXX® Europe TMI Index, the MSCI WorldIndex, the MSCI Emerging Markets Index,the MSCI Frontier Markets Index, the ATX®, the CECE® EUR Index, the RDX® USD Index,the TA-25 Index or the SENSEX.

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The Exchange for Physicals (EFP) Service is avail -able for the following combinations of Eurex FXFutures and admitted underlying instruments:

Transactions which are similar to FX spot andshow a price correlation to the exchanged futurescontract, such that the futures contract constitutesa suitable hedging instrument for the opposite FX transaction, may be part of an EFP Trade.

The number of contracts of the traded FX futurescontracts must be at least equal to 1. The currencypair of the opposite FX transaction and of the FX futures contracts must consist of the sametwo currencies.

The nominal value of the opposite FX transactionshall (after conversion into the same currency –if applicable) be equivalent to the nominal valueof the FX futures contract and shall not deviatefrom it by more than 20 percent.

205 204

The number of traded futures contracts musthave a specific correlation to the nominal valueof the equity basket/exchange-traded index fund so that the futures are a suitable instrumentfor hedging the cash market transaction.

Both parties are obligated to provide evidence of cash transactions if requested to do so by a supervisory authority.

Exchange forPhysicals(FX Futures)

Cash leg

Admitted underlying instru-ments (reporting transaction)

Non-Eurex FX Futures, spot, non-deliverable forwards (NDF),FX swaps, cross currency (basis) swaps andcurrency swaptions

Futures leg

Eurex futures (transactioncreating a position)

Eurex FX Futures

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207

The Exchange for Physicals (EFPI) Service is avail -able for the following combinations of Eurex vola-tility index futures and admitted underlyinginstruments:

Cash transactions in EFPI trades with Eurex volatility index futures must fulfill the followingcharacteristics:

• All exchange-traded index fund shares andNon-Eurex volatility index futures, which showa price correlation to exchanged volatility indexfutures so that the respective futures contractdescribes an appropriate hedge instrument forcash transactions, may be part of an EFPI trade.

• The number of traded futures contracts musthave a specific correlation to the nominal valueof the exchange-traded index fund shares. The market value of the exchange-traded indexfund shares must not deviate from the nominalvalue of the futures position by more than 20 percent.

Exchange forPhysicals(Volatility Index Futures)

Cash leg

Admitted underlyings(reporting transaction)

Exchange-traded index fund share

Non Eurex Volatility Index Futures

Futures leg

Eurex Futures (transactioncreating a position)

Eurex Volatility Index Futures

Eurex Volatility Index Futures

206

FX swaps, cross currency (basis) swaps and currency swaptions may serve as opposite trans-actions in EFP Trades. Furthermore, these trans-actions must have the following characteristics:

• Agreement under the terms of an ISDA MasterAgreement or any equivalent master agreement

• All payments of the swap shall correspond tothe currency pair that the FX futures contractrefers to.

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208 209

Trade at Index Close supports the entry of off-book trades in equity index futures based on the combination of the next available index closingprice plus basis.

A futures transaction in equity index futures thatare priced by reference to a prospective closinglevel of the underlying index plus basis (guaranteedprice), can enter this transaction via the Exchangefor Physicals (EFPI) Service. The trade has to beentered as soon as the daily underlying index closeprice is available (in regular cases until 18:15 CET).The final futures price is determined by adding the basis to the index close.

Trades at Index Close are available for all equityindex futures admitted to the EFPI Service andmust fulfill the following characteristics:

• Trade entry must indicate that the trade is a “Trade at Index Close” and the basis agreedupon between two counterparties.

• Trade must be entered whenever the next official closing price of the underlying index is available.

• Minimum sizes must be at least ten percent ofthe Block Trade size in place for the respectivefutures contract.

Trade at Index Close

• On request, participants are required to provideevidence for the respective transactions. The evidence must include the guaranteedprice and the relation to the relevant officialclosing price of the underlying index.

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211 210

The Exchange for Swaps (EFS) Service is availablefor the following combinations of Eurex equityindex futures and OTC equity index swaps:

Futures leg (transaction creating a position)

Exchange forSwaps(Equity Index Futures)EFS Trades

Contract

EURO STOXX 50® Index Futures

EURO STOXX 50® ex Financials Index Futures

EURO STOXX® Select Dividend 30 Index Futures

STOXX® Europe 50 Index Futures

STOXX® Global Select Dividend 100 Index Futures

EURO STOXX® Index Futures

EURO STOXX® Large/Mid/Small Index Futures

STOXX® Europe 600 Index Futures

STOXX® Europe Large/Mid/Small 200 Index Futures

EURO STOXX® Sector Index Futures

STOXX® Europe 600 Sector Index Futures

DJ Sector Titans IndexSM Futures

DJ Global Titans 50 IndexSM Futures (EUR/USD)

DAX® Futures

Mini-DAX® Futures

DivDAX® Futures

MDAX® Futures

TecDAX® Futures

ProductID

FESX

FEXF

FEDV

FSTX

FGDV

FXXE

FLCE, FMCE,FSCE

FXXP

FLCP, FMCP,FSCP

FGTI, FT50

FDAX®

FDXM

FDIV

F2MX

FTDX

Cash leg (reporting transaction)Cash transactions in EFS trades for equity indexes are equity index swaps with the followingcharacteristics:

• The share basket reflected via the swap shallbe composed of at least ten different indexcomponents or a number of shares whichrepresent at least half of the equity indexunderlying the futures contract.

• The market value of the part of the share basketreflected via the swap whose values are part ofthe equity index underlying the futures contractshall be at minimum 20 percent of the marketvalue of the entire cash transaction.

• All single shares in the share basket reflected viathe swap shall be part of the STOXX® EuropeTMI Index, the MSCI World Index, the MSCIEmerging Markets Index, the MSCI FrontierMarkets Index, the ATX®, the CECE® EUR Index,the RDX® USD Index, the TA-25 Index or the SENSEX.

Contract

SMI® Futures

SMIM® Futures

SLI® Futures

OMXH25 Futures

ATX® Futures

CECE® EUR Index Futures

RDX® USD Index Futures

MSCI Index Futures

SENSEX Futures

TA-25 Index Futures

Product ID

FSMI

FSMM

FSLI

FFOX

FATX

FCEE

FRDX

FSEN

FT25

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• Written under the terms of an ISDA MasterAgreement.

• All swap payments must be denominated in a currency of the OECD Member States.

The Exchange for Swaps (EFS) Service is availablefor the following combinations of Eurex interestrate derivatives and OTC orders in interest rateswaps as well as interest rate swaptions:

Futures leg (transaction creating a position)

Cash leg (reporting transaction)Cash transactions in EFS trades must have differentcharacteristics depending on the futures contract.You can find them in the Conditions for Utilizationof the Trade Entry Facilities under www.eurexchange.com > Products > Eurex TradeEntry Services.

Exchange forSwaps(Interest Rate Derivatives)EFS Trades

Contract

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-Buxl® Futures

Euro-BTP Futures

Euro-OAT Futures

Euro-BONO Futures

CONF Futures

EONIA Futures

Three-Month EURIBOR Futures

EUR Secured Funding Futures

Euro Swap Futures

Product ID

FGBS

FGBM

FGBL

FGBX

FBTS, FBTM, FBTP

FOAM, FOAT

FBON

CONF

FEO1

FEU3

FLIC

FSWS, FSWM,FSWL, FSWX

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The Vola Trade Service is available for the following combinations of Eurex options and futures:

Vola Trades

* The respective product ID of the required product can be found on pages 47, 48 and 49.

* The respective product ID of the required product can be found on pages 62, 63 and 64.

Product ID

OESX

OEDV

OXXE

OLCE

OMCE

OSCE

OSTX

OGDV

OXXP

OLCP

OMCP

OSCP

*

*

ODAX®

O2MX

OTDX

ODIV

OSMI

OSMM

OSLI

OATX

ContractOptions on

Equity Index Derivatives

EURO STOXX 50® Index

EURO STOXX® Select Dividend 30 Index

EURO STOXX® Index

EURO STOXX® Large Index

EURO STOXX® Mid Index

EURO STOXX® Small Index

STOXX® Europe 50 Index

STOXX® Global Select Dividend 100 Index

STOXX® Europe 600 Index

STOXX® Europe Large 200 Index

STOXX® Europe Mid 200 Index

STOXX® Europe Small 200 Index

EURO STOXX® Sector Indexes

STOXX® Europe 600 Sector Indexes

DAX®

MDAX®

TecDAX®

DivDAX®

SMI®

SMIM®

SLI®

ATX®

OATF

OCEE

ORDE

ORDX

OFOX

OMEU

OMEP

OMWO,OMWN

OMWP

OMAS

OMEM,OMEN

OMEF

OMEA

OMEE

OMEL

OMRU

OSEN

*

*

*

*

OCEU

OCAY

OCAU

OCEA

OCEF

OCEP

OCEY

OCEU

OCPF

Product ID

ContractOptions on

Equity Index Derivatives

ATX® five

CECE® EUR Index

RDX® EUR

RDX® USD

OMXH25

MSCI Europe Index

MSCI Europe Price Index

MSCI World Index

MSCI World Price Index

MSCI AC Asia Pacific ex Japan Index

MSCI Emerging Markets Index

MSCI Emerging Markets Price Index

MSCI Emerging Markets Asia Index

MSCI Emerging Markets EMEA Index

MSCI Emerging Markets Latin America Index

MSCI Russia Index

SENSEX

EURO STOXX 50® Index – Weekly

EURO STOXX® Banks Sector – Weekly

DAX® – Weekly

SMI® – Weekly

FX Derivatives

AUD/JPY

AUD/USD

EUR/AUD

EUR/CHF

EUR/GBP

EUR/JPY

EUR/USD

GBP/CHF

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OCPU

OCNU

OCUF

OCUY

OEXD

OGBS

OGBM

OGBL

OOAT

OEU3

OVS

OCCO

Product ID

ContractOptions on

FX Derivatives

GBP/USD

NZD/USD

USD/CHF

USD/JPY

Dividend Derivatives

EURO STOXX 50® Index Dividend Futures

Interest Rate Derivatives

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OAT Futures

Three-Month EURIBOR Futures

Volatility Derivatives

VSTOXX®

Commodity Derivatives

Bloomberg Commodity IndexSM

Product ID

FESX

FEDV

FXXE

FLCE

FMCE

FSCE

FSTX

FGDV

FXXP

FLCP

FMCP

FSCP

ContractFutures on

Equity Index Derivatives

EURO STOXX 50® Index

EURO STOXX® Select Dividend 30 Index

EURO STOXX® Index

EURO STOXX® Large Index

EURO STOXX® Mid Index

EURO STOXX® Small Index

STOXX® Europe 50 Index

STOXX® Global Select Dividend 100 Index

STOXX® Europe 600 Index

STOXX® Europe Large 200 Index

STOXX® Europe Mid 200 Index

STOXX® Europe Small 200 Index

Product ID

ContractFutures on

Equity Index Derivatives

EURO STOXX® Sector Indexes

STOXX® Europe 600 Sector Indexes

DAX®

MDAX®

TecDAX®

DivDAX®

SMI®

SMIM®

SLI®

ATX®

ATX® five

CECE® EUR Index

RDX® EUR

RDX® USD

OMXH25

MSCI Europe Index

MSCI Europe Price Index

MSCI World Index

MSCI World Price Index

MSCI AC Asia Pacific ex Japan Index

MSCI Emerging Markets Index

MSCI Emerging Markets Price Index

MSCI Emerging Markets Asia Index

MSCI Emerging Markets EMEA Index

MSCI Emerging Markets Latin America Index

MSCI Russia Index

SENSEX

EURO STOXX® Index

EURO STOXX® Banks Sector

*

*

FDAX®,FDXM

F2MX

FTDX

FDIV

FSMI

FSMM

FSLI

FATX

FATF

FCEE

FRDE

FRDX

FFOX

FMEU

FMEP

FMWO,FMWN

FMWP

FMAS

FMEM, FMEN

FMEF

FMEA

FMEE

FMEL

FMRU

FSEN

FXXE

FESB

* The respective product ID of the required product can be found on pages 28 and 29.

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ProductID

ContractFutures on

FX Derivatives

FCAY

FCAU

FCEA

FCEF

FCEP

FCEY

FCEU

FCPF

FCPU

FCNU

FCUF

FCUY

FEXD

FGBS

FGBM

FGBL

FOAT

FEU3

FVS

FCCO

AUD/JPY

AUD/USD

EUR/AUD

EUR/CHF

EUR/GBP

EUR/JPY

EUR/USD

GBP/CHF

GBP/USD

NZD/USD

USD/CHF

USD/JPY

Dividend Derivatives

EURO STOXX 50® DVP

Interest Rate Derivatives

Euro-Schatz

Euro-Bobl

Euro-Bund

Euro-OAT

Three-Month EURIBOR

Volatility Derivatives

VSTOXX®

Commodity Derivatives

Bloomberg Commodity IndexSM

The Multilateral Trade Registration Service allowsprocessing of multilateral Block Trades by authorized Trading Participants of Eurex Exchange (Non-Clearing Members) as well as Members of Eurex Clearing.

Block Trades can also be submitted to the authorized Trading Participants by third partyinformation providers (TCPs). As the TCPs are not authorized participants, these entities willnot act as counterparties in the Eurex system.

The MTR Service provides an efficient way for registration of Block Trades with several counter-parties (e.g. one buyer vs. three sellers), instead of entering separate bilateral Block Trades. The MTR Service alleviates the administrativeeffort as the trade details do not necessarily have to be entered by the actual counterparties,but rather by a single participant acting in the Eurex system as an entering “broker”.

The multilateral Block Trades are cleared by Eurex Clearing after all involved counterpartieshave approved the trade in the Eurex System.

Multilateral TradeRegistration(MTR)

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The MTR Service is available for the following products:

• Equity options • Options on fixed income futures • Options on Xetra-Gold®

• Options on ETFs• MSCI Index Futures• Eurex KOSPI/TAIEX products• FX derivatives

The Trade Entry Service via e-mail is available for the following products:

• Single Stock Futures and equity options onRussian underlyings

• MSCI Russia Index Futures and Options

The purpose of this service is to facilitate quickand easy entry of off-book trades per e-mail. All Eurex Trade Entry Services for the afore-mentioned products can be used.

Trade Entry Service via E-Mail

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Complex Orders are a trading platform featurewhich facilitates trading option and option volatility strategies. It enables all market partici-pants to trade strategies, based on predefinedstrategy combinations:

Option strategies

Complex OrdersStrategy Types

Min-mumprice(no. ofticks)

2

2

Strategy structure(buy perspective)

Buy Call, buy Put atsame exercise price

Sell Call and Put in near month, buy Call and Put in far month, all at same exercise price

Sell Call and Put in near month, buy Call and Put at different exercise price in farmonth

Buy Call, buy Put atsame exercise price,sell Call at different exercise price

Buy Call, buy Put atsame exercise price, sell Put at differentexercise price

Buy Put, buy Call athigher exercise price

Buy Call, sell Call athigher exercise price

Example

OESX STDDEC17 2900

OESX STDT NOV17 DEC17 2900

OESX DIASTDNOV17 2900DEC17 3000

OESX STDDEC17 3000versus C 3900

OESX STD DEC17 2800 versus P 2900

OESX STG NOV17 2900 – 3000

OESX BULDEC17 2900 –3000

Stra t - egyshortcode

STD

STDT

DIASTD

STD-C

STD-P

STG

BUL

Strategylongname

Straddle

StraddleCalendarSpread

DiagonalStraddleCalendarSpread

StraddleversusShort Call

StraddleversusShort Put

Strangle

Call Spread

Min-mumprice(no. ofticks)

0

0

Strategy structure(buy perspective)

Buy Call, sell Call at higher exercise price,sell Put at any exerciseprice

Buy Put, sell Put at lower exercise price

Buy Put, sell Put at lower exercise price, sell Call at any exerciseprice

Sell Call near month, buy Call at same exercise price in farmonth

Sell Put near month, buy Put at same exercise price in farmonth

Sell Call near month, buy Call at different exercise price in farmonth

Sell Put near month, buy Put at different exercise price in farmonth

Sell Call, buy two Calls at higher exerciseprice

Sell Put, buy two Puts at lower exerciseprice

Sell Call, buy three Calls at higher exercise price

Sell Put, buy three Puts at lower exercise price

Buy Call, sell two Calls at higher exerciseprice, buy Call at equally higher exerciseprice

Buy Put, sell two Puts at higher exerciseprice, buy Put at equally higher exerciseprice

Example

OESX BULNOV17 2900 –3000 versus P 2800

OESX BERNOV17 2900 –2800

OESX BERDEC17 3000 –2900 versus C 2800

OESX BLT NOV17 DEC17 2900

OESX BRT NOV17 DEC172700

OESX CDIANOV17 2900DEC17 3000

OESX PDIANOV17 3000DEC17 2900

OESX RBULDEC 2900 –3000

OESX RBERNOV17 3000 –2900

OESX BU13NOV17 2900 –3000

OESX BR13NOV17 3000 –2900

OESX CBUTDEC17 2800 –2900 – 3000

OESX PBUTDEC17 2800 –2900 – 3000

Stra t - egyshortcode

BUL-P

BER

BER-C

BLT

BRT

CDIA

PDIA

RBUL

RBER

BU13

BR13

CBUT

PBUT

Strategylongname

Call SpreadversusShort Put

Put Spread

Put SpreadversusShort Call

CallCalendarSpread

PutCalendar Spread

CallDiagonalCalendarSpread

PutDiagonalCalendarSpread

2x1 RatioCall Spread

2x1 RatioPut Spread

3x1 RatioCall Spread

3x1 RatioPut Spread

CallButterfly

PutButterfly

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Min-mumprice(no. ofticks)

0

2

0

0

Strategy structure(buy perspective)

Buy Call, sell Call at higher exercise price, buy Call at higher exercise price

Buy Put, sell Put at higher exercise price, buy Put at higher exercise price

Sell Put, buy Put and Call at higher exerciseprice, sell Call at equally higher exerciseprice

Buy Call, sell Call at higher exercise price, sell Call at equally higher exercise price

Sell Put, sell Put at higher exercise price, buy Put at equally higher exercise price

Buy Call, sell Put at same exercise price

Sell Call, buy Put at lower exercise price

Buy Call, buy Put at higher exercise price

Buy Call, sell Put at same exercise price, buy Put and sell Call athigher exercise price

Sell Call, buy Put at same exercise price in near month; buy Call, sell Put at same exercise price in far month (exercise price in far month does nothave to equal exerciseprice in near month)

Buy Call, Sell Call athigher exercise price, sell Call at equally higher exercise price, buy Call at again equally higher exerciseprice

Example

OESX CBUSDEC17 2800 –2900 – 3000

OESX PBUSDEC17 2800 –2900 – 3000

OESX IBUTNOV17 2800 –2900 – 3000

OESX CLADNOV17 2800 –2900 – 3000

OESX PLADNOV17 2800 –2900 – 3000

OESX CNVDEC17 3000

OESX COMBODEC17 2900 –2800

OESX GUTSDEC17 2900 –3000

OESX BOXDEC17 3000 –3100

OESX JR NOV172900 DEC173000

OESX CCONDDEC17 2800 –2900 – 3000 –3100

Stra t - egyshortcode

CBUS

PBUS

IBUT

CLAD

PLAD

CNV

COMBO

GUTS

BOX

JR

CCOND

Strategylongname

Skinny CallButterfly

Skinny PutButterfly

IronButterfly

Call Ladder

Put Ladder

Conversion/Reversal

Combo

Guts

Box

Jelly Roll

Call Condor

Min-mumprice(no. ofticks)

0

Strategy structure(buy perspective)

Buy Put, Sell Put at higher exercise price, sell Put at equally higher exercise price, buy Put at again equally higher exerciseprice

Example

OESX PCONDDEC17 2800 –2900 – 3000 –3100

Stra t - egyshortcode

PCOND

Strategylongname

Put Condor

Volatility Strategies*

* All volatility strategies are designed to be delta neutral.

** Option Quantity Unit = 100; Option Quantity Unit forODAX based strategies is 250. In general, Option Quantityreflects contract specifications of the respective equity option; in the case of fixed income options, each volatilitystrategy unit encompasses 100 options. Futures QuantityUnit can be defined on strategy creation between 1 and 100.

Min-mumprice(no. ofticks)

1

1

0

0

0

Strategy structure(buy perspective)

Buy Call, sell Underlying

Buy Put, buy Underlying

Buy Call, sell two Calls at higher exerciseprice, buy Call at higher exercise price, buy Underlying

Buy Call, sell two Calls at higher exerciseprice, buy Call at higher exercise price, sell Underlying

Buy Put, sell two Puts at higher exerciseprice, buy Put at higher exercise price, buy Underlying

Example**

OESX 100 CSEP17 3000 versus 17 FESXSEP17 @ 2851

OESX 100 PSEP17 2500 versus 47 FESXSEP17 @ 2571

OESX CBUTSEP17 2800 –2900 – 3000 versus 17 FESXSEP17 @ 2850

OESX CBUTSEP17 2800 –2900 – 3000 versus 17 FESXSEP17 @ 2850

OESX PBUTSEP17 2300 –2400 – 2500 versus 17 FESXSEP17 @ 2850

Stra t - egyshortcode

CALL-U

PUT+U

CBUT+U

CBUT-U

PBUT+U

Strategylong name

CallVolatilityTrade

PutVolatilityTrade

CallButterflyversus LongUnderlying

CallButterflyversus ShortUnderlying

Put Butterflyversus LongUnderlying

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Min-mumprice(no. ofticks)

0

2

2

2

2

0

0

Strategy structure(buy perspective)

Buy Put, sell two Puts at higher exercise price, buy Put at higher exercise price, sell Underlying

Buy Call, buy Put atsame exercise price, buy Underlying

Buy Call, buy Put atsame exercise price, sell Underlying

Buy Put, buy Call at higher exercise price, buy Underlying

Buy Put, buy Call at higher exercise price, sell Underlying

Buy Call, sell Call at higher exercise price, sell Underlying

Buy Put, sell Put at lower exercise price, buy Underlying

Buy Call, sell Call at higher exercise price, sell Put at any exerciseprice, sell Underlying

Buy Put, sell Put at lower exercise price, sell Call at any exercise price, buy Underlying

Sell Call in near month, buy Call at same exercise price in far month, buy Underlying

Example**

OESX PBUTSEP17 2300 –2400 – 2500 versus 17 FESXSEP17 @ 2850

OESX 100 STDSEP17 2900 versus 11 FESXSEP17 @ 2751

OESX 100 STDSEP17 2900 versus 12 FESXSEP17 @ 2751

OESX 100 STGSEP17 2900 –3000 versus 9FESX SEP17 @2751

OESX 100 STGSEP17 2900 –3000 versus 7FESX SEP17 @2751

OESX 100 BULSEP17 2800 –2900 versus 24FESX SEP17 @2751

OESX 100 BERSEP17 3000 –2900 versus 22FESX SEP17 @2751

OESX 100 BULSEP17 2280 –2900 versus 100 P SEP172700 versus 54 FESX MAR17@ 2751

OESX 100 BERSEP17 3000 –2900 versus 100 C SEP173100 versus 54 FESX SEP17@ 2751

OESX 100 BLTJUN17 – SEP172900 versus 11FESX SEP17 @2751

Stra t - egyshortcode

PBUT-U

STD+U

STD-U

STG+U

STG-U

BUL-U

BER+U

BUL-P-U

BER-C+U

BLT+U

Strategylong name

Put Butterflyversus ShortUnderlying

StraddleversusLongUnderlying

StraddleversusShortUnderlying

Strangleversus LongUnderlying

Strangleversus ShortUnderlying

Call Spreadversus ShortUnderlying

Put Spreadversus LongUnderlying

Call SpreadversusShort Put/ShortUnderlying

Put SpreadversusShort Call/LongUnderlying

CallCalendarSpreadversus LongUnderlying

Min-mumprice(no. ofticks)

Strategy structure(buy perspective)

Sell Call in near month, buy Call at same exercise price in far month, sell Underlying

Sell Call near month, buy Call at differentexercise price in farmonth, buy Underlying

Sell Call near month, buy Call at differentexercise price in farmonth, sell Underlying

Sell Put in near month, buy Put at same exercise pricein far month, buy Underlying

Sell Put in near month, buy Put at same exercise price in far month, sell Underlying

Sell Put near month, buy Put at different exercise price in farmonth, buy Underlying

Sell Put near month, buy Put at different exercise price in farmonth, sell Underlying

Example**

OESX 100 BLTJUN17 – SEP173900 versus 12FESX SEP17 @2751

OESX CDIAJUN17 2900SEP17 3000 versus 11 FESX SEP17 @2751

OESX CDIAJUN17 2900SEP17 3000 versus 11 FESX SEP17 @2751

OESX 100 BRTJUN17 – SEP172900 versus 25FESX SEP17 @2751

OESX 100 BRTJUN17 – SEP172900 versus 25FESX SEP17 @2751

OESX PDIAJUN17 3000SEP17 2900 versus 25 FESX SEP17 @2751

OESX PDIAJUN17 3000SEP17 2900 versus 25 FESX SEP17 @2751

Stra t - egyshortcode

BLT-U

CDIA+U

CDIA-U

BRT+U

BRT-U

PDIA+U

PDIA-U

Strategylong name

CallCalendarSpreadversus ShortUnderlying

CallDiagonalCalendarSpread versus LongUnderlying

CallDiagonalCalendarSpread versus ShortUnderlying

PutCalendarSpreadversus LongUnderlying

PutCalendarSpreadversus ShortUnderlying

PutDiagonalCalendarSpread versus LongUnderlying

PutDiagonalCalendarSpread versus ShortUnderlying

** Option Quantity Unit = 100; Option Quantity Unit forODAX based strategies is 250. In general, Option Quantityreflects contract specifications of the respective equity option; in the case of fixed income options, each volatilitystrategy unit encompasses 100 options. Futures QuantityUnit can be defined on strategy creation between 1 and 100.

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Min-mumprice(no. ofticks)

0

0

0

0

Strategy structure(buy perspective)

Buy Call, sell Call at higher exercise price, sell Call at equally higher exercise price, buy Underlying

Buy Call, sell Call at higher exercise price, sell Call at equally higher exercise price, sell Underlying

Sell Put, sell Put at higher exercise price, buy Put at equally higher exercise price, buy Underlying

Sell Put, sell Put at higher exercise price, buy Put at equally higher exercise price, sell Underlying

Buy Call, Sell Call at higher exercise price, sell Call at equally higher exercise price, buy Call at again equally higher exerciseprice, buy Underlying

Buy Call, Sell Call at higher exercise price, sell Call at equally higher exercise price, buy Call at again equally higher exerciseprice, sell Underlying

Buy Put, Sell Put at higher exercise price, sell Put at equally higher exercise price, buy Put at again equally higher exerciseprice, buy Underlying

Buy Put, Sell Put at higher exercise price, sell Put at equally higher exercise price, buy Put at again equally higher exerciseprice, sell Underlying

Example**

OESX 100 CLADSEP17 2800 –2900 – 3000 versus 19 FESXSEP17 @ 2751

OESX 100 CLADSEP17 2800 –2900 – 3000 versus 11 FESXSEP17 @ 2751

OESX 100 PLADSEP17 2800 –2900 – 3000 versus 50 FESXSEP17 @ 2751

OESX 100 PLADSEP17 2800 –2900 – 3000 versus 35 FESXSEP17 @ 2751

OESX CCONDSEP17 2800 –2900 – 3000 –3100 versus 15 FESX SEP17@ 2751

OESX CCONDSEP17 2800 –2900 – 3000 –3100 versus 25 FESX SEP17@ 2751

OESX PCONDSEP17 2800 –2900 – 3000 –3100 versus 35 FESX SEP17@ 2751

OESX PCONDSEP17 2800 –2900 – 3000 –3100 versus 45 FESX SEP17@ 2751

Stra t - egyshortcode

CLAD+U

CLAD-U

PLAD+U

PLAD-U

CCOND+U

CCOND-U

PCOND+U

PCOND-U

Strategylong name

Call Ladderversus LongUnderlying

Call Ladderversus ShortUnderlying

Put Ladderversus LongUnderlying

Put Ladderversus ShortUnderlying

Call Condorversus LongUnderlying

Call Condorversus ShortUnderlying

Put Condorversus LongUnderlying

Put Condorversus ShortUnderlying

Min-mumprice(no. ofticks)

Strategy structure(buy perspective)

Sell Call, buy Put atlower exercise price, buy Underlying

Sell Call, buy two Calls at higher exercise price, buy underlying

Sell Call, buy two Calls at higher exercise price, sellUnderlying

Sell Put, buy twoPuts at lowerexercise price, buy Underlying

Sell Put, buy two Puts at lower exercise price, sell Underlying

Buy Call, sell Put at same exercise price, sell Underlying

Example**

OESX 100COMBO SEP17 2900 –2800 versus 80FESX SEP17 @2871

OESX 100/200RBUL SEP172900 – 3000versus 17 FESXSEP17 @ 2853

OESX 100/200RBUL SEP172800 – 2900versus 15 FESXSEP17 @ 2867

OESX 100/200RBER SEP172900 – 2800versus 5 FESXSEP17 @ 2898

OESX 100/200RBER SEP172900 – 3000versus 15 FESXSEP17 @ 2953

OESX 100 CNVSEP17 2900 versus 19 FESXSEP17 @ 3153

Stra t - egyshortcode

COMBO+U

RBUL+U

RBUL-U

RBER+U

RBER-U

CNV-U

Strategylong name

Comboversus LongUnderlying

2x1 RatioCall Spreadversus LongUnderlying

2x1 RatioCall Spreadversus ShortUnderlying

2x1 RatioPut Spreadversus LongUnderlying

2x1 RatioPut Spreadversus ShortUnderlying

Conversionversus ShortUnderlying

** Option Quantity Unit = 100; Option Quantity Unit forODAX based strategies is 250. In general, Option Quantityreflects contract specifications of the respective equity option; in the case of fixed income options, each volatilitystrategy unit encompasses 100 options. Futures QuantityUnit can be defined on strategy creation between 1 and 100.

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The following products are available for tradingdirectly via terminals located in the U.S.:

Trading in the U.S.

Prod-uct ID

FGBS

FGBM

FGBL

FGBX

FBTS,FBTM,FBTP

FOAM,FOAT

FBON

CONF

OGBS

OGBM

OGBL

OOAT

FEO1

FEU3

FLIC

Prod-uct ID

FESX

FEXF

FESQ

FEDV

FXXE

FLCE

FMCE

FSCE

FSTX

FXXP

FSTB

FSTG

FSTI

FSTM

FSTV

FSTU

FLCP

FMCP

FSCP

FGDV

FDAX®

FDXM

F2MX

FTDX

FSMM

FSLI

FMAU

FMCN

FMHK

FMIN

Contract

LDX IRS Constant Maturity Futures

Equity Index Derivatives

EURO STOXX 50® Index Futures

EURO STOXX 50® ex Financials Index Futures

EURO STOXX 50® Index Quanto Futures

EURO STOXX® Select Dividend 30 Index Futures

EURO STOXX® Index Futures

EURO STOXX® Large Index Futures

EURO STOXX® Mid Index Futures

EURO STOXX® Small Index Futures

STOXX Europe 50® Index Futures

STOXX® Europe 600 Index Futures

STOXX® Europe 600 Banks Futures

STOXX® Europe 600 Industrial Goods & Services Futures

STOXX® Europe 600 Insurance Futures

STOXX® Europe 600 Media Futures

STOXX® Europe 600 Travel & Leisure Futures

STOXX® Europe 600 Utilities Futures

STOXX® Europe Large 200 Index Futures

STOXX® Europe Mid 200 Index Futures

STOXX® Europe Small 200 Index Futures

STOXX® Global Select Dividend 100 Index Futures

DAX® Futures

Mini-DAX® Futures

MDAX® Futures

TecDAX® Futures

SMIM® Futures

SLI Swiss Leader Index® Futures

MSCI Australia Index Futures

MSCI China Free Index Futures

MSCI Hong Kong Index Futures

MSCI India Index Futures

Contract

Interest Rate Derivatives

Fixed Income Derivatives – Futures

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-Buxl® Futures

Euro-BTP Futures

Euro-OAT Futures

Euro-BONO Futures

CONF Futures

Fixed Income Derivatives – Options

Options on Euro-Schatz Futures

Options on Euro-Bobl Futures

Options on Euro-Bund Futures

Weekly Options on Euro-Bund Futures

Options on Euro-OAT Futures

Money Market Derivatives – Futures

EONIA Futures

Three-Month EURIBOR Futures

EUR Secured Funding Futures

Money Market Derivatives – Options

Options on Three-Month EURIBOR Futures

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Prod-uct ID

FMID

FMJG

FMJP

FMMY

FMMX

FMZA

FMTH

FMUK

FMUS

FMAS

FMAC

FMEA

FMEE

FMEN

FMEM

FMEL

FMEF

FMEG

FMEU

FMED

FMEP

FMEV

FMFM

FMKG

FMKN

FMPX

FMWN

FMWO

FMWM

FMWP

All Eurex products currently available for trading directly via terminals located in the U.S. can be found on our website underwww.eurexchange.com > Products > Eurex Derivatives in the U.S.For up to date information regarding the direct trading of products in the U.S. please also visit our circulars.

Contract

Equity Index Derivatives

MSCI Indonesia Index Futures

MSCI Japan GTR-Index Futures

MSCI Japan Index Futures

MSCI Malaysia Index Futures

MSCI Mexico Index Futures

MSCI South Africa Index Futures

MSCI Thailand Index Futures

MSCI UK Index Futures

MSCI USA Index Futures

MSCI AC Asia Pacific ex Japan Index Futures

MSCI ACWI Index Futures

MSCI Emerging Markets Asia Index Futures

MSCI Emerging Markets EMEA Index Futures

MSCI Emerging Markets Index Futures (EUR)

MSCI Emerging Markets Index Futures

MSCI Emerging Markets Latin America Index Futures

MSCI Emerging Markets Price Index Futures

MSCI Europe Growth Index Futures

MSCI Europe Index Futures

MSCI Europe Index Futures

MSCI Europe Price Index Futures

MSCI Europe Value Index Futures

MSCI Frontier Markets Index Futures

MSCI Kokusai Index Futures (USD, GTR)

MSCI Kokusai Index Futures (USD, NTR)

MSCI Pacific ex Japan Index Futures

MSCI World Index Futures (EUR)

MSCI World Index Futures

MSCI World Midcap Index Futures

MSCI World Price Index Futures

Prod-uct ID

FT25

FTX

FEXD

FCEU

FCEF

FCEP

FCPU

FCPF

FCUF

FVS

EVAR

Contract

Equity Index Derivatives

TA-25 Index Futures

Eurex Daily Futures on Mini-KOSPI 200 Futures

Daily Futures on TAIEX-Futures

Dividend Derivatives

EURO STOXX 50® Index Dividend Futures

FX Derivatives

EUR/USD Futures

EUR/CHF Futures

EUR/GBP Futures

GBP/USD Futures

GBP/CHF Futures

USD/CHF Futures

Volatility Derivatives

VSTOXX® Futures

EURO STOXX 50® Variance Futures

Property Derivatives

IPD® UK Quarterly Index Futures

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Historical DataT +49-69-211-118 00 F +49-69-211-145 01

Capital Markets AcademyT +49-69-211-137 67 F +49-69-211-137 63

PublicationsT +49-69-211-11510 F +49-69-211-11511

HelpdesksEquity/Equity Index/ETF Derivatives T +49-69-211-11210

Interest Rate Derivatives T +49-69-211-112 40

Clearing T +49-69-211-112 50

FurtherInformation

© Eurex 2017Deutsche Börse AG (DBAG), Clearstream Banking AG (Clearstream), Eurex Frankfurt AG, Eurex Clearing AG(Eurex Clearing) as well as Eurex Bonds GmbH (Eurex Bonds) and Eurex Repo GmbH (Eurex Repo) arecorporate entities and are registered under German law. Eurex Zürich AG is a corporate entity and is registeredunder Swiss law. Clearstream Banking S.A. is a corporate entity and is registered under Luxembourg law.U.S. Exchange Holdings, Inc. is a corporate entity and is registered under U.S. American law. DeutscheBoerse Asia Holding Pte. Ltd., Eurex Clearing Asia Pte. Ltd. and Eurex Exchange Asia Pte. Ltd are corporateentities and are registered under Singapore law. Eurex Frankfurt AG (Eurex) is the administrating andoperating institution of Eurex Deutschland. Eurex Deutschland and Eurex Zürich AG are in the followingreferred to as the “Eurex Exchanges”.

All intellectual property, proprietary and other rights and interests in this publication and the subject matterhereof (other than certain trademarks and service marks listed below) are owned by DBAG and its affiliatesand subsidiaries including, without limitation, all patent, registered design, copyright, trademark and servicemark rights. While reasonable care has been taken in the preparation of this publication to provide detailsthat are accurate and not misleading at the time of publication DBAG, Clearstream, Eurex, Eurex Clearing,Eurex Bonds, Eurex Repo as well as the Eurex Exchanges and their respective servants and agents (a) donot make any representations or warranties regarding the information contained herein, whether expressor implied, including without limitation any implied warranty of merchantability or fitness for a particularpurpose or any warranty with respect to the accuracy, correctness, quality, completeness or timeliness ofsuch information, and (b) shall not be responsible or liable for any third party’s use of any information con-tained herein under any circumstances, including, without limitation, in connection with actual trading orotherwise or for any errors or omissions contained in this publication.

This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer, solicitation or recommendation to acquire or dispose of anyinvestment or to engage in any other transaction. This publication is not intended for solicitation purposesbut only for use as general information. All descriptions, examples and calculations contained in this publication are for illustrative purposes only.

Eurex and Eurex Clearing offer services directly to members of the Eurex exchanges respectively to clearingmembers of Eurex Clearing. Those who desire to trade any products available on the Eurex market or whodesire to offer and sell any such products to others or who desire to possess a clearing license of EurexClearing in order to participate in the clearing process provided by Eurex Clearing, should consider legaland regulatory requirements of those jurisdictions relevant to them, as well as the risks associated with suchproducts, before doing so.

Eurex derivatives are currently not available for offer, sale or trading in the United States or by UnitedStates persons (other than EURO STOXX 50® Index Futures, EURO STOXX 50® ex Financials Index Futures,EURO STOXX® Select Dividend 30 Index Futures, EURO STOXX® Index Futures, EURO STOXX® Large/Mid/Small Index Futures, STOXX® Europe 50 Index Futures, STOXX® Europe 600 Index Futures, STOXX®

Europe 600 Banks/Industrial Goods & Services/Insurance/Media/Travel & Leisure/Utilities Futures, STOXX®

Europe Large/Mid/Small 200 Index Futures, Dow Jones Global Titans 50 IndexSM Futures (EUR & USD),DAX®/Mini-DAX®/MDAX®/TecDAX® Futures, SMIM® Futures, SLI Swiss Leader Index® Futures, MSCIWorld (FMWO, FMWP, FMWN)/Europe (FMED, FMEU, FMEP)/Europe Value/Europe Growth/Europeex Switzerland/Emerging Markets (FMEM, FMEF, FMEN)/Emerging Markets Latin America/EmergingMarkets EMEA/Emerging Markets Asia/EMU/Frontier Markets/Kokusai (FMKG, FMKN)/AC Asia Pacific/AC Asia Pacific ex Japan/ACWI/Pacific ex Japan/Pacific (FMPG, FMPA)/Australia/China Free/Hong Kong/India/Indonesia/Japan (FMJP, FMJG)/Malaysia/Mexico/South Africa/Thailand/UK (FMUK, FMDK)/USA/USA Equal Weighted/USA Momentum/USA Quality/USA Value Weighted Index Futures, TA-25 IndexFutures, Eurex Daily Futures on Mini-KOSPI 200 Futures, Daily Futures on TAIEX Futures, VSTOXX® Futures,EURO STOXX 50® Variance Futures as well as Eurex FX, property and interest rate derivatives).

Trademarks and Service MarksBuxl®, DAX®, DivDAX®, eb.rexx®, Eurex®, Eurex Bonds®, Eurex Repo®, Eurex Strategy WizardSM, Euro GCPooling®, FDAX®, FWB®, GC Pooling®, GCPI®, HDAX®, MDAX®, ODAX®, SDAX®, TecDAX®, USD GC Pooling®,VDAX®, VDAX-NEW® and Xetra® are registered trademarks of DBAG.

All MSCI indexes are service marks and the exclusive property of MSCI Barra.

ATX®, ATX® five, CECE® and RDX® are registered trademarks of Vienna Stock Exchange AG.

IPD® UK Annual All Property Index is a registered trademark of Investment Property Databank Ltd. IPD and has been licensed for the use by Eurex for derivatives.

SLI®, SMI® and SMIM® are registered trademarks of SIX Swiss Exchange AG.

The STOXX® indexes, the data included therein and the trademarks used in the index names are theintellectual property of STOXX Limited and/or its licensors. Eurex derivatives based on the STOXX® indexesare in no way sponsored, endorsed, sold or promoted by STOXX and its licensors and neither STOXX norits licensors shall have any liability with respect thereto.

Bloomberg Commodity IndexSM and any related sub-indexes are service marks of Bloomberg L.P.

PCS® and Property Claim Services® are registered trademarks of ISO Services, Inc.

Korea Exchange, KRX, KOSPI and KOSPI 200 are registered trademarks of Korea Exchange, Inc.

Taiwan Futures Exchange and TAIFEX are registered trademarks of Taiwan Futures Exchange Corporation. Taiwan Stock Exchange, TWSE and TAIEX are the registered trademarks of Taiwan Stock Exchange Corporation.

BSE and SENSEX are trademarks/service marks of Bombay Stock Exchange (BSE) and all rights accruingfrom the same, statutory or otherwise, wholly vest with BSE. Any violation of the above would constitutean offence under the laws of India and international treaties governing the same.

The names of other companies and third party products may be trademarks or service marks of their respective owners.

Page 119: Products 20 17€¦ · n g e T r a d e d P r o d u c ts D e r i v a t i v es C o m m o d i t y D e r i v a t i v e s P r o p e r t y D e r i v a t i v e s I n t e r e s t R a t e

© Eurex, January 2017

Published byEurex Frankfurt AGMergenthalerallee 6165760 EschbornGermany

Eurex Zürich AGManessestrasse 85 8045 Zurich Switzerland

www.eurexchange.com

Order NumberE2E-192-0117

ARBN NumberEurex Frankfurt AG ARBN 100 999 764