Eurex exchange – options on euro-bund futures


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

Up to 6 months:The three nearest successive calendar months, as well as the following quarterly month of the March, June, September and December cycle thereafter. Euro to dollar exchange rate 2015 Calendar months: The maturity month of the underlying futures contract is the quarterly month following the expiration month of the option.

Love quotes for girlfriend Quarterly months: The maturity month of the underlying futures contract and the expiration month of the option are identical.

Last trading day is the last Friday prior to the first calendar day of the option expiration month, followed by at least two exchange days prior to the first calendar day of the option expiration month. Chf usd bloomberg Unless at least two exchange days lie between the last Friday of a month and the first calendar day of the expiration month, the last trading day is the Friday preceding the last Friday. Gender roles articles If this Friday is not an exchange day, the exchange day immediately preceding that Friday is the last trading day. Funny quotes and sayings for facebook An exchange day within the meaning of this exception is a day, which is both an exchange day at the Eurex Exchanges and a federal workday in the U.S. Exchange rate usd to malawi kwacha Close of trading in all option series on the Last trading day is at 17:15 CET.

The daily settlement price is established by Eurex. Convert usd to inr The daily settlement prices for options on fixed income futures are determined trough the binomial model according to Cox/Ross/Rubinstein.

(1) Orders and quotes relating to the same contract or to a system-supported combination of contracts may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a prearranged trade), unless the conditions according to paragraph 3 have been fulfilled. Usa today sports page The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of the Eurex Exchanges to the Market Surveillance Office of Eurex Germany or to the Surveillance and Enforcement Office of Eurex Zurich, with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of paragraph 1. Us to inr exchange rate today The details of the specifications of the description of the IT linkage pursuant to sentence 1 shall be determined by the Surveillance Offices of Eurex Germany and Eurex Zurich in agreement with the Boards of Management of the Eurex Exchanges. Euro to pound conversion rate The specifications shall be subject to publication. Usd to rmb exchange rate Disclosure of said specifications to one of the two Surveillance Offices named above shall be deemed to be disclosure to both Eurex Surveillance Offices.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote, enters a cross request equivalent to the number of contracts of the order. Stock market today futures The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, Options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. Dollar exchange rate The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in the opening period (subsection 1.3 paragraph 2) or during the closing auction (subsection 1.3 paragraph (3)).