products 20 18 - eurex exchange...numb erof x ci sp upon the admission of the options, at least...

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Products2018

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

Equity Index Derivatives24 Equity Index Futures51 Equity Index Options67 Weekly Options70 Eurex/KRX-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 Options on VSTOXX®-Futures

102 Variance Futures

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Appendix

Complex Orders189 Strategy Types

197 Trading in the U.S.203 Further Information

Exchange Traded Products Derivatives106 Equity Index ETF Futures109 Equity Index and Fixed Income ETF Options115 ETC Futures118 ETC Options121 Xetra-Gold® Futures 123 Xetra-Gold® Options

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 Corporate Bond Index Futures157 LDX IRS Constant Maturity Futures

Money Market Derivatives160 Money Market Futures169 Options on Money Market Futures

Eurex Repo177 Eurex Repo Repo Market183 Eurex Repo GC Pooling® Market 186 SecLend Market

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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

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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 in the 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 Futures are 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 the floor trading of NYSE Euronext New York,

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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 T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Single Stock Futures:

• Block Trades - supported by Bulk Load Panel - Non-Disclosure facility implemented• Flexible Futures• T7 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 T7 Entry Services is available on www.eurexchange.com >Trading > Eurex T7 Entry 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

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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


Financial Services

Food & Beverage

Health Care


Insurance

Media

Oil & Gas


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

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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.


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 in several country segmentsand group IDs are different from the standardexercise 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

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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 equity options 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 equity options staggered on a country-by-country approach 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 T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor 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)• T7 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

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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 exercise price with one decimal place have an exercise price of EUR 0.1, CHF 0.1, GBp 0.1 or USD 0.1 respectively.

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Low Exercise Price Options:

• Multilateral Trade Registration• Block Trades• Flexible Options• T7 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)

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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:One month for all contracts expiring on the 1st,2nd and 4th Friday of a calendar month. At the start of trading on each Friday, the WeeklyOptions for the same week of the followingmonth 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

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Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Weekly Options:

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


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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® 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 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

FEDV

FXXE

FLCE

FMCE

FSCE

FSTX

FGDV

FXXP

FLCP

FMCP

FSCP

FDAX®/FDXM

FDIV

F2MX

FTDX

FSMI

FSMM

FSLI

FFOX

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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-35, the Israeli blue chip index of the Tel Aviv StockExchange (TASE)

ProductID

FATX

FATF

FCEE

FRDE/FRDX

FSEN

FT25

MSCI Indexes

Futures on

MSCI AC ASEAN Index

MSCI AC Asia Index

MSCI AC Asia ex Japan Index

MSCI AC Asia Pacific Index

MSCI AC Asia Pacific ex Japan Index

MSCI ACWI Index (EUR)

MSCI ACWI Index (USD)

MSCI ACWI ex USA Index

MSCI EAFE Index

MSCI EAFE Price Index

MSCI Emerging Markets Index (EUR)

MSCI Emerging Markets Index (USD)

MSCI Emerging Markets Growth Index

MSCI Emerging Markets Value Index

MSCI Emerging Markets Price Index

MSCI Emerging Markets Asia Index

MSCI Emerging Markets EMEA Index

MSCI Emerging Markets EMEA ex Turkey Index

ProductID

FMSE

FMAA

FMXJ

FMAP

FMAS

FMAE

FMAC

FMXU

FMFA

FMFP

FMEN

FMEM

FMMG

FMMV

FMEF

FMEA

FMEE

FMXT

27 26Eq

uity

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MSCI Indexes

Futures on

MSCI Emerging Markets Latin America Index

MSCI Emerging Markets Latin America ex Brazil Index

MSCI EMU Index

MSCI EMU GTR Index

MSCI EMU Growth Index

MSCI EMU Value Index

MSCI Europe Index (EUR)

MSCI Europe Index (USD)

MSCI Europe GTR Index (EUR)

MSCI Europe GTR Index (USD)

MSCI Europe Growth Index

MSCI Europe Value Index

MSCI Europe Price Index

MSCI Europe ex Switzerland Index

MSCI Frontier Markets Index

MSCI Kokusai Index

MSCI Kokusai GTR Index

MSCI North America Index

MSCI North America GTR Index

MSCI Pacific Index

MSCI Pacific GTR Index

MSCI Pacific ex Japan Index

MSCI World Index (EUR)

MSCI World Index (USD)

MSCI World GTR Index (EUR)

MSCI World GTR Index (USD)

MSCI World Growth Index

MSCI World Value Index

MSCI World Price Index

MSCI World Midcap Index

MSCI Australia Index

MSCI Canada Index

ProductID

FMEL

FMXB

FMMU

FMGM

FMIG

FMIV

FMEU

FMED

FMGE

FMGU

FMEG

FMEV

FMEP

FMXS

FMFM

FMKN

FMKG

FMNA

FMGA

FMPA

FMPG

FMPX

FMWN

FMWO

FMWE

FMWG

FMOG

FMOV

FMWP

FMWM

FMAU

FMCA

MSCI Indexes

Futures on

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 Hong Kong Index

MSCI Hungary Index

MSCI India Index

MSCI Indonesia Index

MSCI Japan Index

MSCI Japan GTR Index

MSCI Malaysia Index

MSCI Mexico Index

MSCI Morocco Index

MSCI New Zealand Index

MSCI Pakistan 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 Taiwan Index

MSCI Thailand Index

MSCI UAE Index

MSCI UK Index (GBP)

MSCI UK Index (USD)

MSCI USA Index

ProductID

FMGC

FMCL

FMCN

FMCO

FMCZ

FMEY

FMFR

FMGF

FMHK

FMHU

FMIN

FMID

FMJP

FMJG

FMMY

FMMX

FMMA

FMNZ

FMPK

FMPE

FMPH

FMPL

FMQA

FMRS

FMRU

FMZA

FMTW

FMTH

FMUA

FMUK

FMDK

FMUS

29 28Eq

uity

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MSCI Indexes

Futures on

MSCI USA GTR Index

MSCI USA Equal Weighted Index

MSCI USA Momentum Index

MSCI USA Quality Index

MSCI USA Value Weighted Index

ProductID

FMGS

FMUE

FMUM

FMUQ

FMUV

EURO STOXX® sector index products

Futures on

Automobiles & Parts

Banks

Basic Resources

Chemicals


Financial Services

Food & Beverage

Health Care


Insurance

Media

Oil & Gas


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


Financial Services

Food & Beverage

Health Care


Insurance

Media

Oil & Gas


Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

FSTA

FSTB

FSTS

FSTC

FSTN

FSTF

FSTO

FSTH

FSTG

FSTI

FSTM

FSTE

FSTZ

FSTL

FSTR

FSTY

FSTT

FSTV

FSTU

Sector code

SXAP

SX7P

SXPP

SX4P

SXOP

SXFP

SX3P

SXDP

SXNP

SXIP

SXMP

SXEP

SXQP

SX86P

SXRP

SX8P

SXKP

SXTP

SX6P

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

31 30

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

STOXX® Europe 50 Index Futures

STOXX® Global SelectDividend 100 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

Contractvalue*

EUR 10

EUR 10

USD 10

EUR 10

EUR 50

EUR 50

EUR 50

EUR 50

EUR 10

EUR 10

EUR 50

EUR 50

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

1

0.5

0.1

0.1

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

EUR 10

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

EUR 5

* Per index point of the underlying

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Contract

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 AC ASEAN IndexFutures

MSCI AC Asia IndexFutures

MSCI AC Asia ex JapanIndex Futures

MSCI AC Asia Pacific Index Futures

MSCI AC Asia Pacific exJapan Index Futures

MSCI ACWI Index Futures(FMXU)

MSCI ACWI Index Futures(FMAE)

MSCI ACWI ex USA IndexFutures

MSCI EAFE Index Futures

MSCI EAFE Price IndexFutures

MSCI Emerging MarketsIndex Futures (FMEM)

Contractvalue*

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

USD 10

USD 100

USD 100

USD 100

USD 100

USD 100

EUR 100

USD 100

USD 10

USD 50

USD 100

Minimum pricechange

Points

0.5

1

0.05

1

0.5

1

1

0.1

0.1

0.5

0.5

0.5

0.5

0.5

1

0.1

0.1

0.1

0.1

0.05

0.05

0.05

1

0.5

0.1

Value

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

USD 10

USD 10

USD 10

USD 10

USD 10

USD 5

EUR 5

USD 5

USD 10

USD 25

USD 10

33 32Eq

uity

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MSCI Emerging MarketsIndex Futures (FMEN)

MSCI Emerging MarketsGrowth Index Futures

MSCI Emerging MarketsValue Index Futures

MSCI Emerging MarketsPrice Index Futures (FMEF)

MSCI Emerging MarketsAsia Index Futures

MSCI Emerging MarketsEMEA Index Futures

MSCI Emerging MarketsEMEA ex Turkey IndexFutures

MSCI Emerging MarketsLatin America IndexFutures

MSCI Emerging MarketsEMEA Latin America exBrazil Index Futures

MSCI EMU Index Futures

MSCI EMU GTR IndexFutures

MSCI EMU Growth IndexFutures

MSCI EMU Value IndexFutures

MSCI Europe IndexFutures (FMEU)

MSCI Europe IndexFutures (FMED)

MSCI Europe GTR IndexFutures (FMGE)

MSCI Europe GTR IndexFutures (FMGU)

MSCI Europe GrowthIndex Futures

EUR 100

USD 10

USD 10

USD 50

USD 100

USD 100

USD 50

USD 100

USD 10

EUR 100

EUR 100

EUR 100

EUR 100

EUR 100

USD 10

EUR 100

USD 10

EUR 100

0.1

1

1

0.1

0.1

0.1

0.5

0.1

0.5

0.05

0.05

0.1

0.1

0.05

1

0.05

1

0.05

EUR 10

USD 10

USD 10

EUR 5

USD 10

USD 10

USD 25

USD 10

USD 5

EUR 5

EUR 5

EUR 10

EUR 10

EUR 5

USD 10

EUR 5

USD 10

EUR 5

Contract Contractvalue*

Minimum pricechange

Points Value

MSCI Europe Value IndexFutures

MSCI Europe Price IndexFutures

MSCI Europe exSwitzerland Index Futures

MSCI Frontier MarketsIndex Futures

MSCI Kokusai IndexFutures

MSCI Kokusai GTR IndexFutures

MSCI North America IndexFutures

MSCI North America GTRIndex Futures

MSCI Pacific Index Futures

MSCI Pacific GTR IndexFutures

MSCI Pacific ex JapanIndex Futures

MSCI World Index Futures(FMWN)

MSCI World Index Futures(FMWO)

MSCI World GTR IndexFutures (FMWE)

MSCI World GTR IndexFutures (FMWG)

MSCI World Growth IndexFutures

MSCI World Value IndexFutures

MSCI World Price IndexFutures (FMWP)

MSCI World Midcap IndexFutures

MSCI Australia IndexFutures

EUR 100

EUR 100

EUR 100

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

EUR 100

USD 10

EUR 100

USD 10

USD 100

USD 100

USD 10

USD 50

USD 10

0.05

0.05

0.05

0.5

1

1

1

1

1

1

1

0.05

1

0.05

1

0.1

0.1

0.5

0.5

1

EUR 5

EUR 5

EUR 5

USD 5

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

USD 10

EUR 5

USD 10

EUR 5

USD 10

USD 10

USD 10

USD 5

USD 25

USD 10


Minimum pricechange

Points Value

35 34Eq

uity

Ind

exDer

ivat

ives


MSCI Canada IndexFutures

MSCI Canada GTR IndexFutures

MSCI Chile IndexFutures

MSCI China Free IndexFutures

MSCI Colombia IndexFutures

MSCI Czech RepublicIndex Futures

MSCI Egypt IndexFutures

MSCI France IndexFutures

MSCI France GTR IndexFutures

MSCI Hong Kong IndexFutures

MSCI Hungary IndexFutures

MSCI India IndexFutures

MSCI Indonesia IndexFutures

MSCI Japan IndexFutures

MSCI Japan GTR IndexFutures

MSCI Malaysia IndexFutures

MSCI Mexico IndexFutures

MSCI Morocco IndexFutures

MSCI New Zealand Index Futures

USD 10

USD 10

USD 50

USD 50

USD 10

USD 50

USD 50

EUR 100

EUR 100

USD 1

USD 100

USD 100

USD 10

USD 10

USD 10

USD 100

USD 50

USD 100

USD 100

1

1

0.1

0.1

1

0.1

0.5

0.05

0.05

10

0.1

0.1

0.5

1

1

0.1

0.1

0.1

0.1

USD 10

USD 10

USD 5

USD 5

USD 10

USD 5

USD 25

EUR 5

EUR 5

USD 10

USD 10

USD 10

USD 5

USD 10

USD 10

USD 10

USD 5

USD 10

USD 10


Minimum pricechange

Points Value

35

MSCI Pakistan IndexFutures

MSCI Peru IndexFutures

MSCI Philippines IndexFutures

MSCI Poland IndexFutures

MSCI Qatar IndexFutures

MSCI Russia IndexFutures

MSCI Russia Price IndexFutures

MSCI South Africa IndexFutures

MSCI Taiwan Index Futures

MSCI Thailand IndexFutures

MSCI UAE IndexFutures

MSCI UK Index Futures(FMUK)

MSCI UK Index Futures(FMDK)

MSCI USA IndexFutures

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-35 Index Futures

USD 50

USD 10

USD 50

USD 100

USD 10

USD 50

USD 10

USD 100

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

0.5

0.5

0.1

0.1

0.5

0.1

0.1

0.1

0.1

0.5

0.1

1

1

1

1

1

1

1

1

5

0.5

USD 25

USD 5

USD 5

USD 10

USD 5

USD 5

USD 1

USD 10

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


Minimum pricechange

Points Value

37 36Eq

uity

Ind

exDer

ivat

ives

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

TA-35 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.

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-35 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-35 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

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®Mid Index Futures


Close of trading

12:00 CET

39 38Eq

uity

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Contract






EURO STOXX® 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


RDX® EUR/USD Index Futures

MSCI Index Futures

SENSEX Futures

TA-35 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

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.


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

Contract

EURO STOXX 50® IndexFutures

EURO STOXX 50® exFinancials Index Futures

EURO STOXX 50® QuantoIndex Futures

EURO STOXX® SelectDividend 30 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.

41 40Eq

uity

Ind

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ives

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


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.

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

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Equity Index Futures:

• Multilateral Trade Registration (MSCI Index Futures)• Block Trades• Flexible Futures• Vola Trades• EFPI Trades• EFS Trades• T7 Entry Service via e-mai (MSCI Russia Index Futures)

Contract


RDX® EUR/USD IndexFutures

MSCI Index Futures

SENSEX Futures

TA-35 Index Futures


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-35 Index, based on TASE opening prices of the respective index com-ponent shares.


Service hours

Trading in the U.S.All equity index futures available for trading in the U.S. can be found on page 197.

43 42Eq

uity

Ind

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Contract

Standard

EURO STOXX® Sector Index Futures


TA-35 Index Futures

Time

08:00–22:00 CET

08:05–22:00 CET

08:30–22:00 CET

Index type

Price index

DVP index

Funding rate

Currency

EUR

EUR

EUR

Index


EURO STOXX 50® DistributionPoint Index

EONIA

EURO STOXX 50® IndexTotal Return Futures

Underlying instruments


Contract multiplier EUR 10 per index point.

Quotation and minimum change of the TRF spreadTRF spread as annualized rate expressed in basispoints with one decimal place. The minimumchange 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.

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.

45 44

Contract monthsUp to 119 months: The 21 nearest quarterlymonths of the March, June, September andDecember cycle and the five following annualmonths of the December cycle thereafter.

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 settlement

Equi

ty Ind

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TRF 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.

47 46Eq

uity

Ind

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Eurex MOC Futures on EURO STOXX 50®

Index Futures

Eurex MOC Futures on EURO STOXX 50® IndexFutures reference the EURO STOXX 50® Index fordetermining the final price. Settlement of EurexMOC Futures on EURO STOXX 50® Index Futureswill occur into EURO STOXX 50® Index Futures.

Settlement Transaction-based, physical settlement of EUROSTOXX 50® Index Futures. Intraday delivery intothe corresponding maturities of EURO STOXX 50®

Index Futures.

Contract values and price gradations

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

Last trading day and final settlement dayLast trading day is the final settlement day. Each trading day is also the last trading day

Final settlement priceThe final settlement price is established by Eurexon the final settlement day of the contract and is determined as the official closing value of the EURO STOXX 50® Index plus the tradedbasis price of the Eurex MOC Futures.

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

Trading hours08:50 –17:25 CET

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are available for Eurex MOC Futures on EUROSTOXX 50® Index Futures:

• Block Trades


Service hours09:00 –17:35 CET

Contract


Index Futures

Product ID

FES1

Underlying

EURO STOXX 50®

Index Futures

Contract


Index Futures

Contract valueper index point

EUR 10

Minimum price change

Points Value

0.1 EUR 1

49 48

iSTOXX® Factor Index Futures

Contract standards

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

Contract values and price gradations


Contract

iSTOXX® Europe Low RiskFactor Futures

iSTOXX® EuropeMomentum Factor Futures

iSTOXX® Europe QualityFactor Futures

iSTOXX® Europe SizeFactor Futures

iSTOXX® Europe ValueFactor Futures

iSTOXX® Europe CarryFactor Futures

ProductID

FXFR

FXFM

FXFQ

FXFS

FXFV

FXFC

Underlying

iSTOXX® Europe LowRisk Factor Index

iSTOXX® EuropeMomentum Factor Index

iSTOXX® Europe QualityFactor Index

iSTOXX® Europe SizeFactor Index

iSTOXX® Europe ValueFactor Index

iSTOXX® Europe CarryFactor Index

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; otherwise the exchange day immediately precedingthat day. Close of trading in the maturing futures on the last trading day is at 12:00 CET.

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, provided that morethan five trades are transacted within 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.


Final settlement priceThe final settlement price is established by Eurexon the final settlement day of the contract and is based on the average of the respective iSTOXX®

Index values calculated between 11:50 and 12:00 CET.

Handelszeiten07:50 –22:00 CET

Contract

iSTOXX® Factor Futures

Contractvalue

EUR 50


Points Value

0.1 EUR 5

Equi

ty Ind

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ives

51 50Eq

uity

Ind

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ives

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor iSTOXX® Factor Futures:

• Block Trades• EFPI Trades• EFS Trades


Service hours08:00 –22:00 CET

Options on


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® Global Select Dividend 100 Index


STOXX® Europe Large 200 Index

STOXX® Europe Mid 200 Index

STOXX® Europe Small 200 Index


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® 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

Underlyings

Equity IndexOptions

53 52Eq

uity

Ind

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ivat

ives

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 AC Asia Pacific ex Japan Index

MSCI EAFE Index

MSCI EAFE Price Index

MSCI Emerging Markets 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 Europe Index

MSCI Europe Price Index

MSCI Europe Value Index

MSCI Europe Growth Index

MSCI World Index

MSCI World Index

MSCI World Price Index

MSCI China Free Index

MSCI Japan Index

MSCI Russia Price Index

ProductID

OMAS

OMFA

OMFP

OMEN

OMEM

OMEF

OMEA

OMEE

OMEL

OMEU

OMEP

OMEV

OMEG

OMWN

OMWO

OMWP

OMCN

OMJP

OMRU

EURO STOXX® sector index products

Options on

Automobiles & Parts

Banks

Basic Resources

Chemicals


Financial Services

Food & Beverage

Health Care


Insurance

Media

Oil & Gas


Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

OESA

OESB

OESS

OESC

OESN

OESF

OESO

OESH

OESG

OESI

OESM

OESE

OESZ

OESL

OESR

OESY

OEST

OESV

OESU

Sector code

SXAE

SX7E

SXPE

SX4E

SXOE

SXFE

SX3E

SXDE

SXNE

SXIE

SXME

SXEE

SXQE

SX86E

SXRE

SX8E

SXKE

SXTE

SX6E


Options on

Automobiles & Parts

Banks

Basic Resources

Chemicals


Financial Services

Food & Beverage

Health Care


Insurance

Media

Product ID

OSTA

OSTB

OSTS

OSTC

OSTN

OSTF

OSTO

OSTH

OSTG

OSTI

OSTM

Sector code

SXAP

SX7P

SXPP

SX4P

SXOP

SXFP

SX3P

SXDP

SXNP

SXIP

SXMP

55 54Eq

uity

Ind

exDer

ivat

ives

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

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.


*Per index point of the underlying.

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.


Options on

Oil & Gas


Real Estate

Retail

Technology

Telecommunications

Travel & Leisure

Utilities

Product ID

OSTE

OSTZ

OSTL

OSTR

OSTY

OSTT

OSTV

OSTU

Sector code

SXEP

SXQP

SX86P

SXRP

SX8P

SXKP

SXTP

SX6P

57 56Eq

uity

Ind

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ives

* 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. *Per index point of the underlying.

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 AC Asia Pacificex Japan IndexOptions

MSCI EAFE IndexOptions

MSCI EAFE PriceIndex Options

MSCI EmergingMarkets IndexOptions (OMEM)

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

USD 100

USD 10

USD 50

USD 100

Con-tractmonths

24**

60

24***

60

60

24

24

24

60

24

60

12

24

24

60

60

119

24

60

60

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

0.1

0.1

0.1

0.1

Value

EUR 5

EUR 2.50

EUR 5

EUR 2.50

EUR 0.50

EUR 2

EUR0.50

EUR 1

CHF 1

CHF 1

CHF 1

EUR 1

EUR 1

EUR 1

EUR 1

EUR 1

USD1

USD 10

USD1

USD5

USD 10

Contract

MSCI EmergingMarkets IndexOptions (OMEN)

MSCI EmergingMarkets Price IndexOptions (OMEF)

MSCI EmergingMarkets Asia IndexOptions

MSCI EmergingMarkets EMEA Index Options

MSCI EmergingMarkets LatinAmerica IndexOptions

MSCI Europe IndexOptions

MSCI Europe PriceIndex Options

MSCI Europe GrowthIndex Options

MSCI Europe ValueIndex Options

MSCI World IndexOptions (OMWO)

MSCI World IndexOptions (OMWN)

MSCI World PriceIndex Options(OMWP)

MSCI China FreeIndex Options

MSCI Japan IndexOptions

MSCI Russia IndexOptions

SENSEX Options

Contractvalue*

EUR 100

USD 50

USD 100

USD 100

USD 100

EUR 100

EUR 100

EUR 100

EUR 100

USD 10

EUR 100

USD 10

USD 50

USD 10

USD 10

USD 1

Con-tractmonths

60

60

24

24

24

60

60

24

24

60

60

60

24

24

24

24

Minimum pricechange

Points

0.1

0.1

0.1

0.1

0.1

0.01

0.01

0.01

0.01

0.1

0.1

0.1

0.1

0.1

0.1

1

Value

EUR 10

USD 5

USD 10

USD 10

USD 10

EUR 1

EUR 1

EUR 1

EUR 1

USD 1

EUR 10

USD 1

USD 5

USD 1

USD 1

USD 1

58 59Eq

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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).

Final settlement day is the last trading day, for STOXX® Global Select Dividend 100 Index and MSCI Index Options the exchange day following the last trading day.

Last trading day and final settlement day for SENSEX Options is the last Thursday of each expiration month if this is an exchange day(both at Eurex and BSE); otherwise the exchangeday immediately preceding that day.

Close of trading in the expiring option series on the 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®Mid 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

Close of trading

12:00 CET

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 or other payments are taken into consideration.


Contract

STOXX® Global Select Dividend 100 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/USD Index Options

MSCI Index Options

SENSEX Options

Close of trading

17:30 CET

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

17:20 CET

17:30 CET

12:00 CET

16:30 CET

16:30 CET

17:30 CET

11:00 CET (12:00 CEST)

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

60 61Eq

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Contract

EURO STOXX 50® IndexOptions

EURO STOXX 50® exFinancials Index Options

EURO STOXX® SelectDividend 30 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


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).

Contract

SMI® Options

SMIM® Options

SLI® Options

OMXH25 Options

ATX® Options

ATX® five Options


RDX® EUR/USD IndexOptions

MSCI Index Options

SENSEX Options


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.

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 trading

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).

63 62Eq

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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® Mid 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

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 AC Asia Pacificex Japan IndexOptions

MSCI EAFE IndexOptions

MSCI EAFE PriceIndex Options

MSCI EmergingMarkets IndexOptions (OMEM,OMEN)

MSCI EmergingMarkets Price IndexOptions (OMEF)

MSCI EmergingMarkets Asia IndexOptions


< 3mon.

2.5

50

5

100

10

50

5

5

25

25*

25*

25*

25

25

5

50

25*

5

5*

5

4–12mon.

5

50

5

200

20

50

10

10

25

50

50

50

50

50

10

50

50

10

10

10

13–24mon.

10

100

10

400

40

100

20

20

-

100

100

100

100

100

20

100

100

20

20

20

25–36mon.

20

200

-

-

-

200

-

50

-

-

-

100

100

100

-

-

-

50

50

-

> 36mon.

20

200

-

-

-

200

-

50

-

-

-

100

100

100

-

-

-

50

50

-

* <_ 6 months

65 64Eq

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* <_ 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 threeare out-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.

Option premiumThe equivalent of the premium in points, payablein full in the currency of the respective contracton the exchange day following the day of the trade.

Trading hoursContract

Standard


EURO STOXX® Large/Mid/SmallIndex Options


STOXX® Europe Large/Mid/Small200 Index Options

STOXX® Europe 600 Sector IndexOptions

SMI® Options

SMIM® Options

SLI® 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

Contract

MSCI EmergingMarkets EMEA IndexOptions

MSCI EmergingMarkets Latin AmericaIndex Options

MSCI Europe IndexOptions (OMEU,OMEP)

MSCI Europe Growth & ValueIndex Options(OMEG, OMEV)

MSCI World IndexOptions (OMWO)

MSCI World IndexOptions (OMWN)

MSCI World PriceIndex Options(OMWP)

MSCI China FreeIndex Options

MSCI Japan IndexOptions

MSCI Russia IndexOptions

SENSEX Options


< 3mon.

5

5

5

5

50

5

25*

5

50

5

200

4–12mon.

10

10

5

5

50

5

50

10

50

10

200

13–24mon.

20

20

10

10

100

10

100

20

100

20

400

25–36mon.

-

-

10

-

100

10

100

-

-

-

-

> 36mon.

-

-

10

-

100

10

100

-

-

-

-

67 66Eq

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Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Equity Index Options:

• Block Trades• Flexible Options• Vola Trades• T7 Entry Service via e-mail (MSCI Russia Index Options)


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

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

Contract standards

Weekly Options

Contract

EURO STOXX 50®, 1st Friday Weekly Options

EURO STOXX 50®, 2nd Friday Weekly Options

EURO STOXX 50®, 4th Friday Weekly Options


EURO STOXX® Banks, 1st Friday Weekly Options

EURO STOXX® Banks, 2nd Friday Weekly Options

EURO STOXX® Banks, 4th Friday Weekly Options


DAX®, 1st Friday Weekly Options

DAX®, 2nd Friday Weekly Options

DAX®, 4th 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


69 68Eq

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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


ProductID

OSM1

OSM2

OSM4

OSM5

Underlying


Contract

EURO STOXX 50®, 1st Friday Weekly Options

EURO STOXX 50®, 2nd Friday Weekly Options



EURO STOXX® Banks, 1st Friday Weekly Options

EURO STOXX® Banks, 2nd Friday Weekly Options



Contractvalue

EUR 10

EUR 50

Minimum pricechange

Points

0.1

0.05

Value

EUR 1

EUR 2.50

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

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Weekly Options:

• Block Trades• Vola Trades


Contract

DAX®, 1st Friday Weekly Options

DAX®, 2nd Friday Weekly Options



SMI®, 1st Friday Weekly Options

SMI® , 2nd Friday Weekly Options



Contractvalue

EUR 5

CHF 10

Minimum pricechange

Points

0.1

0.1

Value

EUR 0.50

CHF 1

71 70Eq

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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-Link

Contract

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

Product ID

OKS2

Underlying

The relevant KOSPI 200Options series listed at KRX

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.

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

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are available for Eurex Daily Futures on KOSPI 200 Options:

• Multilateral Trade Registration• Block Trades


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

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

74

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 T7 Entry ServicesThe following Eurex T7 Entry Services are available for Eurex Daily Futures on Mini-KOSPI200 Futures:

• Multilateral Trade Registration• Block Trades


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.

FX Derivatives

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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 of one 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 thethird Wednesday of each maturity month if this is an exchange day; otherwise the exchange dayimmediately preceding that day. Close of tradingin the maturing futures on the last trading day 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 at 17:30 CET. If less than five transactions occur,

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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 hours00:00–23:00 CET

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor FX Futures:

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


Service hours00:00–23:00 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.

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.

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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 of five 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 thethird Wednesday of each expiration month if this is an exchange day; otherwise the exchange dayimmediately preceding that day. Close of trading in the expiring FX Option series on the last tradingday 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.

83 82FX

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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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor FX Options:

• Multilateral Trade Registration• Block Trades• Vola Trades



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.

Dividend Derivatives

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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.


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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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.


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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Single Stock Dividend Futures:

• Block Trades




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 for trading 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.

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Contract standards


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

EURO STOXX 50® IndexDividend Futures

EURO STOXX® SelectDividend 30 Index Dividend Futures

EURO STOXX® Sector Index Dividend Futures

STOXX® Europe 600 SectorIndex 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


Trading hours

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Equity Index Dividend Futures:

• Block Trades• Vola Trades (FEXD)


Service hours

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

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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.


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 payment and the conversion of the dividends in index points.

Contract

EURO STOXX 50® Index DividendFutures

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

EURO STOXX® Select Dividend 30 Index 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




Time

08:30–22:00 CET

08:30–19:00 CET

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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.


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 payment and the conversion of the dividends in index points.

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ExerciseEuropean-style; an option can only be exercisedon the final settlement day of the respective option 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 of not less than one point. Option series with a term of up to 59 months may have exercise prices of five points or of ten points for optionseries 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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Options on Equity Index Dividend Futures:




Volatility Derivatives

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Contract valueEUR 100 per index point of the underlying.


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

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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.


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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor volatility futures:

• Block Trades• Vola Trades• EFPI Trades


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

Contract valueEUR 100 per volatility index point.

SettlementPhysical delivery of the underlying. The underlyingis maturing on the same exchange day and will be settled in cash.

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 Fridaynof the expi-ration month of the underlying options, if this is an exchange day). This is usually the Wednesdaybefore the second last Friday of the respectiveexpiration 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 12:00 CET.

Options onVSTOXX® Futures

Contract

Options on VSTOXX®

Futures

Underlying

VSTOXX®

Futures

Product ID

OVS2

Currency

EUR

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Daily settlement priceThe daily settlement price is established by Eurex.The daily settlement prices for Options on VSTOXX®

Futures are determined through the Black/Scholes76 model.


Final settlement priceThe final settlement price is established by Eurexon the final settlement day, based on the averageof the VSTOXX® index values on the last tradingday between 11:30 and 12:00 CET.

ExerciseAmerican-style; an option can be exercised up to the end of the Post-Trading Full Period(20:30 CET) on any exchange day duringthe lifetime of the option.

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

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

Futures-style premiumThe premium payment is not made through a one-time payment after the purchase of the option;instead it is part of the daily settlement processduring the duration of the option position based

on a mark-to-market valuation of the position on each exchange day. The valuation is made onthe day on which the transaction is entered intoon the basis of the difference between the optionprice and the daily settlement price, and thereafteron the basis of the difference between the dailysettlement prices of the current exchange day andthe preceding exchange day. The daily settlementmay also result in an interim debit of the writer.Upon exercise and assignment of the option, as well as upon its expiration, a final premiumpayment shall be made in an amount equivalentto the daily settlement price of the options contracton the exercise day or the expiration day, as thecase may be.



Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Options on VSTOXX® Futures:




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

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Contract valueEUR 1 per Variance Futures point.


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 is an 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.


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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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor EURO STOXX 50® Variance Futures:

• Block Trades



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

Exchange TradedProducts Derivatives

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.


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

Equity Index 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

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

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


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 domestic cash market for the respective under-lying will be consulted.

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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Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Equity Index ETF Futures:

• Block Trades• Flexible Futures

Further information about Eurex T7 Entry Services is available on www.eurexchange.com > Trading > Eurex T7 Entry Services.


Equity Index and Fixed IncomeETF Options

Contract standards

ProductID

DBX1

DBXW

DBXA

EXS1

EUN2

EXX1

XMT

EXSA

IQQY

IDEM

IWDA

CSPX

ISF

Cur-rency

EUR

EUR

EUR

EUR

EUR

EUR

CHF

EUR

EUR

USD

USD

USD

GBP

Underlying

db x-trackers MSCIEmerging MarketsTRN ETF

db x-trackers MSCIWorld TRN ETF

db x-trackers MSCIEurope TRN ETF

iShares DAX® (DE)ETF

iShares EURO STOXX 50® ETF

iShares EUROSTOXX® Banks 30–15UCITS (DE) ETF

iShares SMI® (CH) ETF

iShares STOXX®

Europe 600 UCITS(DE) ETF

iShares MSCI EuropeUCITS ETF

iShares MSCIEmerging MarketsUCITS ETF

iShares Core MSCIWorld UCITS ETF

iShares Core S&P 500UCITS ETF

iShares Core FTSE100 UCITS ETF

Contract

db x-trackers MSCIEmerging MarketsTRN Options

db x-trackers MSCIWorld TRN Options

db x-trackers MSCIEurope TRN Options

iShares DAX® (DE)Options

iShares EURO STOXX 50® Options

iShares EUROSTOXX® Banks 30–15UCITS (DE) Options

iShares SMI® (CH)Options

iShares STOXX®

Europe 600 UCITS(DE) Options

iShares MSCI EuropeUCITS Options

iShares MSCIEmerging MarketsUCITS Options

iShares Core MSCIWorld UCITS Options

iShares Core S&P 500UCITS Options

iShares Core FTSE100 UCITS Options

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Contract size100 (ISF: 1,000) index fund shares of the underlying.

Settlement Physical delivery of 100 (ISF: 1,000) index fund shares two exchange days after the last trading day.

Minimum price changeEUR 0.01, CHF 0.01, USD 0.01 or GBX 0.25.

Contract monthsStandard – up to 24 months: The three nearestsuccessive calendar months, the three followingquarterly months of the March, June, Septemberand December cycle thereafter, and the two following semi-annual months of the June andDecember cycle thereafter.

OHYU, OEMB, OQDE – up to 12 months: The three nearest successive calendar months andthe three following quarterly months of the March,June, September and December cycle thereafter.

Last trading dayThe third Friday of each expiration month, if thisis an exchange day; otherwise the exchange dayimmediately preceding that day. Close of tradingin the expiring option series (OHYU, OEMB,OQDE and all EUR denominated ETF options) on the last trading day is at 17:30 CET, for allother option series at 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.


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.

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

The reference price for options on db x-trackersETFs used for automatic exercise is the NAV (Net Asset Value) of the respective ETF at close of trading on the last trading day rounded to twodecimal places. Since this price is not publishedbefore the respective next exchange day, the finalsettlement day for options on db x-trackers ETFs

Product ID

OHYU

OEMB

OQDE

Cur-rency

USD

USD

USD

Underlying

iShares USD HighYield Corporate BondUCITS ETF

iShares J.P. MorganUSD EmergingMarket Bond UCITSETF

iShares USDCorporate BondUCITS ETF

Contract

iShares USD HighYield Corporate BondUCITS Options

iShares J.P. MorganUSD EmergingMarket Bond UCITSOptions

iShares USDCorporate BondUCITS Options

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will be the exchange day immediately followingthe last trading day; this is typically the Mondayfollowing the third Friday of the expiration month.

Exercise prices – db x-trackers

Exercise prices – iSharesNumber 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

IWDA, IDEM, ISF, CSPX, XMT

Trading hours

08:51–17:30 CET

08:51–17:20 CET

Exercise prices in EUR

Up to 2

2 – 4

4 – 8

8 – 20

20 – 52

52 – 100

100 – 200

200 – 400

> 400

Exercise price intervals in EUR for contract 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

13–24months

0.20

0.40

0.80

2.00

4.00

8.00

20.00

40.00

80.00

Contract

iShares DAX® (DE) Options

iShares EURO STOXX 50®

Options

iShares EURO STOXX® Banks30–15 UCITS (DE) Options

iShares SMI® (CH) Options

iShares STOXX® Europe 600UCITS (DE) Options

iShares MSCI Europe UCITSOptions

Exercise price intervals in EUR, CHF, USD or GBXfor contract months witha remaining lifetime of

< 3 months

1

0.5

0.5

1

0.5

0.5

4–12 months

2.5

1

1

2.5

1

1

13–24months

5

2

2

5

2

2

Contract

iShares MSCI Emerging MarketsUCITS Options

iShares Core MSCI World UCITSOptions

iShares Core S&P 500 UCITSOptions

iShares Core FTSE 100 UCITSOptions

iShares USD High YieldCorporate Bond UCITS Options

iShares J.P. Morgan USDEmerging Market Bond UCITSOptions

iShares USD Corporate BondUCITS Options

Exercise price intervals in EUR, CHF, USD or GBXfor contract months witha remaining lifetime of

< 3 months

0.5

0.5

5

10

0.5

0.5

0.5

4–12 months

1

1

10

20

1

1

1

13–24months

2

2

20

40

-

-

-

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Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor EquityIndex and fixed Income ETF options:

• Multilateral Trade Registration• Block Trades• Flexible Options


Service hours

Contract standards

Contract size100 ETC securities

Settlement Physical delivery of the respective ETC securitiesfour exchange days after the last trading day.

Minimum price changeThe minimum price change is USD 0.01 per security,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

Contract

Standard

IWDA, IDEM, ISF, CSPX, XMT

Trading hours

08:51–17:30 CET

08:51–17:20 CET

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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.


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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor ETC Futures:




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Contract standards

Contract size100 ETC securities

Settlement Physical delivery of the respective ETC securitiesfour exchange days after the last trading day.

Minimum price changeThe minimum price change is USD 0.01 per security,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.


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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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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor ETC Options:




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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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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Xetra-Gold® Futures:




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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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.


Exercise prices

Number of exercise prices Upon the admission of the options, at least15 exercise prices shall be made available foreach due date with a term of up to 60 months for each call and put, such that seven exercise prices are in-the-money, one is at-the-moneyand seven are out-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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Xetra-Gold® Options:

• Multilateral Trade Registration• Block Trades• Flexible Options



Commodity Derivatives

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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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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.


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.


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Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Bloomberg Commodity IndexSM Futures:




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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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 is still 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.


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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Bloomberg Commodity IndexSM Options:


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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Property DerivativesFurther information about Eurex T7 Entry Services is available on www.eurexchange.com >Trading > Eurex T7 Entry Services.


137

Contract standards

Property Futures

136

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


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-weightedaverage 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.

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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

Interest RateDerivatives

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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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Property Futures:

• Block Trades



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

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

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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 (as of September 2018: 15 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 of Italy and the Kingdom of Spain no later thanten exchange days prior to the last trading day of the current maturity month, otherwise, theyshall not be deliverable until the delivery day of the current maturity month.

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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.


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

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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


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 they will 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 of the relevant maturity month. Close of tradingin the maturing futures on the last trading dayis 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 settlement 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.


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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 T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Fixed Income Futures:

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


Service hours

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

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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

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Contract standardsFutures on notional short-, medium- or long-term debt instruments issued by the FederalRepublic of Germany, the French Republic andthe Republic of Italy respectively with remainingterms 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

OBTP

Underlying

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OATFutures

Euro-BTP Futures

Coupon

Percent

6

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

8.5 to 11.0

Contract

Options on

Euro-Schatz Futures

Euro-Bobl Futures

Euro-Bund Futures

Euro-OATFutures

Euro-BTP Futures

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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

Euro-BTP Futures


Points

0.005

0.005

0.01

0.01

0.01

Value

EUR 5

EUR 5

EUR 10

EUR 10

EUR 10

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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.


ExerciseAmerican-style; an option can be exercised until the end of the Post-Trading Full Period at 18:30 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

Euro-BTP Futures

Exercise intervals

Points

0.1

0.25

0.50

0.50

0.50

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


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Options on Fixed Income Futures:

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



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

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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 Eurex Clearing AG defined according to theunderlying 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 to accept the delivery.

Futures onInterest RateSwaps

Product ID

FSWS

FSWM

FSWL

FSWX

Currency

EUR

EUR

EUR

EUR

Contract

2-year Euro-Swap Futures




FSWS

0.00%

0.00%

0.00%

FSWM

0.25%

0.50%

0.50%

FSWL

1.00%

1.00%

1.00%

FSWX

1.50%

1.75%

1,50%

Contract month

Mar 2018

Jun 2018

Sep 2018

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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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


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 at 12:15 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.


Percent

0.005

0.01

0.01

0.02

Contract





Value

EUR 5

EUR 10

EUR 10

EUR 20


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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Futures on Interest Rate Swaps:

• Block Trades• EFP Trades• EFS Trades



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Contract standardEURO STOXX 50® Corporate Bond Index (price index), including corporate bonds from the constituents of the EURO STOXX 50® Index at the time of rebalancing.

Contract valueEUR 1,000 per index point of the underlying.


Price quotation and minimum price changeThe price quotation is in index points with twodecimal places. The minimum price change is 0.01 index points, equivalent to a value ofEUR 10.


Corporate BondIndex Futures

Contract

EURO STOXX 50® Corporate BondIndex Futures

Product ID

FCBI

Currency

EUR

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.Close of trading in the maturing futures on the lasttrading day is at 19:00 CET. Final settlement dayis the exchange day following the last trading day.

Daily settlement priceThe daily settlement prices for the current maturitymonth are derived from the volume-weightedaverage of the prices of all transactions duringthe minute before 17:15 CET (reference point),provided that more than five trades are transactedwithin this period.

For the remaining maturity months, the daily settle-ment price for a contract is determined based on the average bid/ask spread of the combinationorder book.


Final settlement priceThe final settlement price is established by Eurexon the final settlement day of the contract and is based on the closing price of the index on the lasttrading day.


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Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are available for EURO STOXX 50® Corporate Bond Index Futures:

• Block Trades



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 IRS ConstantMaturity Futures

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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.

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



Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor LDX IRS Constant Maturity Futures:

• Block Trades



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

161 160

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.


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 is 0.005 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)

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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.



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.

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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 T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor EONIA Futures:

• Block Trades• EFP Trades• EFS Trades



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

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



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)


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)

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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.



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.


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

Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Three-Month EURIBOR Futures:

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



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

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Contract standardsSTOXX® GC Pooling EUR Deferred Funding Rate



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 is 0.005 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)

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.


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 as determined by STOXX® on a daily basis for the duration of a period of time determinedby the Eurex Exchanges.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor EUR Secured Funding Futures:

• Block Trades• EFS Trades• EFP Trades

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

Three-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 under-lying futures contract and the ex piration month of the option are identical in the expirationmonths March, June, September and December, in the other expiration months, the maturity month

Options on Three-MonthEURIBOR Futures(OEU3)

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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.


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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor Options on Three-Month EURIBOR Futures:


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

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One- to Four-YearMid Curve Optionson Three-MonthEURIBOR FuturesContract 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.

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

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

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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.


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 tradingday until 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 25 exercise 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.


Eurex T7 Entry ServicesThe following Eurex T7 Entry Services are availablefor One-Year Mid Curve Options on Three-MonthEURIBOR Futures:

• Block Trades



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

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.*

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.*

Eurex RepoRepo Market

* 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.

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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.

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.**

KfW 10 Years Bond GC BasketThe KfW 10 Years Bond GC Basket encompassesbonds denominated in Euro and issued by the Kreditanstalt für Wiederaufbau (a public lawinstitution of the Federal Republic of Germany)with a remaining term of up to 10 years. The issuing volume of the bonds shall amount to at least EUR 300 million.

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).

EIB 10 Years Bond GC BasketThe EIB 10 Years Bond GC Basket encompassesbonds denominated in Euro and debt securities of the European Investment Bank with a remainingterm of up to 10 years.The issuing volume of thebonds shall amount to at least EUR 300 million.

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.

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French 10 Years Bond GC BasketThe French 10 Years Bond GC Basket encom-passes debt securities of the French Republic witha remaining term of up to 10 years.

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

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

Spanish 5 Years Bond GC BasketThe Spanish 5 Years Bond GC Basket encom-passes debt securities of the Kingdom of Spainwith a remaining term of up to 5 years.

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 European

* 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.

financial 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.**

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).

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GC Pooling® ECB Basket in CHF, EUR, GBP and USDMore than 4,000 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 14,000 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

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 Repo Market.

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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.

Daily settlement priceClose of previous day.

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Cut-off times for OverNight Repo –Repo MarketGeneral Collateral Baskets and Special Repo External 14:45 CET (settlement betweenClearstream Banking and Euroclear Bank)

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

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


Non OverNight termsStart End07:30 CET 18:00 CET

07:30 CET 18:00 CET

07:30 CET 18:00 CET

07:30 CET 18:00 CET

OverNight /Same dayStart End07:30 CET 17:00 CET

07:30 CET 16:30 CET

07:30 CET 11:00 CET

07:30 CET 16:30 CET

TradingCurrency

EUR

USD

CHF

GBP

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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.


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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

188

Appendix

189

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 STDDEC18 2900

OESX STDT NOV18 DEC18 2900

OESX DIASTDNOV18 2900DEC18 3000

OESX STDDEC18 3000versus C 3900

OESX STD DEC18 2800 versus P 2900

OESX STG NOV18 2900 – 3000

OESX BULDEC18 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

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0

0


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 BULNOV18 2900 –3000 versus P 2800

OESX BERNOV18 2900 –2800

OESX BERDEC18 3000 –2900 versus C 2800

OESX BLT NOV18 DEC18 2900

OESX BRT NOV18 DEC182700

OESX CDIANOV18 2900DEC18 3000

OESX PDIANOV18 3000DEC18 2900

OESX RBULDEC18 2900 –3000

OESX RBERNOV18 3000 –2900

OESX BU13NOV18 2900 –3000

OESX BR13NOV18 3000 –2900

OESX CBUTDEC18 2800 –2900 – 3000

OESX PBUTDEC18 2800 –2900 – 3000


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


0

2

0

0


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 CBUSDEC18 2800 –2900 – 3000

OESX PBUSDEC18 2800 –2900 – 3000

OESX IBUTNOV18 2800 –2900 – 3000

OESX CLADNOV18 2800 –2900 – 3000

OESX PLADNOV18 2800 –2900 – 3000

OESX CNVDEC18 3000

OESX COMBODEC18 2900 –2800

OESX GUTSDEC18 2900 –3000

OESX BOXDEC18 3000 –3100

OESX JR NOV182900 DEC183000

OESX CCONDDEC18 2800 –2900 – 3000 –3100


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

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0


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

Example

OESX PCONDDEC18 2800 –2900 – 3000 –3100


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.


1

1

0

0

0


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 CSEP18 3000 versus 17 FESXSEP18 @ 2851

OESX 100 PSEP18 2500 versus 47 FESXSEP18 @ 2571

OESX CBUTSEP18 2800 –2900 – 3000 versus 17 FESXSEP18 @ 2850

OESX CBUTSEP18 2800 –2900 – 3000 versus 17 FESXSEP18 @ 2850

OESX PBUTSEP18 2300 –2400 – 2500 versus 17 FESXSEP18 @ 2850


CALL-U

PUT+U

CBUT+U

CBUT-U

PBUT+U

Strategylong name

CallVolatilityTrade

PutVolatilityTrade

CallButterflyversus LongUnderlying

CallButterflyversus ShortUnderlying

Put Butterflyversus LongUnderlying


0

2

2

2

2

0

0


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 PBUTSEP18 2300 –2400 – 2500 versus 17 FESXSEP18 @ 2850

OESX 100 STDSEP18 2900 versus 11 FESXSEP18 @ 2751

OESX 100 STDSEP18 2900 versus 12 FESXSEP18 @ 2751

OESX 100 STGSEP18 2900 –3000 versus 9FESX SEP18 @2751

OESX 100 STGSEP18 2900 –3000 versus 7FESX SEP18 @2751

OESX 100 BULSEP18 2800 –2900 versus 24FESX SEP18 @2751

OESX 100 BERSEP18 3000 –2900 versus 22FESX SEP18 @2751

OESX 100 BULSEP18 2280 –2900 versus 100 P SEP182700 versus 54 FESX MAR18@ 2751

OESX 100 BERSEP18 3000 –2900 versus 100 C SEP183100 versus 54 FESX SEP18@ 2751

OESX 100 BLTJUN18 – SEP182900 versus 11FESX SEP18 @2751


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

195 194



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 BLTJUN18 – SEP183900 versus 12FESX SEP18 @2751

OESX CDIAJUN18 2900SEP18 3000 versus 11 FESX SEP18 @2751

OESX CDIAJUN18 2900SEP18 3000 versus 11 FESX SEP18 @2751

OESX 100 BRTJUN18 – SEP182900 versus 25FESX SEP18 @2751

OESX 100 BRTJUN18 – SEP182900 versus 25FESX SEP18 @2751

OESX PDIAJUN18 3000SEP18 2900 versus 25 FESX SEP18 @2751

OESX PDIAJUN18 3000SEP18 2900 versus 25 FESX SEP18 @2751


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



0

0

0

0


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 CLADSEP18 2800 –2900 – 3000 versus 19 FESXSEP18 @ 2751

OESX 100 CLADSEP18 2800 –2900 – 3000 versus 11 FESXSEP18 @ 2751

OESX 100 PLADSEP18 2800 –2900 – 3000 versus 50 FESXSEP18 @ 2751

OESX 100 PLADSEP18 2800 –2900 – 3000 versus 35 FESXSEP18 @ 2751

OESX CCONDSEP18 2800 –2900 – 3000 –3100 versus 15 FESX SEP18@ 2751

OESX CCONDSEP18 2800 –2900 – 3000 –3100 versus 25 FESX SEP18@ 2751

OESX PCONDSEP18 2800 –2900 – 3000 –3100 versus 35 FESX SEP18@ 2751

OESX PCONDSEP18 2800 –2900 – 3000 –3100 versus 45 FESX SEP18@ 2751


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

197 196



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 SEP18 2900 –2800 versus 80FESX SEP18 @2871

OESX 100/200RBUL SEP182900 – 3000versus 17 FESXSEP18 @ 2853

OESX 100/200RBUL SEP182800 – 2900versus 15 FESXSEP18 @ 2867

OESX 100/200RBER SEP182900 – 2800versus 5 FESXSEP18 @ 2898

OESX 100/200RBER SEP182900 – 3000versus 15 FESXSEP18 @ 2953

OESX 100 CNVSEP18 2900 versus 19 FESXSEP18 @ 3153


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


The following products are available for tradingdirectly via terminals located in the U.S.:

Trading in the U.S.

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

LDX IRS Constant Maturity Futures

Prod-uct ID

FGBS

FGBM

FGBL

FGBX

FBTS,FBTM,FBTP

FOAM,FOAT

FBON

CONF

OGBS

OGBM

OGBL

OOAT

FEO1

FEU3

FLIC

199 198

Prod-uct ID

FDAX

F2MX

FDXM

FTDX

FGBL

FEXF

FESX

FESQ

FEXD

TESX

FXXE

FLCE

FMCE

FEDV

FSCE

FSTX

FSTB

FXXP

FSTG

FSTI

FSTM

FSTV

FSTU

FLCP

FMCP

FSCP

FGDV

FXFC

FXFR

FXFM

Contract

Equity Index Derivatives

DAX® Indexes

DAX® Futures

MDAX® Futures

Mini-DAX® Futures

TecDAX® Futures

STOXX® Indexes

EURO STOXX 50® ex Financials Index Futures

EURO STOXX 50® Index Futures

EURO STOXX 50® Index Quanto Futures

EURO STOXX 50® Index Dividend Futures

EURO STOXX 50® Index Total Return Futures



EURO STOXX® Mid Index Futures

EURO STOXX® Select Dividend 30 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® Global Select Dividend 100 Index Futures

STOXX® Europe Carry Factor Futures

STOXX® Europe Low Risk Factor Futures

STOXX® Europe Momentum Factor Futures

Prod-uct ID

FXFQ

FXFS

FXFV

FMK2

FMAA

FMXU

FMAE

FMSE

FMAU

FMCA

FMGC

FMCN

FMMV

FMMG

FMIV

FMIG

FMXT

FMXB

FMHK

FMIN

FMID

FMJG

FMJP

FMMY

FMMX

FMGA

FMNA

FMTH

FMUK

Contract

STOXX® Indexes

STOXX® Europe Quality Factor Futures

STOXX® Europe Size Factor Futures

STOXX® Europe Value Factor Futures

KOSPI Index

Mini-KOSPI 200 Futures

MSCI Indexes

MSCI AC Asia Index Futures

MSCI ACWI ex US Index Futures

MSCI ACWI Index Futures

MSCI AC ASEAN Index Futures

MSCI Australia Index Futures

MSCI Canada Index Futures

MSCI Canada GTR Index Futures

MSCI China Free Index Futures

MSCI EM Value Index Futures

MSCI EM Growth Index Futures

MSCI EMU Value Index Futures

MSCI EMU Growth Index Futures

MSCI EM EMEA ex Turkey Index Futures

MSCI EM LatAm ex Brazil 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 Futures

MSCI Mexico Index Futures

MSCI North America GTR Index Futures

MSCI North America Index Futures

MSCI Thailand Index Futures

MSCI UK Index Futures

201 200

Prod-uct ID

FMPA

FMPG

FMWN

FMWO

FMWE

FMWG

FMWM

FMWP

FMOV

FSMM

FSLI

FT25

FCAY

FCAU

FCEA

FCEF

FCEP

FCEY

FCEU

FCPF

FCPU

FCNU

FCUF

FCUY

FEXD

Contract

MSCI Indexes

MSCI Pacific Index Futures

MSCI Pacific GTR Index Futures

MSCI World Index Futures



MSCI World GTR Index Futures

MSCI World Midcap Index Futures

MSCI World Price Index Futures

MSCI World Value Index Futures

Others

SMIM® Futures

SLI Swiss Leader Index® Futures

TA-35 Index Futures

FX Futures

AUD/JPY Futures

AUD/USD Futures

EUR/AUD Futures

EUR/CHF Futures

EUR/GBP Futures

EUR/JPY Futures

EUR/USD Futures

GBP/CHF Futures

GBP/USD Futures

NZD/USD Futures

USD/CHF Futures

USD/JPY Futures

Dividend Derivatives

EURO STOXX 50® Index Dividend Futures

Prod-uct ID

FMDK

FMGS

FMUS

FMAS

FMAC

FMFA

FMFP

FMEA

FMEE

FMEN

FMEM

FMEL

FMEF

FMGM

FMMU

FMEG

FMXS

FMGE

FMGU

FMEU

FMED

FMEP

FMEV

FMFR

FMGF

FMFM

FMKG

FMKN

FMPX

FMOG

Contract

Equity Index Derivatives

MSCI Indexes

MSCI UK Index Futures

MSCI USA GTR Index Futures

MSCI USA Index Futures

MSCI AC Asia Pacific ex Japan Index Futures

MSCI ACWI Index Futures

MSCI EAFE Index Futures

MSCI EAFE Price Index Futures

MSCI Emerging Markets Asia Index Futures

MSCI Emerging Markets EMEA Index Futures

MSCI Emerging Markets Index Futures

MSCI Emerging Markets Index Futures

MSCI Emerging Markets Latin America Index Futures

MSCI Emerging Markets Price Index Futures

MSCI EMU GTR Index Futures

MSCI EMU Index Futures

MSCI Europe Growth Index Futures

MSCI Europe ex-Switzerland Index Futures

MSCI Europe GTR Index Futures

MSCI Europe GTR Index Futures

MSCI Europe Index Futures

MSCI Europe Index Futures

MSCI Europe Price Index Futures

MSCI Europe Value Index Futures

MSCI France Index Futures

MSCI France GTR Index Futures

MSCI Frontier Markets Index Futures

MSCI Kokusai (USD, GTR) Index Futures

MSCI Kokusai (USD, NTR) Index Futures

MSCI Pacific ex Japan Index Futures

MSCI World Growth Index Futures

203 202

Prod-uct ID

FVS

OVS2

EVAR

Contract

Volatility Derivatives

VSTOXX® Futures

Options on VSTOXX® Futures

EURO STOXX 50® Variance Futures

Property Derivatives

IPD® UK Quarterly Index Futures

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.

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FurtherInformation

© Eurex 2018Deutsche Börse AG (DBAG), Clearstream Banking AG (Clearstream), Eurex Frankfurt AG, Eurex Clearing AG(Eurex Clearing) and Eurex Repo GmbH (Eurex Repo) are corporate entities and are registered under Germanlaw. Clearstream Banking S.A. is a corporate entity and is registered under Luxembourg law. Deutsche BoerseAsia Holding Pte. Ltd., Eurex Clearing Asia Pte. Ltd. and Eurex Exchange Asia Pte. Ltd are corporate entitiesand are registered under Singapore law. Eurex Frankfurt AG (Eurex) is the administrating and operating institution of Eurex Deutschland. Eurex Deutschland is in the following referred to as “Eurex Exchange”.

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 Repo as well as Eurex Exchange and their respective servants and agents (a) do not make any repre-sentations or warranties regarding the information contained herein, whether express or implied, includingwithout limitation any implied warranty of merchantability or fitness for a particular purpose or any warranty with respect to the accuracy, correctness, quality, completeness or timeliness of such information,and (b) shall not be responsible or liable for any third party’s use of any information contained herein underany circumstances, including, without limitation, in connection with actual trading or otherwise or for anyerrors 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 publicationare for illustrative purposes only.

Eurex and Eurex Clearing offer services directly to members of Eurex Exchange 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 United Statespersons (other than EURO STOXX 50® Index Futures, EURO STOXX 50® Index Quanto Futures, EUROSTOXX 50® Index Total Return Futures, EURO STOXX 50® ex Financials Index Futures, EURO STOXX®Select Dividend 30 Index Futures, EURO STOXX® Index Futures, EURO STOXX® Large/Mid/Small IndexFutures, STOXX® Europe 50 Index Futures, STOXX® Europe 600 Index Futures, STOXX® Europe 600Banks/Industrial Goods & Services/Insurance/Media/Travel & Leisure/Utilities Futures, STOXX® EuropeLarge/Mid/Small 200 Index Futures, DAX®/Mini-DAX®/MDAX®/TecDAX® Futures, SMIM® Futures, SLI SwissLeader Index® Futures, selected MSCI Futures, TA-35 Index Futures, Eurex Daily Futures on Mini-KOSPI200 Futures as well as Eurex Volatility, FX, Property and Interest Rate Derivatives).

Trademarks and Service MarksBuxl®, DAX®, DivDAX®, eb.rexx®, Eurex®, Eurex Repo®, Eurex Strategy WizardSM, Euro GC Pooling®, FDAX®,FWB®, GC Pooling®, GCPI®, 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 Quarterly Indexes are registered trademarks of Investment Property Databank Ltd. IPD and havebeen 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.

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.

© Eurex, January 2018

Published byEurex Frankfurt AGMergenthalerallee 6165760 EschbornGermany

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www.eurexchange.com

Order NumberE2E-194-0118

ARBN NumberEurex Frankfurt AG ARBN 100 999 764

products 20 18 - eurex exchange...numb erof x ci sp upon the admission of the options, at least...

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