eurex circular 033 /06
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1 eurex circular 033 /06 Date: Frankfurt, February 15, 2006 Recipients: All Eurex Members and vendors Authorized by: Daniel Gisler U Action Required U High Priority Extension of Exchange for Physicals (EFP)- and Exchange for Swaps (EFS) Trade Facility Related Eurex Circulars: 143/04 Contact: Nadja Urban, tel , nadja.urban@eurexchange.com Content may be most important for: Attachments: Front Office / Trading Middle + Back Office Updated sections of Conditions for Utilization of the OTC Trade Entry Facilities (General Conditions for Participation) Summary: In its session on February 8, 2006 the Executive Board of Eurex Clearing AG decided to extend the Exchange for Physicals (EFP)- and the Exchange for Swaps (EFS) Trade Facility to all fixed-income debt securities or interest rate swaps denominated in the currency of any OECD member state. The extension comprises all Euro Fixed Income as well as CONF. We kindly ask you to take good note of the changes to the Facilities (General Conditions for Participation) which will become effective on. The updated sections of the General Conditions for Participation are attached to this circular. The complete version of this document will be published in due time on our website under OTC Facilities & Services. Eurex Clearing AG D Frankfurt/Main Customer Support Tel Fax Chairman of the Supervisory Board: Dr. Markus Granziol Executive Board: Daniel Gisler, Thomas Lenz, Peter Reitz, Jürg Spillmann Aktiengesellschaft mit Sitz in Frankfurt/Main HRB Nr Amtsgericht Frankfurt/Main
2 eurex circular /06 Extension of Exchange for Physicals (EFP)- and Exchange for Swaps (EFS) Trade Facility In its session on February 8, 2006 the Executive Board of Eurex Clearing AG decided to extend the EFPand the EFS Trade Facility to all fixed-income debt securities or interest rate swaps denominated in the currency of any OECD member state pursuant to section 10 and 12 of the General Conditions for Participation (attachment) with effect from. Prerequisite for the use of the corresponding debt securities or interest rate swap in combination with Euro- Schatz, Euro-Bobl, Euro-Bund and Euro-Buxl futures is that the respective underlying shows a price correlation to the exchanged futures contract so that the futures contract represents an appropriate hedge instruments for the underlying. The extension to non-euro interest rate securities and derivatives favors above all global trading at Eurex and permits to trade Eurex Fixed Income also against non-euro or non-chf bonds and swaps without any execution risk. Thus, Eurex participants get the highest flexibility possible to configure their bond/swap futures trade transactions in combination with Eurex Fixed Income. If you are not yet registered for the already available OTC Trade Entry Facilities, but now wish to use the extended EFP- and/or EFS Trade Entry Facility, you can download the necessary registration forms from the Member Section of the Eurex website under the path Eurex Derivatives Forms > OTC Trade Facility and transmit the completed forms to the address shown thereon. Frankfurt, February 15, 2006 Eurex Clearing AG D Frankfurt am Main Customer Support Tel Fax Executive Board: Daniel Gisler, Thomas Lenz, Peter Reitz, Jürg Spillmann Page 1 of 1
3 Facilities (General Conditions for Participation) Page 1 [..] 10 Cash Transactions for the EFP Trade Facility [..] Eurex Clearing AG has determined that cash transactions in all debt securities, which show a price correlation to the exchanged futures contract so that the futures contract describes an appropriate hedge instrument for cash transactions, may be part of an EFP trade pursuant to subsection of these General Conditions for Participation. The EFP underlying cash transaction has to be denominated in thethe permissible currency of any OECD Member Stateof the respective futures contract. 12 Cash Transactions for the EFS Trade Facility [..] Eurex Clearing AG has determined that cash transactions in EFS Trades must have the following characteristics: Spot or forward-starting plain vanilla OTC Interest Rate Swaps Agreement under the terms of an ISDA Master Agreement or any equivalent master agreement Regular annual fixed rate payment against regular floating rate payments per year All swap payments must be denominated in the the same permitted currency as the respective futures contract (i.e. EUR for Euro Bund, Bobl and Schatz Future and CHF for the CONF Future)of any OECD Member State.
4 Facilities (General Conditions for Participation) Page 2 Annex A to the General Conditions for Participation: OTC Periods of Use Money Market Three-Month- EURIBOR- One-Month- EONIA- FEU3 08:00-19:00 FEO1 08:00-19:00 Interest Rate Euro Schatz FGBS 08:00-22:00 Euro Bobl FGBM 08:00-22:00 Euro Bund FGBL 08:00-22:00 Euro Buxl FGBX 08:00-22:00 CONF CONF 08:30-17:00 Index OTC Trading DAX Index MDAX Index TecDAX Index OMXH25 Index FDAX 09:00-22:00 F2MX 09:00-22:00 FTDX 09:00-22:00 FFOX 09:00-22:00 SMI Index FSMI
5 Facilities (General Conditions for Participation) Page 3 OTC Trading SMIM Index DJ EURO STOXX 50 Index DJ STOXX 50 Index DJ STOXX 600 Index DJ STOXX 200 Mid Index DJ Global Titans 50 SM Index DJ Italy Titans 30 SM Index DJ EURO STOXX Sector Index DJ STOXX 600 Sector Index FSMM FESX 09:00-22:00 FSTX 09:00-22:00 F600 09:00-22:00 F2MI 09:00-22:00 FGTI 09:00-22:00 F1TA 09:00-22:00 09:00-22:00 09:00-22:00 Volatility Index VDAX NEW FVDX VSMI FVSM VSTOXX FVSX
6 Facilities (General Conditions for Participation) Page 4 Individual Equity Individual Equity OTC Periods of Use Options Options on Money Market Options on Three-Month EURIBOR OEU3 08:00-19:00 Options on Interest Rate Options on Euro Schatz OGBS 08:00-19:00 Euro Bobl OGBM 08:00-19:00 Euro Bund OGBL 08:00-19:00 Index Options DAX Options TecDAX - Options ODAX OTDX
7 Facilities (General Conditions for Participation) Page 5 OMXH25- Options SMI - Options DJ EURO STOXX 50 Index Options DJ STOXX 50 Index Options DJ Global Titans 50 SM Options DJ Italy Titans 30 SM Index Options DJ EURO STOXX Sector Index Options DJ STOXX 600 Index Options DJ STOXX Mid 200 Index Options DJ STOXX 600 Sector Index Options OFOX OSMI OESX OSTX OGTI O1TA Options on Exchange-traded Index Funds (EXTF Options) Options on Aktien von EUR EXTFs* Options on Aktien von CHF EXTFs** OXEU OXCH * EXTF Options whose underlying is traded in the electronic trading system of Frankfurt Stock Exchange (FWB). ** EXTF Options whose underlying is traded in the electronic trading system of SWX Swiss Exchange.
8 Facilities (General Conditions for Participation) Page 6 Options and Low Exercise Price Options on Equities of Stock Options or LEPOs on Shares Dutch Stock Scandinavian Stock French Stock German Stock Italian Stock Swiss Stock US-American Stock
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Functional Reference Version V 6.1.2 Date 30 April 2018 2018 Copyright by Deutsche Börse AG ( DBAG ). All rights reserved. All intellectual property, proprietary and other rights and interests in this