Equity derivatives: Introduction of physically settled single stock futures
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1 Equity derivatives: Introduction of physically settled single stock futures Summary The Management Board of Deutschland took the following decisions with effect from 8 April 2019: Introduction of 44 physically settled single stock futures pursuant to Annex A of the Attachment. Date: 18 March 2019 Recipients: All Trading Participants of Deutschland and Vendors This circular provides information on the introduction of the new products and the updated sections of the relevant Rules and Regulations of Deutschland. Authorized by: Michael Peters Target group: All departments Attachments: Updated sections of Annexes A and C of the Contract Specifications for Futures Contracts and Options Contracts at Deutschland Contact: Derivatives Trading Operations, T , eurextrading@eurexchange.com Deutschland Börsenplatz Frankfurt/Main Mailing address: Frankfurt/Main Germany Internet: Management Board: Thomas Book, Erik Tim Müller, Michael Peters, Randolf Roth ARBN:
2 Equity derivatives: Introduction of physically settled single stock futures 1. overview Single Stock Future Underlying ISIN product on group currency ISIN code ID ADSP adidas AG DE000A1EWWW0 DE02 EUR DE000A2RPNF8 AIRP Air Liquide S.A. FR FR02 EUR DE000A2RPNG6 EADP Airbus SE NL FR02 EUR DE000A2RPNH4 ALVP Allianz SE DE DE02 EUR DE000A2RPNJ0 ITKP Anheuser-Bush InBev S.A. BE BE02 EUR DE000A2RPNK8 ASMP ASML Holding N.V. NL NL02 EUR DE000A2RPNL6 AXAP AXA S.A. FR FR02 EUR DE000A2RPNM4 BASP BASF AG DE000BASF111 DE02 EUR DE000A2RPNN2 BAYP Bayer AG DE000BAY0017 DE02 EUR DE000A2RPNP7 BMWP BMW AG DE DE02 EUR DE000A2RPNQ5 BNPP BNP Paribas S.A. FR FR02 EUR DE000A2RPNR3 CRGP CRH PLC IE IE02 EUR DE000A2X1Q24 DAIP Daimler AG DE DE02 EUR DE000A2RPNS1 BSNP Danone S.A. FR FR02 EUR DE000A2RPNT9 DPWP Deutsche Post AG DE DE02 EUR DE000A2RPNU7 DTEP Deutsche Telekom AG DE DE02 EUR DE000A2RPNV5 ENLP Enel S.p.A. IT IT02 EUR DE000A2RPNW3 GZFP ENGIE FR FR02 EUR DE000A2RPNX1 ENTP Eni S.p.A. IT IT02 EUR DE000A2RPNY9 EFXP EssilorLuxottica FR FR02 EUR DE000A2RPNZ6 FREP Fresenius SE DE DE02 EUR DE000A2RPN09 INNP ING Groep N.V. NL NL02 EUR DE000A2RPN17 IESP Intesa Sanpaolo S.p.A. IT IT02 EUR DE000A2RPN25 PPXP Kering S.A. FR FR02 EUR DE000A2X1Q32 AHOP Koninklijke Ahold Delhaize N.V. NL NL02 EUR DE000A2RPN33 PH1P Koninklijke Philips N.V. NL NL02 EUR DE000A2X1Q57 LINP LINDE PLC IE00BZ12WP82 DE02 EUR DE000A2X1Q40 LORP L'Oréal S.A. FR FR02 EUR DE000A2RPN41 MOHP LVMH Moët Hennessy Louis Vuitton SE FR FR02 EUR DE000A2RPN58 MU2P Münchener Rückversicherungs- Gesellschaft AG DE DE02 EUR DE000A2RPN66 NO3P Nokia Corp. Oyj FI FI02 EUR DE000A2RPN74 FTEP Orange FR FR02 EUR DE000A2RPN82 SEJP SAFRAN FR FR02 EUR DE000A2RPN90 SNWP Sanofi FR FR02 EUR DE000A2RPPA4 SAPP SAP SE DE DE02 EUR DE000A2RPPB2 SNDP Schneider Electric SE FR FR02 EUR DE000A2RPPC0 SIEP Siemens AG DE DE02 EUR DE000A2RPPD8 SGEP Société Générale S.A. FR FR02 EUR DE000A2RPPE6 TOTP Total S.A. FR FR02 EUR DE000A2RPPF3 UBLP Unibail-Rodamco Westfield N.V. FR NL02 EUR DE000A2RPPG1 UNIP Unilever N.V. NL NL02 EUR DE000A2RPPH9 SQUP VINCI S.A. FR FR02 EUR DE000A2RPPJ5 Page 2 of 6
3 product code Single Stock Future on Underlying ISIN group ID currency ISIN VO3P VW AG - Vz. DE DE02 EUR DE000A2RPPK3 VVUP Vivendi S.A. FR FR02 EUR DE000A2RPPL1 product code Contract size price change size for Block Trades group ADSP NNPHEE AIRP NNPHEE EADP NNPHEE ALVP NNPHEE ITKP NNPHEE ASMP NNPHEE AXAP NNPHEE BASP NNPHEE BAYP NNPHEE BMWP NNPHEE BNPP NNPHEE CRGP NNPHEE DAIP NNPHEE BSNP NNPHEE DPWP NNPHEE DTEP NNPHEE ENLP NNPHEE GZFP NNPHEE ENTP NNPHEE EFXP NNPHEE FREP NNPHEE INNP NNPHEE IESP NNPHEE PPXP NNPHEE AHOP NNPHEE PH1P NNPHEE LINP NNPHEE LORP NNPHEE MOHP NNPHEE MU2P NNPHEE NO3P NNPHEE FTEP NNPHEE SEJP NNPHEE SNWP NNPHEE SAPP NNPHEE SNDP NNPHEE SIEP NNPHEE SGEP NNPHEE TOTP NNPHEE UBLP NNPHEE Page 3 of 6
4 product code Contract size price change size for Block Trades group UNIP NNPHEE SQUP NNPHEE VO3P NNPHEE VVUP NNPHEE 2. Contract specifications and product parameters In general, contract specifications for the new Single Stock Futures are in line with those for the existing Single Stock Futures with the relevant group ID, also in terms of trading hours and trading calendar, last trading day, settlement and determination of the daily and final settlement prices. As of the introduction date of the new products, updated Annex A and C of the Contract Specifications for Futures Contracts and Options Contracts at Deutschland will be published on the website under the following link: Resources > Rules and Regulations > Contract specifications 3. Risk parameters As of start of trading, risk parameters of the new product will be published on the website under the link: Market data > Clearing data > Risk parameters and initial margins and on the Clearing website under the link: Risk management > Risk parameters There, you will also find an up-to-date list with details for all Prisma-eligible products. 4. Mistrade parameters and position limits Mistrade ranges and position limits for the new Single Stock Futures will be published as of start of trading on the website under the links: s > Equity derivatives > Single Stock Futures s > information > specifications 5. Transaction limits The same values apply as for existing Single Stock Futures with the relevant group ID. For details, please refer to the website under the link: Technology > Excessive System Usage Fee 6. Transaction fees The same transaction fees apply as for the corresponding existing Single Stock Futures. 7. Vendor codes As of start of trading, data vendor codes for the new products will be published on the website under the link: s > Vendor product codes Page 4 of 6
5 8. Liquidity Provisioning With effect from launch date, the following Single Stock Futures will be included in the Liquidity Provider Scheme for Single Stock Futures (Equity-02) with the following parameters: Scheme Single Stock Future on ID Spread Basis Class Quote Others adidas AG ADSP SSF 3 5 Others Air Liquide S.A. AIRP SSF 3 5 Others Airbus SE EADP SSF 3 5 Others Allianz SE ALVP SSF 3 5 Others Anheuser-Bush InBev S.A. ITKP SSF 3 5 Others ASML Holding N.V. ASMP SSF 3 5 Others AXA S.A. AXAP SSF 3 5 Others BASF AG BASP SSF 3 5 Others Bayer AG BAYP SSF 3 5 Others BMW AG BMWP SSF 3 5 Others BNP Paribas S.A. BNPP SSF 3 5 Others CRH PLC CRGP SSF 3 5 Others Daimler AG DAIP SSF 3 5 Others Danone S.A. BSNP SSF 3 5 Others Deutsche Post AG DPWP SSF 3 5 Others Deutsche Telekom AG DTEP SSF 3 5 Others Enel S.p.A. ENLP SSF 3 5 Others ENGIE GZFP SSF 3 5 Others Eni S.p.A. ENTP SSF 3 5 Others EssilorLuxottica EFXP SSF 3 5 Others Fresenius SE FREP SSF 3 5 Others ING Groep N.V. INNP SSF 3 5 Others Intesa Sanpaolo S.p.A. IESP SSF 3 5 Others Kering S.A. PPXP SSF 3 5 Others Koninklijke Ahold Delhaize N.V. AHOP SSF 3 5 Others Koninklijke Philips N.V. PH1P SSF 3 5 Others LINDE PLC LINP SSF 3 5 Others L'Oréal S.A. LORP SSF 3 5 Others LVMH Moët Hennessy Louis Vuitton SE MOHP SSF 3 5 Others Münchener Rückversicherungs-Gesellschaft AG MU2P SSF 3 5 Others Nokia Corp. Oyj NO3P SSF 3 5 Others Orange FTEP SSF 3 5 Others SAFRAN SEJP SSF 3 5 Others Sanofi SNWP SSF 3 5 Others SAP SE SAPP SSF 3 5 Others Schneider Electric SE SNDP SSF 3 5 Others Siemens AG SIEP SSF 3 5 Others Société Générale S.A. SGEP SSF 3 5 Others Total S.A. TOTP SSF 3 5 Others Unibail-Rodamco Westfield N.V. UBLP SSF 3 5 Others Unilever N.V. UNIP SSF 3 5 Others VINCI S.A. SQUP SSF 3 5 Others VW AG - Vz. VO3P SSF 3 5 Others Vivendi S.A. VVUP SSF 3 5 Page 5 of 6
6 If you have any questions or need further information, please contact Derivatives Trading Operations via tel or send an to: 18 March 2019 Page 6 of 6
7 Contract Specifications for Futures Contracts and Options Contracts at Deutschland 14e As of Page 1 ********************************************************************************** AMENDMENTS ARE MARKED AS FOLLOWS: INSERTIONS ARE UNDERLINED DELETIONS ARE CROSSED OUT ********************************************************************************** [ ] Subpart 1.6 Contract Specifications for Futures Contracts on Shares The following subpart contains the contract form for Futures Contracts on Shares ( Shares-Futures Contracts ). [ ] Settlement obligations [ ] (2) In deviation to Paragraph 1, the seller of a Share Futures contract with group ID ES02, BE02, DE02, FI02, FR02, IE02, IT02 and NL02 assigned in Annex A is upon close of trading on the last trading day, obligated to deliver the shares underlying the contract on the delivery date (Number Paragraph 2). The buyer is obligated to pay the final settlement price (Chapter II Number of the Clearing Conditions of Clearing AG). [ ] Annex A in relation to Subsection 1.6 of the Contract Specifications: Futures on Shares of [ ] ID Group Cash Market- Contract Price Change Currency** adidas AG ADSP DE02 XETR EUR 25 Air Liquide S.A. AIRP FR02 XPAR EUR 5 Airbus SE EADP FR02 XPAR EUR 5 Allianz SE ALVP DE02 XETR EUR 50 Anheuser-Bush InBev S.A. ITKP BE02 XBRU EUR 5 ASML Holding N.V. ASMP NL02 XAMS EUR 5 AXA S.A. AXAP FR02 XPAR EUR 25 BASF AG BASP DE02 XETR EUR 75 Block Trade
8 Contract Specifications for Futures Contracts and Options Contracts at Deutschland 14e As of Page 2 Futures on Shares of ID Group Cash Market- Contract Price Change Currency** Bayer AG BAYP DE02 XETR EUR 75 BMW AG BMWP DE02 XETR EUR 5 BNP Paribas S.A. BNPP FR02 XPAR EUR 250 CRH PLC CRGP IE02 XDUB EUR 10 Daimler AG DAIP DE02 XETR EUR 250 Danone S.A. BSNP FR02 XPAR EUR 5 Deutsche Post AG DPWP DE02 XETR EUR 10 Deutsche Telekom AG DTEP DE02 XETR EUR 25 Enel S.p.A. ENLP IT02 XMIL EUR 75 ENGIE GZFP FR02 XPAR EUR 1250 Eni S.p.A. ENTP IT02 XMIL EUR 125 EssilorLuxottica EFXP FR02 XPAR EUR 5 Fresenius SE FREP DE02 XETR EUR 5 ING Groep N.V. INNP NL02 XAMS EUR 400 Intesa Sanpaolo S.p.A. IESP IT02 XMIL EUR 10 Kering S.A. PPXP FR02 XPAR EUR 1 Koninklijke Ahold Delhaize N.V. AHOP NL02 XAMS EUR 25 Koninklijke Philips N.V. PH1P NL02 XAMS EUR 10 LINDE PLC LINP DE02 XETR EUR 5 L'Oréal S.A. LORP FR02 XPAR EUR 5 LVMH Moët Hennessy Louis Vuitton S.E. Münchener Rückversicherungs- Gesellschaft AG MOHP FR02 XPAR EUR 75 MU2P DE02 XETR EUR 5 Nokia Corp. Oyj NO3P FI02 XHEL EUR 50 Orange FTEP FR02 XPAR EUR 400 SAFRAN SEJP FR02 XPAR EUR 50 Sanofi SNWP FR02 XPAR EUR 5 SAP SE SAPP DE02 XETR EUR 175 Schneider Electric SE SNDP FR02 XPAR EUR 5 Siemens AG SIEP DE02 XETR EUR 150 Société Générale S.A. SGEP FR02 XPAR EUR 125 Total S.A. TOTP FR02 XPAR EUR 350 Unibail-Rodamco Westfield N.V. UBLP NL02 XAMS EUR 50 Unilever N.V. UNIP NL02 XAMS EUR 350 VINCI S.A. SQUP FR02 XPAR EUR 200 VW AG - Vz. VO3P DE02 XETR EUR 25 Vivendi S.A. VVUP FR02 XPAR EUR 25 Block Trade
9 Contract Specifications for Futures Contracts and Options Contracts at Deutschland 14e As of Page 3 Futures on Shares of ID Group Cash Market- Contract Price Change Currency** Block Trade [...] [...] Group ID Relevant Cash Market ID of Cash Market AT01 Electronic Trading System of the Wiener Börse XVIE BE01, BE02 Electronic Trading System of Euronext Brussels XBRU BR01 Floor Trading System of NYSE New York XNYS CA01 Floor Trading System of NYSE New York XNYS CA02 Floor Trading System of NYSE New York XASE CH01 Electronic Trading System of the SIX Swiss Exchange AG XSWX, XVTX DE01, DE02 Electronic Trading System of the Frankfurter Wertpapierbörse XETR ES01, ES02 Electronic Trading System of the Bolsa de Madrid XMAD FI01, FI02 Electronic Trading System of the Nasdaq OMX Helsinki XHEL FR01, FR02 Electronic Trading System of Euronext Paris XPAR GB01, RU01 Electronic Trading System of London Stock Exchange XLON IE01, IE02 Electronic Trading System of Irish Stock Exchange XDUB IT01, IT02 Electronic Trading System of Borsa Italiana XMIL NL01, NL02 Electronic Trading System of Euronext Amsterdam XAMS NO01 Electronic Trading System of Oslo Stock Exchange XOSL PL01 Electronic Trading System of Warsaw Stock Exchange XWAR PT01 Electronic Trading System of Euronext Lisbon XLIS SE01 Electronic Trading System of OMX - Stockholm Stock Exchange XSSE US01 Electronic Trading System of NYSE New York XNYS US02 Electronic Trading System of NASDAQ XNAS [...] Annex C in relation to Contract Specifications: Trading Hours for Futures Contracts In deviation to the trading hours specified in Annex C, trades in Additional Contract Versions may only be entered via the T7 Entry Service until 7:30 p.m. The Off-book Post-Trading Period for Additional Contract Versions ends at 7:45 p.m. [...]
10 Contract Specifications for Futures Contracts and Options Contracts at Deutschland 14e As of Page 4 Individual Equity Futures Group ID pursuant to Annex A Pre-Trading Period Continuous Trading Post-Trading Period Until Off-book Trading Period Off-book Post-Trading Period until Last Trading Day Trading Until AT01 BE01 BE02 CH01 IE01 IE02 NO01 PT01 SE01 DE01 DE02 ES01 ES02 FI01 FI02 FR01 FR02 IT01 IT02 NL01 NL02 GB01 PL01 07:30-08:53 08:53-17:45 19:33 08:58-19:33 19:48 17:45 07:30-08:55 08:55-17:45 19:35 09:00-19:35 19:50 17:45 07:30-08:56 08:56-17:45 19:36 09:01-19:36 19:51 17:45 RU01 07:30-08:56 08:56-17:45 19:36 09:01-19:36 19:51 17:45 BR01 CA01 US01 US02 07:30-08:56 08:56-22:00 22:30 09:01-22:30 22:32 15:30 (Expiry month March: 14:30)* * On the last trading day, the Post Trading Full-Period starts at 15:30 (Expiry month March: 14:30) and ends at 22:30 All times CET [...] ***************
General Clearing Provisions
Page 1 ******************************************************************************************** AMENDMENTS ARE MARKED AS FOLLOWS: INSERTIONS ARE UNDERLINED DELETIONS ARE CROSSED OUT *********************************************************************************************
2.6 Subpart: Contract Specifications for Options Contracts and Low Exercise Price Options on Stocks
Page 1 ****************************************************************** MODIFICATIONS ARE MARKED AS FOLLOWS: INSERTIONS ARE UNDERLINED DELETIONS ARE CROSSED OUT ******************************************************************
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