docMarket-Making in Single Stock Futures: Adjustment of Quote
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Market-Making in Single Stock Futures: Adjustment of Quote
e u r e x circular 075/09 Date: Frankfurt, April 30, 2009 Recipients: All Trading Members of Eurex Deutschland and Eurex Zürich and Vendors Authorized by: Thomas Lenz Action required High priority Market-Making in Single Stock Futures: Adjustment of Quote Parameters Contact: Sascha Semroch (Product Strategy), tel. +49-69-211-1 50 78, fax +49-69-211-61 50 78 E-mail: [email protected] Content may be most important for: Attachments: Ü none Front Office/Trading Summary: ® Quoting parameters for Single Stock Futures on components of the blue chip indexes DAX and the Dow ® Jones EURO STOXX 50 will be adjusted with effect from May 4, 2009. Adjustments affect the Minimum Quote Size. The circular provides an overview of the new parameters. For any further questions you may have, please contact Sascha Semroch on tel. +49-69-211-1 50 78, fax +49-69-211-61 50 78 or send an e-mail to [email protected]. Eurex Deutschland Neue Börsenstraße 1 60487 Frankfurt/Main Mailing address: 60485 Frankfurt/Main Germany T +49-69-211-1 17 00 F +49-69-211-1 17 01 customer.support@ eurexchange.com Internet: www.eurexchange.com Management Board: Thomas Book, Thomas Lenz, Michael Peters, Andreas Preuß, Peter Reitz, Jürg Spillmann ARBN: 101 013 361 e u r e x circular 075/09 Market-Making in Single Stock Futures: Adjustment of Quote Parameters ® Quoting parameters for Single Stock Futures on components of the blue chip indexes DAX and Dow Jones ® EURO STOXX 50 will be adjusted with effect from May 4, 2009: 1. Minimum Quote Sizes Product code Product Minimum Quote Size current ADSG FUT ON ADIDAS AG 10 10 AENF FUT ON AEGON 50 50 AIRH FUT ON AIR LIQUIDE 10 5 ALVF FUT ON ALLIANZ AG 100 50 ASGF FUT ON ASSICURAZIONI GENERALI 10 10 AXAF FUT ON AXA 50 50 BASG FUT ON BASF AG 25 25 BAYF FUT ON BAYER AG 25 25 BBVF FUT ON BANCO BILBAO VIZ. ARG. 25 25 BMWF FUT ON BMW AG 25 25 BNPG FUT ON BNP PARIBAS 10 10 BSNG FUT ON DANONE 10 10 CARF FUT ON CARREFOUR 25 25 CBKF FUT ON COMMERZBANK AG 25 25 AOMG FUT ON ALSTOM 5 5 SDXG FUT ON K+S AG 5 5 CR5F FUT ON UNICREDITO ITALIANO 10 10 DAIF FUT ON DAIMLER AG 25 25 DB1G FUT ON DEUTSCHE BOERSE AG 10 10 DBKF FUT ON DEUTSCHE BANK AG 25 25 BEIF FUT ON BEIRESDORF AG 10 10 DPWF FUT ON DEUTSCHE POST AG DTEF FUT ON DEUTSCHE TELEKOM AG ENLF new 25 25 250 250 FUT ON ENEL SPA 10 10 ENTF FUT ON ENI SPA 10 10 EOAH FUT ON E.ON AG 10 10 FMEH FUT ON FRESENIUS MEDICAL CARE AG 10 10 FO4G FUT ON FORTIS 50 50 FTEF FUT ON FRANCE TELECOM 50 50 GOBG FUT ON SAINT-GOBAIN 25 25 HENG FUT ON HENKEL AG 10 10 HNRG FUT ON HANNOVERSCHE RUECK AG 5 5 IBEG FUT ON IBERDROLA SA 10 10 IESH FUT ON Intesa Sanpaolo 10 10 FREG FUT ON FRESENIUS AG PREF 10 10 INNF FUT ON ING 50 50 ISPF FUT ON ARCELORMITTAL 25 25 page 1 of 2 e u r e x circular 075/09 Product code Product Minimum Quote Size current LHAF FUT ON LUFTHANSA AG 25 25 LING FUT ON LINDE AG 10 10 LORF FUT ON LOREAL 10 10 GZFF FUT ON GAZ DE FRANCE 50 20 MANG FUT ON MAN AG 10 10 MEOF FUT ON METRO AG 10 10 MOHF FUT ON LVMH 10 10 MRKG FUT ON MERCK AG 10 10 MU2F FUT ON MUENCHNER RUECKVERS AG 100 50 NO3F FUT ON NOKIA CORP. 100 100 PH1F FUT ON PHILIPS 50 50 REPF FUT ON REPSOL YPF SA 10 10 RNLF FUT ON RENAULT 10 10 RWEF FUT ON RWE AG 25 25 SANG FUT ON BANCO SANTANDER CEN. H. 25 25 SAPG FUT ON SAP AG 50 50 SGEH FUT ON SOCIETE GENERALE SA 10 10 SIEF FUT ON SIEMENS AG 25 25 SNDG FUT ON SCHNEIDER ELECTRIC 10 10 SNWF FUT ON SANOFI-AVENTIS SA 10 10 SQUG FUT ON VINCI 10 10 TEFF FUT ON TELEFONICA SA 25 25 TKAG FUT ON THYSSEN KRUPP AG 10 10 TOTG FUT ON TOTAL 25 25 TQIF FUT ON TELECOM ITALIA SPA 10 10 SZGG FUT ON SALZGITTER AG 5 5 UNIH FUT ON UNILEVER CVA 50 50 VOWF FUT ON VW AG 25 5 VVUF FUT ON VIVENDI SA 50 50 XCAH FUT ON CREDIT AGRICOLE 25 25 new Frankfurt, 30. April 2009 page 2 of 2
