A member of
Eurex
1. Introduction
The Executive Boards of Eurex Frankfurt AG and Eurex Clearing AG took the following decision with effect from 1 April 2026:
2. Required action
Liquidity Providers should adapt their quotation behavior accordingly.
3. Details of the initiative
Product Specific Supplement (PSS) „Fixed Income 17 – Three-Month Euribor Futures and Three-Month Euro STR Futures”
The additional incentive component based on the open interest in Three-Month Euro STR Futures initially introduced on 1 July 2024 will be extended for the month of April 2026, as described in section 4.1 of the PSS "Fixed Income 17 – Three-Month Euribor Futures and Three-Month Euro STR Futures". It will be effective as of 1 April 2026 with updated parameters.
Furthermore, the Participation multiplier “Over-fulfilment of the participation condition” will be adjusted as described in section 7 of the PSS "Fixed Income 17 - Three-Month Euribor Futures and Three-Month Euro STR Futures". It will be effective as of 1 April 2026.
The amendments shall be deemed approved unless objected to Eurex Frankfurt AG and Eurex Clearing AG within a period of two weeks after notification of this circular pursuant to Number 4 (2) of the Liquidity Provider Agreement.
The current versions of the PSS documents are also available in PDF format on the Eurex website www.eurex.com under the following link:
Market-Making and Liquidity provisioning
Attachment:
Amended PSS “Fixed Income 17 – Three-Month Euribor Futures and Three-Month Euro STR Futures”
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination | |
Contact: | Market Development & Pricing, eurex.pricing@eurex.com | |
Web: | ||
Authorized by: | Matthias Graulich |
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.