CONF Futures are based on notional short-, medium- or long-term debt instruments with a term of 1.75 to 13 years, and a notional coupon rate of 6 percent, based on debt instruments issued by Federal Republic of Germany, the Republic of Italy, the Republic of France or the Swiss Confederation.
CONF Futures have a contract value of CHF 100,000 or EUR 100,000.
|Contract Size||SF 100,000|
|Pricing Unit||SF 10|
|Tick Value||SF 10|
|Contract Months||Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle.|
|First Notice Date||Clearing 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 (20:00 CET).|
|Last Trading Day||Two exchange days prior to the Delivery Day of the relevant maturity month. Close of trading in the maturing futures on the Last Trading Day is at 12:30 CET.|
|Note: This contract is electronic ONLY -- no open outcry|
|No Open Outcry||Electronic|
|Trading Hours||N/A||8:00 am CET to 22:00 (10:00 pm) CET, except on last trading day, when trading ends at 12:30 pm CET (Eurex operates in three trading phases: pre-trading, trading and post-trading. The post-trading phase is further split in several periods where different functions are available. Pre-trading begins at 7:30 am CET, and post-trading ends at 22:30 (10:30 pm) CET, except on the last trading day, when trading ends at 12:30 pm CET)|