Eurex One-Month EONIA

From MarketsWiki
Jump to: navigation, search
TT 300x60 - 2016.jpg

Average rate of the effective overnight reference rate for the euro (EONIA - Euro Over Night Index Average) - calculated by the European Central Bank (ECB) - for a period of one calendar month.


One-Month EONIA futures
Exchange Eurex
Settlement Cash settled
Contract Size €3 million
Pricing Unit €2.50
Tick Value €12.50
Contract Months Up to 12 months: The present calendar month and the eleven nearest calendar months.
Last Trading Day Last Trading Day is the Final Settlement Day. Final Settlement Day is the last exchange day of the respective maturity month, provided that on that day the daily effective overnight reference rate for the euro (EONIA) is calculated by the European Central Bank; otherwise, the exchange day immediately preceding that day. Close of trading in the maturing futures on the Last Trading Day is at 19:00 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)
Ticker Symbol N/A FEO1
Price Limits N/A N/A

Notes