Eurex MDAX
Revision as of 07:35, 9 November 2017 by JohnJLothian (talk | contribs)
MDAX is the international mid cap index of Deutsche Boerse AG
| MDAX futures | ||
|---|---|---|
| Exchange | Eurex | |
| Settlement | Cash settled | |
| Contract Size | €5 multiplied by the value of the index | |
| Pricing Unit | €5 | |
| Tick Value | €5 | |
| Contract Months | Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. | |
| Last Trading Day | Last Trading Day is the Final Settlement Day, which is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the Last Trading Day is at the Beginning of the Xetra® intraday auction starting at 13:00 CET. | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | 7:50 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 13:05 (1:05 pm) CET) |
| Ticker Symbol | N/A | F2MX |
| Price Limits | N/A | N/A |
| MDAX options | ||
| Trade Unit | €5 multiplied by the value of the index | |
| Point Value | €5 (The Price Quotation is in points with one decimal place. The Minimum Price Change is 0.5 points.) | |
| Tick Value | €0.50 (0.1) | |
| Option Months | Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter. | |
| Strike Prices | Every 50 index points when a contract has 12 months or less to expiry. Every 100 points for contracts with 13 to 24 months until expiry. | |
| Exercise Style | European-style (An option can only be exercised on the Final Settlement Day of the respective option series until the end of the Post-Trading Full Period (21:00 CET). | |
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Same as futures |
| Ticker Symbol | N/A | O2MX |
| Price Limits | N/A | N/A |
Notes[edit]
DAX Home Page at Deutsche Boerse: http://deutsche-boerse.com/dbag/dispatch/en/isg/gdb_navigation/private_investors/20_Equities/20_Indices/10_DAX?module=InOverview_Index&wp=DE0008469008&wplist=DE0008469008&foldertype=_Index
DAX Home Page at Eurex: http://www.eurexchange.com/trading/products/IDX/DAX/products_en.html