Eurex Circular 152/15
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eurex circular 152/15 Date: 1 September 2015 Recipients: All Trading Participants of Eurex Deutschland and Eurex Zürich and Vendors Authorized by: Mehtap Dinc Action required Equity options: Introduction of equity options with weekly expirations (“Weekly Options”) on 43 underlying instruments Contact: Michael Durica, Eurex Product Development, T +49-69-211-1 59 23, [email protected] Content may be most important for: Attachments: 1. Updated sections of the Contract Specifications for Ü All departments Futures Contracts and Options Contracts at Eurex Deutschland and Eurex Zürich 2. Market Maker Obligations (excerpt) 3. Eurex Clearing circular 097/15 Summary: The Management Board of Eurex Deutschland and the Executive Board of Eurex Zürich AG decided to introduce equity options with weekly expirations (“Weekly Options”) on 43 underlying instruments which are components of the EURO STOXX50® equity index, effective 5 October 2015. For the new equity options Permanent Market-Making (PMM) will be offered. Eurex Deutschland T +49-69-211-1 17 00 Management Board: Börsenplatz 4 F +49-69-211-1 17 01 Thomas Book, Mehtap Dinc, 60313 Frankfurt/Main memberservices@ Michael Peters, Andreas Preuss Mailing address: eurexchange.com 60485 Frankfurt/Main Internet: Germany www.eurexchange.com ARBN: 101 013 361 eurex circular 152/15 Equity options: Introduction of equity options with weekly expirations (“Weekly Options”) The Management Board of Eurex Deutschland and the Executive Board of Eurex Zürich AG decided to introduce equity options with weekly expirations (“Weekly Options”) on 43 underlying instruments which are components of the EURO STOXX50® equity index, effective 5 October 2015. For the new equity options Permanent Market-Making (PMM) will be offered. 1. Contract specifications and product parameters Option on ISIN Eurex Contract Maximum Minimum Currency of the underlying product size maturity price instrument code (months) change Belgian Equity Options (Group ID: BE13) InBev S.A. BE0003793107 ITW1/2/4/5 100 1 0.01 EUR German Equity Options (Group ID: DE13) Allianz SE DE0008404005 ALV1/2/4/5 100 1 0.01 EUR BASF SE DE000BASF111 BAS1/2/4/5 100 1 0.01 EUR Bayer AG DE000BAY0017 BAW1/2/4/5 100 1 0.01 EUR BMW AG DE0005190003 BWW1/2/4/5 100 1 0.01 EUR Münchener Rück- versicherungs- DE0008430026 MUE1/2/4/5 100 1 0.01 EUR Gesellschaft AG RWE AG DE0007037129 RWE1/2/4/5 100 1 0.01 EUR Siemens AG DE0007236101 SIE1/2/4/5 100 1 0.01 EUR VW AG - Vz. DE0007664039 VO31/2/4/5 100 1 0.01 EUR Spanish Equity Options (Group ID: ES13) Banco Bilbao Vizcaya ES0113211835 BBV1/2/4/5 100 1 0.01 EUR Argentaria S.A. (BBVA) Banco Santander S.A. ES0113900J37 BSR1/2/4/5 100 1 0.01 EUR Iberdrola S.A. ES0144580Y14 IBE1/2/4/5 100 1 0.01 EUR Industria de Diseño Textil ES0148396007 IXD1/2/4/5 100 1 0.01 EUR S.A. Repsol S.A. ES0173516115 REW1/2/4/5 100 1 0.01 EUR Telefónica S.A. ES0178430E18 TNC1/2/4/5 100 1 0.01 EUR French Equity Options (Group ID: FR13) Air Liquide S.A. FR0000120073 AIR1/2/4/5 100 1 0.01 EUR AXA S.A. FR0000120628 AXA1/2/4/5 100 1 0.01 EUR BNP Paribas S.A. FR0000131104 BNP1/2/4/5 100 1 0.01 EUR Danone S.A. FR0000120644 BSN1/2/4/5 100 1 0.01 EUR Carrefour S.A. FR0000120172 CAR1/2/4/5 100 1 0.01 EUR Airbus Group SE NL0000235190 EAW1/2/4/5 100 1 0.01 EUR Essilor International - Compagnie Générale FR0000121667 ESL1/2/4/5 100 1 0.01 EUR d'Optique S.A. Orange FR0000133308 FTE1/2/4/5 100 1 0.01 EUR page 1 of 9 eurex circular 152/15 French Equity Options (Group ID: FR13) Compagnie de Saint- FR0000125007 GOB1/2/4/5 100 1 0.01 EUR Gobain S.A. ENGIE FR0010208488 GZF1/2/4/5 100 1 0.01 EUR L'Oréal S.A. FR0000120321 LOL1/2/4/5 100 1 0.01 EUR LVMH Moët Hennessy FR0000121014 MOW1/2/4/5 100 1 0.01 EUR Louis Vuitton S.E. Société Générale S.A. FR0000130809 SGE1/2/4/5 100 1 0.01 EUR Schneider Electric SE FR0000121972 SND1/2/4/5 100 1 0.01 EUR Sanofi FR0000120578 SNW1/2/4/5 100 1 0.01 EUR VINCI S.A. FR0000125486 SQU1/2/4/5 100 1 0.01 EUR Total S.A. FR0000120271 TOT1/2/4/5 100 1 0.01 EUR Vivendi S.A. FR0000127771 VVU1/2/4/5 100 1 0.01 EUR Italian Equity Options (Group ID: IT13) Assicurazioni Generali IT0000062072 GEW1/2/4/5 100 1 0.0005 EUR S.p.A. UniCredit S.p.A. IT0004781412 UCR1/2/4/5 1000 1 0.0005 EUR Enel S.p.A. IT0003128367 ENE1/2/4/5 500 1 0.0005 EUR Eni S.p.A. IT0003132476 ENI1/2/4/5 500 1 0.0005 EUR Intesa Sanpaolo S.p.A. IT0000072618 INW1/2/4/5 1000 1 0.0005 EUR Dutch Equity Options (Group ID: NL13) ASML Holding N.V. NL0010273215 ASM1/2/4/5 100 1 0.01 EUR ING Groep N.V. NL0000303600 ING1/2/4/5 100 1 0.01 EUR Koninklijke Philips N.V. NL0000009538 PLP1/2/4/5 100 1 0.01 EUR Unibail-Rodamco SIIC FR0000124711 UBL1/2/4/5 100 1 0.01 EUR Unilever N.V. NL0000009355 UNI1/2/4/5 100 1 0.01 EUR The products will be successively set up during September 2015 on various dates. Further product details: Product ID Product name Product ISIN AIR1 1ST FRIDAY OPT ON AIR LIQUIDE DE000A163YE8 AIR2 2ND FRIDAY OPT ON AIR LIQUIDE DE000A163YF5 AIR4 4TH FRIDAY OPT ON AIR LIQUIDE DE000A163YG3 AIR5 5TH FRIDAY OPT ON AIR LIQUIDE DE000A163YH1 ALV1 1ST FRIDAY OPT ON ALLIANZ DE000A163YJ7 ALV2 2ND FRIDAY OPT ON ALLIANZ DE000A163YK5 ALV4 4TH FRIDAY OPT ON ALLIANZ DE000A163YL3 ALV5 5TH FRIDAY OPT ON ALLIANZ DE000A163YM1 ASM1 1ST FRIDAY OPT ON ASML DE000A163YN9 ASM2 2ND FRIDAY OPT ON ASML DE000A163YP4 ASM4 4TH FRIDAY OPT ON ASML DE000A163YQ2 ASM5 5TH FRIDAY OPT ON ASML DE000A163YR0 AXA1 1ST FRIDAY OPT ON AXA DE000A163YS8 page 2 of 9 eurex circular 152/15 Product ID Product name Product ISIN AXA2 2ND FRIDAY OPT ON AXA DE000A163YT6 AXA4 4TH FRIDAY OPT ON AXA DE000A163YU4 AXA5 5TH FRIDAY OPT ON AXA DE000A163YV2 BAS1 1ST FRIDAY OPT ON BASF DE000A163YW0 BAS2 2ND FRIDAY OPT ON BASF DE000A163YX8 BAS4 4TH FRIDAY OPT ON BASF DE000A163YY6 BAS5 5TH FRIDAY OPT ON BASF DE000A163YZ3 BAW1 1ST FRIDAY OPT ON BAYER DE000A163Y01 BAW2 2ND FRIDAY OPT ON BAYER DE000A163Y19 BAW4 4TH FRIDAY OPT ON BAYER DE000A163Y27 BAW5 5TH FRIDAY OPT ON BAYER DE000A163Y35 BBV1 1ST FRIDAY OPT ON BCO.BIL. DE000A163Y43 BBV2 2ND FRIDAY OPT ON BCO.BIL. DE000A163Y50 BBV4 4TH FRIDAY OPT ON BCO.BIL. DE000A163Y68 BBV5 5TH FRIDAY OPT ON BCO.BIL. DE000A163Y76 BNP1 1ST FRIDAY OPT ON BNP PARIBAS DE000A163Y84 BNP2 2ND FRIDAY OPT ON BNP PARIBAS DE000A163Y92 BNP4 4TH FRIDAY OPT ON BNP PARIBAS DE000A163ZA3 BNP5 5TH FRIDAY OPT ON BNP PARIBAS DE000A163ZB1 BSN1 1ST FRIDAY OPT ON DANONE DE000A163ZC9 BSN2 2ND FRIDAY OPT ON DANONE DE000A163ZD7 BSN4 4TH FRIDAY OPT ON DANONE DE000A163ZE5 BSN5 5TH FRIDAY OPT ON DANONE DE000A163ZF2 BSR1 1ST FRIDAY OPT ON BANCO SANT DE000A163ZG0 BSR2 2ND FRIDAY OPT ON BANCO SANT DE000A163ZH8 BSR4 4TH FRIDAY OPT ON BANCO SANT DE000A163ZJ4 BSR5 5TH FRIDAY OPT ON BANCO SANT DE000A163ZK2 BWW1 1ST FRIDAY OPT ON BMW DE000A163ZL0 BWW2 2ND FRIDAY OPT ON BMW DE000A163ZM8 BWW4 4TH FRIDAY OPT ON BMW DE000A163ZN6 BWW5 5TH FRIDAY OPT ON BMW DE000A163ZP1 CAR1 1ST FRIDAY OPT ON CARREFOUR DE000A163ZQ9 CAR2 2ND FRIDAY OPT ON CARREFOUR DE000A163ZR7 CAR4 4TH FRIDAY OPT ON CARREFOUR DE000A163ZS5 CAR5 5TH FRIDAY OPT ON CARREFOUR DE000A163ZT3 EAW1 1ST FRIDAY OPT ON AIRBUS DE000A163ZU1 EAW2 2ND FRIDAY OPT ON AIRBUS DE000A163ZV9 EAW4 4TH FRIDAY OPT ON AIRBUS DE000A163ZW7 EAW5 5TH FRIDAY OPT ON AIRBUS DE000A163ZX5 page 3 of 9 eurex circular 152/15 Product ID Product name Product ISIN ENE1 1ST FRIDAY OPT ON ENEL DE000A163ZY3 ENE2 2ND FRIDAY OPT ON ENEL DE000A163ZZ0 ENE4 4TH FRIDAY OPT ON ENEL DE000A163Z00 ENE5 5TH FRIDAY OPT ON ENEL DE000A163Z18 ENI1 1ST FRIDAY OPT ON ENI DE000A163Z26 ENI2 2ND FRIDAY OPT ON ENI DE000A163Z34 ENI4 4TH FRIDAY OPT ON ENI DE000A163Z42 ENI5 5TH FRIDAY OPT ON ENI DE000A163Z59 ESL1 1ST FRIDAY OPT ON ESSILOR INT DE000A163Z67 ESL2 2ND FRIDAY OPT ON ESSILOR INT DE000A163Z75 ESL4 4TH FRIDAY OPT ON ESSILOR INT DE000A163Z83 ESL5 5TH FRIDAY OPT ON ESSILOR INT DE000A163Z91 FTE1 1ST FRIDAY OPT ON ORANGE DE000A1630A0 FTE2 2ND FRIDAY OPT ON ORANGE DE000A1630B8 FTE4 4TH FRIDAY OPT ON ORANGE DE000A1630C6 FTE5 5TH FRIDAY OPT ON ORANGE DE000A1630D4 GEW1 1ST FRIDAY OPT ON GENERALI DE000A1630E2 GEW2 2ND FRIDAY OPT ON GENERALI DE000A1630F9 GEW4 4TH FRIDAY OPT ON GENERALI DE000A1630G7 GEW5 5TH FRIDAY OPT ON GENERALI DE000A1630H5 GOB1 1ST FRIDAY OPT ON SAINT-GOBAIN DE000A1630J1 GOB2 2ND FRIDAY OPT ON SAINT-GOBAIN DE000A1630K9 GOB4 4TH FRIDAY OPT ON SAINT-GOBAIN DE000A1630L7 GOB5 5TH FRIDAY OPT ON SAINT-GOBAIN DE000A1630M5 GZF1 1ST FRIDAY OPT ON GDF SUEZ DE000A1630N3 GZF2 2ND FRIDAY OPT ON GDF SUEZ DE000A1630P8 GZF4 4TH FRIDAY OPT ON GDF SUEZ DE000A1630Q6 GZF5 5TH FRIDAY OPT ON GDF SUEZ DE000A1630R4 IBE1 1ST FRIDAY OPT ON IBERDROLA DE000A1630S2 IBE2 2ND FRIDAY OPT ON IBERDROLA DE000A1630T0 IBE4 4TH FRIDAY OPT ON IBERDROLA DE000A1630U8 IBE5 5TH FRIDAY OPT ON IBERDROLA DE000A1630V6 ING1 1ST FRIDAY OPT ON ING DE000A1630W4 ING2 2ND FRIDAY OPT ON ING DE000A1630X2 ING4 4TH FRIDAY OPT ON ING DE000A1630Y0 ING5 5TH FRIDAY OPT ON ING DE000A1630Z7 INW1 1ST FRIDAY OPT ON INTESA SANP.