Eurex Clearing Circular 097/10
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eurex clearing circular 097/10 Date: December 9, 2010 Recipients: All Clearing Members of Eurex Clearing AG and Vendors Authorized by: Peter Reitz Equity Options: Extension of Decimal Places for Settlement Prices Contact: Christine Heyde, tel. +49-69-211-1 56 98, e-mail: [email protected] Content may be most important for: Attachment: Product list of equity options including introduction dates Ü All departments With the introduction of Eurex Release 13.0, the number of available digits for settlement prices for equity options was extended. As prices with up to four decimal places may occur on cash markets, the Executive Board of Eurex Clearing AG decided to standardize the number of decimal places at four decimal places for all equity options denominated in euro, Swiss franc and U.S. dollar. Settlement prices for British equity options will remain unchanged at two decimal places. In view of the number of equity options, the introduction will take place in four steps. The change will be implemented with effect from January 19, 2011, January 26, 2011, February 2, 2011 and February 9, 2011. Please refer to the attachment for the products concerned with introduction dates. Eurex Clearing AG T +49-69-211-1 17 00 Chairman of the Executive Board: Aktiengesellschaft mit Mergenthalerallee 61 F +49-69-211-1 17 01 Supervisory Board: Andreas Preuß (CEO), Sitz in Frankfurt/Main 65760 Eschborn customer.support@ Prof. Dr. Peter Gomez Jürg Spillmann, Thomas Book, HRB Nr. 44828 Mailing address: eurexchange.com Gary Katz, Michael Peters, Amtsgericht 60485 Frankfurt/Main Internet: Peter Reitz Frankfurt/Main Germany www.eurexclearing.com Attachment to Eurex Clearing Circular 097/10 Product List Equity Options Introduction date January 19, 2011: Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new AFR Air France-KLM FR0000031122 2 4 FR AKE Arkema FR0010313833 2 4 FR AOM ALSTOM FR0010220475 3 4 FR AXA AXA FR0000120628 3 4 FR AXI Atos Origin FR0000051732 2 4 FR BIF Société BIC FR0000120966 2 4 FR BNP BNP Paribas FR0000131104 3 4 FR BSN Danone FR0000120644 2 4 FR BYG Bouygues FR0000120503 2 4 FR CAJ Casino Guichard FR0000125585 2 4 FR CAR Carrefour FR0000120172 2 4 FR CGE Alcatel-Lucent FR0000130007 3 4 FR CGM Capgemini FR0000125338 2 4 FR CIL Lafarge FR0000120537 2 4 FR SF Thalès FR0000121329 2 4 FR DCS JCDecaux FR0000077919 2 4 FR DIO Christian Dior FR0000130403 2 4 FR DXB Dexia BE0003796134 2 4 FR DYS1 Dassault Systèmes FR0000130650 2 4 FR E2F Electricité de France FR0010242511 2 4 FR E3B Eutelsat Communications FR0010221234 2 4 FR EAD EADS NL0000235190 2 4 FR EF3 Eiffage FR0000130452 2 4 FR ESL Essilor International FR0000121667 2 4 FR EUQ Eurazeo FR0000121121 2 4 FR FSE TF1 FR0000054900 2 4 FR FTE France Télécom FR0000133308 3 4 FR GDG CGGVeritas FR0000120164 2 4 FR GOB Saint-Gobain FR0000125007 2 4 FR GRB SEB FR0000121709 2 4 FR GZF GDF Suez FR0010208488 2 4 FR HMI Hermes International FR0000052292 2 4 FR LIF Klépierre FR0000121964 2 4 FR LOR L'Oréal FR0000120321 2 4 FR LRC Legrand FR0010307819 2 4 FR MFX WENDEL Investissement FR0000121204 2 4 FR MMT M6 Metropole Television FR0000053225 2 4 FR MOH LVMH FR0000121014 2 4 FR NBP Natixis FR0000120685 2 4 FR NKF Imerys FR0000120859 2 4 FR Attachment to Eurex Clearing Circular 097/10 Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new NP6 Neopost FR0000120560 2 4 FR NXS Nexans FR0000044448 2 4 FR PER Pernod-Ricard FR0000120693 3 4 FR PEU Peugeot FR0000121501 2 4 FR PPX PPR FR0000121485 2 4 FR PU4 Publicis Groupe FR0000130577 2 4 FR QSV Edenred FR0010908533 2 4 FR RHDI Rhodia FR0010479956 2 4 FR RNL Renault FR0000131906 2 4 FR SDR1 SCOR FR0010411983 2 4 FR SEJ Safran FR0000073272 2 4 FR SEV Suez Environnement FR0010613471 3 4 FR SGM STMicroelectronics NL0000226223 3 4 FR SJ7 Sodexho FR0000121220 2 4 FR SND Schneider Electric FR0000121972 2 4 FR SNW Sanofi-Aventis FR0000120578 2 4 FR SQU Vinci FR0000125486 2 4 FR THP Technip FR0000131708 2 4 FR TNM Technicolor FR0010918292 2 4 FR TNU3 Groupe Eurotunnel FR0010533075 2 4 FR TOTB TOTAL FR0000120271 3 4 FR UBL Unibail-Rodamco FR0000124711 2 4 FR UEN Ubisoft Entertainment FR0000054470 2 4 FR VAC Vallourec FR0000120354 2 4 FR VSA Valeo FR0000130338 2 4 FR VVD Veolia Environnement FR0000124141 2 4 FR VVU Vivendi Universal FR0000127771 3 4 FR XNP CNP Assurances FR0000120222 2 4 FR ZDC Zodiac Aerospace FR0000125684 2 4 FR Introduction date January 26, 2011: Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new ABBN ABB CH0012221716 2 4 CH ADEN Adecco CH0012138605 2 4 CH ALPH Alpiq Holding CH0034389707 2 4 CH ARYN ARYZTA CH0043238366 2 4 CH ATLN Actelion CH0010532478 2 4 CH BAEB Julius Bär Basket DE000A1A40G1 2 4 CH BAEN Julius Bär Gruppe CH0102484968 2 4 CH BALN Bâloise Holding CH0012410517 2 4 CH BIO BB Biotech CH0038389992 2 4 CH Attachment to Eurex Clearing Circular 097/10 Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new BKWN BKW FMB Energie CH0021607004 2 4 CH BSLN Basilea Pharmaceutica CH0011432447 2 4 CH CFR Cie Financière Richemont CH0045039655 2 4 CH CLN Clariant CH0012142631 2 4 CH CSGN Credit Suisse Group CH0012138530 2 4 CH EFGN EFG International CH0022268228 2 4 CH ERCB Ericsson SE0000108656 2 4 SE FIN Georg Fischer CH0001752309 2 4 CH GALN Galenica CH0015536466 2 4 CH GAM GAM Holding CH0102659627 2 4 CH GAZ Gazprom US3682872078 2 4 RU GEBN Geberit CH0030170408 2 4 CH GIVN Givaudan CH0010645932 2 4 CH HELN Helvetia Holding CH0012271687 2 4 CH HOLN Holcim CH0012214059 2 4 CH KABN Kaba Holding CH0011795959 2 4 CH KNIN Kühne & Nagel CH0025238863 2 4 CH KUD Kudelski CH0012268360 2 4 CH KUNN Kuoni Reisen CH0003504856 2 4 CH LISP Lindt & Sprüngli (PS) CH0010570767 2 4 CH LOGN Logitech CH0025751329 2 4 CH LONN Lonza Group CH0013841017 2 4 CH LUK Lukoil US6778621044 2 4 RU MBTN Meyer Burger Technology CH0108503795 2 4 CH NDB Nordea Bank SE0000427361 2 4 SE NESN Nestlé CH0038863350 2 4 CH NNIA Norilsk Nickel US46626D1081 3 4 RU NOBE Nobel Biocare CH0037851646 2 4 CH NOVN Novartis CH0012005267 2 4 CH OERL OC Oerlikon Corporation CH0000816824 2 4 CH PARG Pargesa Holding CH0021783391 2 4 CH PGHN Partners Group CH0024608827 2 4 CH PPHN Petroplus Holdings DE000A0LLW34 2 4 CH PSPN PSP Swiss Property CH0018294154 2 4 CH PWTN Panalpina Welttransport CH0002168083 2 4 CH RIEN Rieter CH0003671440 2 4 CH RIGN Transocean CH0048265513 2 4 CH ROG Roche Holding CH0012032048 2 4 CH RUKN Swiss Re CH0012332372 2 4 CH SCHP Schindler Holding (PS) CH0024638196 2 4 CH SCMN Swisscom CH0008742519 2 4 CH SGN Surgutneftegaz US8688612048 3 4 RU SGSN SGS CH0002497458 2 4 CH SIK Sika CH0000587979 2 4 CH SLHN Swiss Life Holding CH0014852781 2 4 CH Attachment to Eurex Clearing Circular 097/10 Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new SOON Sonova CH0012549785 2 4 CH SPSN Swiss Prime Site CH0008038389 2 4 CH STMN Straumann Holding CH0012280076 2 4 CH SUN Sulzer CH0038388911 2 4 CH SYNN Syngenta CH0011037469 2 4 CH SYST Synthes US87162M4096 2 4 CH TEMN Temenos CH0012453913 2 4 CH UBSN UBS CH0024899483 2 4 CH UHR Swatch Group CH0012255151 2 4 CH UHRN Swatch Group CH0012255144 2 4 CH VALN Valora CH0002088976 2 4 CH VATN Valiant Holding CH0014786500 2 4 CH VCN Charles Vögele Holding CH0006937772 2 4 CH VONN Vontobel CH0012335540 2 4 CH WFT Weatherford International CH0038838394 2 4 CH ZURN Zurich Financial Services CH0011075394 2 4 CH Introduction date February 2, 2011: Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new ADS Adidas DE000A1EWWW0 3 4 DE AIX Aixtron DE000A0WMPJ6 3 4 DE ALV Allianz DE0008404005 3 4 DE ARO Arcandor DE0006275001 3 4 DE BAS BASF DE000BASF111 3 4 DE BAY Bayer DE000BAY0017 3 4 DE BEI Beiersdorf DE0005200000 3 4 DE BMW BMW DE0005190003 3 4 DE BSV3 Hugo Boss pref. DE0005245534 3 4 DE CBK Commerzbank DE0008032004 3 4 DE CGY Conergy DE0006040025 3 4 DE CLS Celesio DE000CLS1001 3 4 DE CON Continental DE0005439004 3 4 DE DAI Daimler DE0007100000 3 4 DE DB1 Deutsche Börse DE0005810055 3 4 DE DBK Deutsche Bank DE0005140008 3 4 DE DPB Deutsche Postbank DE0008001009 3 4 DE DPW Deutsche Post DE0005552004 3 4 DE DTE Deutsche Telekom DE0005557508 3 4 DE EOA E.ON DE000ENAG999 3 4 DE FME Fresenius Medical Care DE0005785802 3 4 DE FNT Freenet DE000A0Z2ZZ5 3 4 DE Attachment to Eurex Clearing Circular 097/10 Product Underlying Product-ISIN Number of Number of Country Code Decimal Places Decimal Places Segment for Settlement for Settlement Prices - old Prices - new FRA Fraport DE0005773303 3 4 DE FRE3 Fresenius pref. DE0005785638 3 4 DE G1A GEA Group DE0006602006 3 4 DE GBF Bilfinger Berger DE0005909006 3 4 DE GXI Gerresheimer DE000A0LD6E6 3 4 DE HEI HeidelbergCement DE0006047004 3 4 DE HEN3 Henkel DE0006048432 3 4 DE HNR1 Hannover Rück DE0008402215 3 4 DE HOT Hochtief DE0006070006 3 4 DE IFX Infineon DE0006231004 3 4 DE KCO Klöckner & Co DE000KC01000 3 4 DE KD8 Kabel Deutschland DE000KD88880 3 4 DE LHA Lufthansa DE0008232125 3 4 DE LIN Linde DE0006483001 3 4 DE LXS LANXESS DE0005470405 3 4 DE MAN MAN DE0005937007 3 4 DE MEO Metro