o/ziz3, 12:41 PM

Equity Index Verivatives: A) Introduction of Euro $1 UXX dU® Index Ena-ol-Vay Uptions; 6) Editorial changes to the Price Lis.

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Price List of Eurex Clearing AG

Eurex08e

As of 28.08.2023

Page 1

AMENDMENTS ARE MARKED AS FOLLOWS:

INSERTIONS ARE UNDERLINED;

DELETIONS ARE CROSSED OUT

[1
3 Transaction Fees for Derivatives Transactions (Order Book Transactions and
Off-Book Transactions on the Eurex Exchange)
L.]
3.1 Matching / Registration of Derivatives Transactions
L.]
Standard Reduced
Fee per Fee per Thres-
Contract Contract hold
(contract (contract (number
Product / Execution volume S$ volume > of con-
Product Group ‘Currency Type Accounts | threshold) threshold) tracts)
[J
Equity Index Derivatives
LJ
Equity Index Options
LJ
A 0.36 0.18 3,000
Eurex p 037 0.21 2,000
EURO STOXxX 50° Index EnLight : 0.10 8,000
Option (OESX,OMSX) M 0.37 na, na
(non-disclosed within the EUR — —
meaning of 3.2.1 Eurex A 0.36 0.18 3,000
Contract Specifications) TES bilateral p 037 0.21 2,000
: 0.10 8,000
M 0.37 na. na.
LJ

[..

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o/ziz3, 12:41 PM Equity Index Verivatives: A) Introduction of Euro $1 UXX dU® Index Ena-ol-Vay Uptions; 6) Editorial changes to the Price Lis.

1. Amended sections of the Clearing Conditions of Eurex Clearing AG
2. Amended sections of the Price List of Eurex Clearing AG

Further information

Recipients: All Clearing Members, ISA Direct Clearing Members, Disclosed
Direct Clients of Eurex Clearing AG, vendors, all FCM Clearing
Members and other affected contractual parties

Target Front Office/Trading, Middle + Back Office, IT/System
groups: Administration, Auditing/Security Coordination
Related Eurex Circular 047/23

circular:

Contact: client.services@eurex.com

Web: www.eurex.com/ec-en/

Authorized Jens Janka

by:

Further information

, Attachment 1 to Eurex Clearing Circular 033/23

Attachment 2to Eurex Clearing Circular 033/23

Eurex Eurex Clearing Eurex Repo EEX 360T Xetra Borse Frankfurt
Clearstream Qontigo

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Chapter II of the Clearing Conditions of Eurex Clearing AG

Transactions Concluded at
Eurex Deutschland

(Eurex Exchange)

As of 28.08.2023

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o/ziz3, 12:41 PM

Equity Index Verivatives: A) Introduction of Euro $1 UXX dU® Index Ena-ol-Vay Uptions; 6) Editorial changes to the Price Lis.

01 Jun 2023
Eurex Clearing

Equity Index Derivatives: A) Introduction
of Euro STOXX 50® Index End-of-Day
Options; B) Editorial changes to the Price
List of Eurex Clearing AG

Eurex Clearing Circular 033/23 Equity Index Derivatives: A) Introduction of
Euro STOXX 50® Index End-of-Day Options; B) Editorial changes to the
Price List of Eurex Clearing AG

1. Introduction

This circular contains information with respect to Eurex Clearing AG's service
offering and corresponding amendments to the Clearing Conditions of Eurex
Clearing AG (Clearing Conditions) and the Price List of Eurex Clearing AG (Price
List) regarding the following topics:

® Introduction of Euro STOXX 50® Index End-of-Day (EoD) Options (Eurex

product code: OEXP)

Editorial changes to the clearing provisions of Equity Index Options

contracts in the Price List

The amendments will become effective as of 28 August 2023.

2. Required action

There is no required action for the participants.

3. Details of the initiative

A. Introduction of Euro STOXX 50° Index EoD Options

Effective 28 August 2023, Eurex Clearing will offer clearing services for Euro
STOXX 50® Index EoD Options introduced at Eurex Deutschland.

In this context, the following measure will apply effective 28 August 2023:

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Eurex04e

Clearing Conditions of Eurex Clearing AG

As of 28.08.2023
Page 1

[el
Part 3
[el

3.4
Ll

3.4.3

[el

IES IE HI IE SSDS IIIS SII IAAI SASSI ISIE AAAI

AMENDMENTS ARE MARKED AS FOLLOWS:
INSERTIONS ARE UNDERLINED;
DELETIONS ARE CROSSED OUT

IES IE HIE DSSS S IISA IS IASI IIIS IAAI I ISI IA AAI

Clearing of Options Contracts

Clearing of Index Options Contracts

Final Settlement Price

wd]

(12) With respect to the Euro STOXX 50® Index EoD Options Contracts (OEXP), the

value of the index is based on the closing auction prices calculated by means of the
respective electronic trading system for the securities and book-entry securities
contained in the index.

(4213) [...]

For Options Contracts on the Euro STOXX® index (Eurex ID: OESX), in case of any
such trading interruptions in at least one index constituent, which must have had at
least one uninterrupted minute overlap with the time period the calculation of the
average of the EURO STOXX® 50 index takes place, the respective index
calculations used for the calculation of the average will be corrected in a way that
only the respective first tradable price after the interruption will be used for the
affected components and time period. Such a correction will not take place if no
tradable price has been determined until 17:45 CET. Such a correction will also
apply in all STOXX® equity index options which comprise the respective Euro
STOXX® 50 index constituent.

For MSCI Index Options Contracts, Eurex Clearing AG can also change the final
settlement prices based on a retrospectively announced correction by the index
provider MSCI.

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o/ziz3, 12:41 PM Equity index Derivatives: A) Introduction of Euro 51 UXX 5U® Index End-ol-Vay Uptions; 5) Editorial changes to the Price Lis...

¢ Amendments to the Clearing Conditions regarding the inclusion of Euro
STOXX 50® Index EoD Options

Please refer to Eurex circular 047/23 for detailed trading-related information
as well as the amendments of the relevant Rules and Regulations of Eurex
Deutschland.

Production start: 28 August 2023
Simulation start: 2 June 2023

a) Product Overview

Product Product Currency Product ISIN Underlying
name ID ISIN
Euro STOXX OEXP EUR DEOOOA3EDHO5S EU0009658145
50® Index

EoD

Options

b) Contract Specifications
For the detailed Contract Specifications, please refer to Eurex circular 047/23.
c) Product group

The product group of the new product is as follows:

Product Product Regulatory Settlement Product Product
group status type type segment

Euro E/I Not Cash (0) Index

STOXX Options approved

50® in EUR for trading

Index in the U.S

EoD

Options

d) Simulation

Starting 2 June 2023, the new product will be available in the Eurex simulation
environment for testing purposes. For further information, please refer to the
simulation calendar on the Eurex website www.eurex.com under the following
link:

Support > Initiatives & Releases > Simulation calendar

e) Risk parameters

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o/ziz3, 12:41 PM Equity index Derivatives: A) Introduction of Euro 51 UXX 5U® Index End-ol-Vay Uptions; 5) Editorial changes to the Price Lis...

Margins for the new products are calculated in Prisma. For the risk parameters
of the new products, please refer to the Eurex Clearing website
www.eurex.com/ec-en/ under the link:

Services > Risk parameters
f) Amendments to the legal framework of Eurex Clearing AG

To reflect this decision in the legal framework of Eurex Clearing AG, the
following provisions will be amended as outlined in Attachment 1:

¢ Chapter II Part 3 Number 3.4.3 of the Clearing Conditions

B. Editorial changes to the provisions on the Clearing of Equity Index
Options Contracts in the Price List

In order to reflect the discontinuation of the clearing services for Euro STOXX
50® Month-end Options (OMSX), the following provisions will be amended as
outlined in Attachment 2:

@ Number 3.1 of the Price List

As of the effective date, the full version of the amended Clearing Conditions
and Price List will be available for download on the Eurex Clearing website
under the following link:

Rules & Regs > Eurex Clearing Rules and Regulations

The amendments to the legal framework of Eurex Clearing AG published by
this circular are deemed accepted by each affected contractual party of Eurex
Clearing AG, unless the respective contractual party objects by written notice
to Eurex Clearing AG prior to the relevant effective date(s) as stipulated in this
circular. In case of an objection by the respective contractual party pursuant
the preceding sentence, Eurex Clearing AG is entitled to terminate the
respective contract (including a Clearing Agreement, if applicable). Instead of
submitting an objection, the respective contractual party may submit in
writing to Eurex Clearing AG comments to any amendments of the legal
framework of Eurex Clearing AG within the first 10 Business Days after the
publication of the amendments. Eurex Clearing AG shall assess whether these
comments prevent the published amendments from becoming effective
taking into account the interests of Eurex Clearing AG and all contractual
parties.

Unless the context requires otherwise, terms used and not otherwise defined
in this circular shall have the meaning ascribed to them in the Clearing
Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.

Attachments:

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