Eurex Clearing AG 

Mergenthalerallee 61 

65760 Eschborn 

Mailing address: 

60485 Frankfurt/Main 

Germany 

Internet: 

www.eurexclearing.com

Chairman of the 

Supervisory Board: 

Hugo Bänziger 

Executive Board: 

Erik Tim Müller (CEO), 

Heike Eckert (Deputy CEO), 

Matthias Graulich, 

Thomas Laux, 

Manfred Matusza 

Aktiengesellschaft mit 

Sitz in Frankfurt/Main 

HRB Nr. 44828 

USt-IdNr. DE194821553 

Amtsgericht

Frankfurt/Main 

e u r e x c l e a r i ng c ir cul ar 108/17 

Date: 26 October 2017 

Recipients: All Clearing Members, Non-Clearing Members, Basic Clearing Members, FCM Clients 

and Registered Customers of Eurex Clearing AG 

Authorized by: Heike Eckert 

FX Futures contracts and FX Options contracts: 

Amendment of last trading day and final settlement day

Related Eurex circular: 115/17 

Contact: Your Key Account Manager Clearing or clearing.services-admission@eurexclearing.com

Content may be most important for: 

‹ All departments 

Attachment: 

Updated sections of the Clearing Conditions of Eurex 

Clearing AG (Transactions at Eurex Deutschland and 

Eurex Zürich) 

In conjunction with the decision taken by the Management Board of Eurex Deutschland and the Executive 

Board of Eurex Zürich AG to amend the last trading day and final settlement day for FX Futures contracts and 

FX Options contracts, Eurex Clearing will amend the Clearing Condition for these products as well. 

The Executive Board of Eurex Clearing took the following decision effective 20 November 2017: 

· Amendment of the last trading day and final settlement day for FX Futures contracts 

and FX Options contracts 

The last trading day and the final settlement day for FX Futures contracts and FX Options contracts will be 

amended from the third Wednesday of the month, in which the term of the respective FX contract expires, to 

the second Exchange day preceding the third Wednesday of the month in which the term of the respective 

FX contract expires. 

Please refer to the attachment for the updated sections of the Clearing Conditions of Eurex Clearing AG 

(Transactions at Eurex Deutschland and Eurex Zürich). Information on trading-related changes following the 

amendment of the last trading day and final settlement day for aforementioned products as well as the 

amendments of the relevant Rules and Regulations of Eurex Deutschland and Eurex Zürich can be retrieved 

from Eurex circular 115/17. 
Attachment to Eurex Clearing circular 108/17 

Chapter II of the Clearing Conditions of Eurex Clearing AG 

Transactions Concluded at 

Eurex Deutschland and Eurex Zürich 

(Eurex Exchanges) 

As of 20.11.2017
Attachment to Eurex Clearing circular 108/17 Eurex04e 

Clearing Conditions of Eurex Clearing AG As of 20.11.2017 

Page 2 

 

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AMENDMENTS ARE MARKED AS FOLLOWS: 

INSERTIONS ARE UNDERLINED 

DELETIONS ARE CROSSED OUT 

********************************************************************************** 

[...] 

Part 2 Clearing of Futures Contracts 

[...] 

[...] 

2.1.2 Daily Settlement Price 

[...] 

(4) Number 2.1.1 apply mutatis mutandis with respect to all payments pursuant to this 

Number 2.1.2. 

(5) Reference times 

The scheduled reference times for the determination of the daily settlement prices 

for the respective Contracts are set out in the table below: 

Contract Reference Time 

(CET)

All other Index Dividend Futures 17:30 

All other Index-Futures 17:30 

CECE® EUR-Futures 17:10 

Commodity Index Futures 17:30 

CONF-Futures 17:00 

ETC Futures 17:30 

Eurex -KOSPI-Daily Futures Contracts 17:30 

Fixed Income Futures (denominated in Euro) 17:15 

Bond Index Futures 17:15 
Attachment to Eurex Clearing circular 108/17 Eurex04e 

Clearing Conditions of Eurex Clearing AG As of 20.11.2017 

Page 3 

 

Contract Reference Time 

(CET)

Futures Contracts with assigned group ID BR01, CA01, 

CA02, US01 or US02 

17:45 

FX Futures 17:30 (15:00 on every 

expiry day of a series / 

third Wednesday of 

the expiry month for 

the expiring contract) 

FX Rolling Spot Futures 17:00 

LDX IRS Constant Maturity Futures 18:00 

Index Dividend Futures 17:30 

Money Market Futures (FEO1 AND FEU3) 

FLIC 

17:15 

18:00 

RDX® EUR Futures, RDX® USD Futures 16:30 

SMI® Index Dividend Futures 17:20 

SMI®-Futures, SLI® Futures 17:20 

SMIM® Futures 17:20 

Variance futures 17:50 

VSTOXX® Futures 17:30 

TA-35 Futures 16:35 

Interest Rate Swap Futures Contracts 17:15 

Index Total Return Futures Contracts 17:30 

[...] 

[...] 

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