Futures on Xtrackers Harvest CSI300 ETF

Basic Facts:

  • Product: Futures on Xtrackers Harvest CSI300 ETF
  • Asset Class: Futures contracts
  • ISIN: DE000A2BMKV2
  • Product code: CRQF
  • Product group: ENSFFE
  • Contract size: 1,000 shares of the underlying ETF
  • Underlying ETF: Xtrackers Harvest CSI300 Index ETF
  • Underlying ISIN: LU0875160326
  • Settlement: Cash settlement                                           
  • Currency: EUR
Contract Value 1000 Xtrackers Harvest CSI300 ETFs
Underlying ISIN/Reference Market LU0875160326 / Xetra
Product Code CRQF
Product ISIN DE000A2BMKV2
Price Quotation In Euro, with two decimal places
Contract Terms Up to 9 months: The three following quarterly months of March, June, September, December cycle thereafter.
Minimum Price Change EUR 0.01
Tick Value EUR 10
Settlement Cash delivery after final settlement
Daily Settlement Price The daily settlement prices for ETF Futures are derived from the closing price of the underlying determined during the closing auction plus the respective cost of carry.
Final Settlement Price Established by Eurex, based on the closing auction price on the cash market for the respective underlying on the final settlement day.
Final Settlement Day 3rd Friday of the maturity/expiration month*
Last Trading Day 3rd Friday of the maturity/expiration month*
Block Trade Size Minimum size of 100 contracts
Matching Algorithm Price/time priority

*If this is an exchange day, otherwise the exchange day immediately preceding that day.

You can find the product factsheet of Xtrackers Harvest CSI300 ETF here.

Trading Hours

Exchange Trading

09:00 – 17:30 CET

Beijing Time 15:00-23:30 during daylight saving time in Germany, otherwise Beijing Time 16:00-00:30+1

TES Trade Entry System

09:00 – 20:00 CET; 09:00 – 17:30 CET (Last Trading Day)

Beijing Time 15:00-02:00+1 during daylight saving time in Germany, otherwise Beijing Time 16:00-03:00+1;

Beijing Time 15:00-23:30 during daylight saving time in Germany, otherwise Beijing Time 16:00-00:30+1 for last trading day

 

Trading Calendar

The trading calendar of Eurex is applicable for CEINEX products.

Eurex Trading Calendar

 

Exchange Fees

  • Trade on Orderbook (Futures or Options): Euro 0.30 per contract
  • Trade Entry Services (block trading on Futures or Options): Euro 0.40 per contract
  • Position Closing Adjustments: EUR 0.60 per contract
  • Exercise of Options: Euro 0.30 per contract
  • Position Transfer with Cash Transfer: EUR 7.50 per transaction

All Fees and Prices of Eurex

Market Making

  • Minimum size: 20 contracts
  • Maximum spread: 0.10 EUR
  • Quote for at least 80% of the trading hours (09:00 – 17:30 CET) calculated on a monthly average
  • Quote the front contract. Last week before expiration quote both the front and the next contract.
  • Market Making Incentives

 

More detailed information about Market Making Requirements and relevant incentive program can be found here.

 

Interested in market making the product? Just get registered!

Further Information: