0
$\begingroup$

ie, what is the earliest time can I expect to see settle prices for all interest rate futures (ie, BUXL future, GILT future) on Eurex exchange? Is it 15:00 local time just like it is on CME ?

$\endgroup$
1
$\begingroup$

On normal days the settlement time for bond futures such as Bund, Buxl, etc. on the Eurex Exchange is 17:15 CET (Central European Time). The settlement is calculated from the volume-weighted average of all transactions between 17:14 and 17:15. [Source: www.eurexchange.com]. Generally within a few minutes (in my experience between 17:15 and 17:20) the settlement price is disseminated through the usual channels, such as Reuters, Bloomberg etc.

An exception occurs on the last day of trading for a particular maturity. On such a day (which occurs once a quarter) the expiring future stops trading at 12:30 CET, and the settlement is calculated at that time.

$\endgroup$

Your Answer

By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.

Not the answer you're looking for? Browse other questions tagged or ask your own question.