On Jan. 22, Eurex issued issued latest reporting and position limits.
Eurex published circular 006/25 Euro Fixed Income Futures: Definition of reporting and position limits for March 2025; position limits apply only to long positions of products.
Follows On Oct. 2024 Eurex issued latest reporting and position limits, see #199974.
Limits
Apply only to long positions in the front month contracts of the products concerned.
Reporting limits will be valid from Feb. 28, 2025 after close of trading, to Mar. 3, 2025.
Position limits will be valid from Mar. 4, 2025, start of trading, until expiration of the March contract on Mar. 6, 2025; and long positions in Mar. 2024 contracts must therefore all be within the prescribed limits at start of trading on Mar. 4, 2025.
The measure by Eurex Deutschland is based on § 11 Para. 1 of Eurex Exchange Rules.
Limits will be monitored intraday by Trading Surveillance Office of Eurex Deutschland.
Required Action
In case the position limits have been exceeded, Exchange Participants are obliged according to § 11 Paragraph 5 of the Eurex Exchange Rules to submit a list of long positions in Eurex C7 Clearing GUI including clear names of customers to surveillance.
Immediate position adjustments should be made by using Trade Adjustment function (Open/Close Adjustment) instead of Position Close-Out, to avoid all late closing fees.
If position limits are exceeded, respective participants will be requested to specify a Eurex user ID that can be used by Eurex Deutschland to undo the exceeding of limits.
Reporting and Position Limits
Reporting and position limits for Mar. 2025 contracts in Euro Fixed Income Futures are:
