Eurex Exchange Curbs

Discussion in 'Index Futures' started by ghoti, Oct 9, 2008.

  1. ghoti


    I'm new to the Eurex Exchange, and was wondering if there are curbs in trading in the Eurex products like the 5%, 10%, etc. curbs in the U.S. markets. I couldn't find the info on their web site and a google search was not helpful. Does anyone know or can you point me to the info. Thanks.
  2. Yes, there is one. Eurex calls volatility interrupt. However, they will not disclose formula. I have called a while back, and this is what they told me.
  3. ghoti


    That's very interesting. It's easier to play the game when you know the rules, I guess in this case we have to accept that there are rules, we just don't know what they are. That explains why I couldn't find any reference to limits on their web site. Thanks.