Eurex Exchange Readiness Newsflash | Introduction of 3M SARON® Futures with a new naming convention: Reminder

Dear Eurex Participant,

With this Newsflash, we would like to remind our Participants about the introduction of 3M SARON^® Futures (with a new naming convention) on 27 September 2021.

The new contracts will be titled '3M SARON^® Futures' with Eurex product code FSR3. Other than the new naming convention, the new contracts will mirror the contract specifications of the existing Three-Month SARON^® Futures (Eurex product code: FSO3).

Further details are available in Eurex Circular 083/21 'Money Market Futures: Introduction of 3M SARON^® Futures with a new naming convention'.

All details about the Eurex 3M SARON^® Futures can be found on the respective Initiative Page on the Eurex website under Support > Initiatives & Releases > Product Readiness > SARON Futures or under the following link:

Markets > Interest Rates > Money Market Derivatives > SARON Futures

If you have questions or comments, please contact your Key Account Manager or send an e-mail to Client Services at [email protected].

Kind regards

Your Client Services Team

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