Eurex Exchange Curbs

[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.

 

[RedDuke]

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.

 

[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.