Friday December 1 2017

News Source: Global Disclosures

Focus: Position Limits (including MIFID II)

Type: General

Country: Germany




The German National Regulator (BaFin) has published the following list of indicative position limits for EEX contracts (as of 29 November 2017):

Contract Venue Venue Product Code
Future / Option
Position limit for
spot month
Position limit for
other months
Phelix Power Future DE/AT und Option DE/AT (Base) European Energy Exchange AG (EEX) F1B / O1B 46 000 381 MWh 825 477 708 MWh
Phelix Power Future DE/AT (Peak) European Energy Exchange AG (EEX) F1P 15 403 476 MWh 19 600 000 MWh
French Power Future and Option (Base) European Energy Exchange AG (EEX) F7B / O7B 25 222 306 MWh 119 518 652 MWh
French Power Future (Peak) European Energy Exchange AG (EEX) F7P 4 378 303 MWh 1 552 656 MWh
Italian Power Future and Option (Base) European Energy Exchange AG (EEX) FDB / ODB 26 579 658 MWh 125 074 460 MWh
Spanish Power Future and Option (Base) European Energy Exchange AG (EEX) FEB / OEB 12 814 389 MWh 14 192 000 MWh
Swiss Power Future (Base) European Energy Exchange AG (EEX) FC 3 572 426 MWh 2 870 000 MWh
PXE Czech Financial Power Future (Base) European Energy Exchange AG (EEX) FX TBD TBD
Phelix DE Power Future (Base) European Energy Exchange AG (EEX) DEB / O2B TBD TBD

 

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