  We present the magnetic and superconducting phase diagram of EuFe$_2$As$_2$
for $B \parallel c$ and $B \parallel ab$. The antiferromagnetic phase of the
Eu$^{2+}$ moments is completely enclosed in the superconducting phase. The
upper critical field vs. temperature curves exhibit strong concave curvatures,
which can be explained by the Jaccarino-Peter compensation effect due to the
antiferromagnetic exchange interaction between the Eu$^{2+}$ moments and
conduction electrons.
