Total Return Derivatives
Total Return Derivatives : Can Repo Emerge as a New Asset Class? | Index Total Return Futures (TRF) : Listed solution for implied equity repo trading via EURO STOXX 50® Index Total Return Futures (TESX)
Highlights
January 2017
Note EURO STOXX 50® Index implied repo trading at Eurex
This research paper focuses on the inseparable relationship between implied repo rates and equity index total return swaps. Written by Stuart Heath, Director Equity & Index R&D at Eurex, it covers the various aspects and calculations of both repo rates and the (...)
Interview
Total Return Derivatives: Can Repo Emerge as a New Asset Class?
Product
Eurex Exchange: Index Total Return Futures (TRF)
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December 2016
Product EURO STOXX 50® Total Return Futures
About Implied Repo Rate | Product Summary | Your Benefits Trading EURO STOXX 50® Total Return Futures | Product Structure | TRF Product Specifications | Motivation & Examples
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Latest articles |
Popular articles |
Product EURO STOXX 50® Total Return Futures
About Implied Repo Rate | Product Summary | Your Benefits Trading EURO STOXX 50® Total Return Futures | Product Structure | TRF Product Specifications | Motivation & Examples
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