Eurex Exchange

Eurex Exchange, one of the world’s leading derivatives exchanges offers a broad range of international benchmark products and the most liquid fixed income markets in the world.

Innovative, reliable technology gives more than 400 members and more than 8,000 traders in over 30 countries worldwide access to 1800 products across eleven traditional and alternative asset classes - on one single platform.

Eurex Exchange is a member of Eurex Group which is part of Deutsche Börse Group.

Articles

January 15

Interview The Rise of TRFs – How Funds Use Them to Generate Alpha

Hedge funds and traditional institutional investors are increasingly turning to total return futures (TRFs) to get exposure to the repo market related to an underlying index such as the EURO STOXX 50® Index. Antoine Deix, Senior Equity Derivatives Strategist at BNP Paribas, (...)

December 2017

Interview Pieter Entius : « Eurex Market-on-Close (MOC) delivers a listed solution for basis trading »

Higher efficiency and less risk - Eurex Market-on-Close Futures are designed to deliver multiple benefits to a market that has so far been dominated by OTC trading. Pieter Entius, Head of Trading at Flow Traders, shares his insights what are the key drivers and benefits from (...)

December 2017

Product Eurex Market-on-Close Futures

Eurex Market-on-Close Futures (Eurex MOC Futures) are designed to significantly facilitate MOC trading since the index futures can be traded at the underlying cash market index close ahead of its actual publication.

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 (...)

December 2016

Product Eurex Exchange: Index Total Return Futures (TRF)

Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an Index Total Return Swaps (TRS) in a cost efficient way. The first TRF product launch will be the EURO STOXX (...)

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