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News Turquoise selects QuantHouse to extend Turquoise Plato™ midpoint matching services across Europe
QuantHouse, the global provider of innovative market data services, trading and infrastructure solutions, today announced that Turquoise® has extended the QuantHouse real-time primary market data feeds to its Turquoise Plato™ midpoint matching (...)
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 (...)
Strategy Short covering in US Treasuries
T-note yields have had a somewhat volatile week. The yield on 10y notes traded as low as 2.30% before closing last week at 2.40%. Short positioning in US bonds has normalized thanks in part to successful auctions.
Interview Total Return Derivatives: Can Repo Emerge as a New Asset Class?
According to Antoine Porcheret, Senior Equity & Derivative Strategist at BNP Paribas, Total Return Futures constitute a listed solution to mitigate concerns surrounding the envisaged introduction of bilateral margining for non-cleared OTC (...)
Pedagogy 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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