Additional derivatives on MSCI EAFE Indexes

Our new MSCI Futures and Options, both on net total return and price index version, provide you unique trading and portfolio margining capabilities.

Introduction of 7 options on iShares ETFs

Since April 25, the new contracts have been available for trading in effect expanding our ETF Derivatives offering with options on iShares STOXX® 600, MSCI Europe, FTSE 100 or the S&P 500 ETFs.

Market-making scheme for EURO STOXX 50® index options

On June 1, 2017 the already existing Market-making scheme for EURO STOXX 50® index options was amended.

Introduction of 6 Futures on iSTOXX® Europe Factor Indexes

With the new futures, the offered products target collecting premium for the risk factors value, carry, momentum, size, low risk and quality.

Start/Stop

Eurex Exchange

Prices

ProductDiff. to prev. day lastLast priceContractsTime
FGBL -0.50% 161.62 632,492 22:03:23
FGBM -0.18% 131.84 357,251 22:03:23
FGBS -0.02% 111.995 194,267 21:59:54
FBTP -0.66% 135.91 81,023 18:59:57
FOAT -0.49% 148.53 98,273 18:59:51
FBON -0.29% 138.72 677 18:37:20

15 min. delayed - Jul 25, 2017 10:03:23 PM

ProductDiff. to prev. day lastLast priceContractsTime
FESX +0.35% 3,468.00 812,606 22:03:23
FDAX +0.09% 12,255.50 81,250 22:03:23
FDXM +0.18% 12,260.00 21,385 22:03:23
FSMI +0.30% 8,945.00 27,182 21:59:59
FESB +1.87% 136.50 236,112 21:59:47
FVS -3.96% 14.55 23,594 21:53:37

15 min. delayed - Jul 25, 2017 10:03:23 PM

ProductDiff. to prev. day lastLast priceContractsTime
FMWO +0.46% 5,497.00 1,062 21:35:35
FMWN +0.50% 241.10 2,603 18:52:52
FMEU +0.17% 210.35 1,971 21:58:17
FMEM +0.11% 476.40 15 18:52:50
FMEA +0.17% 532.40 212 18:52:47
FMRS -0.40% 502.00 0 18:52:51

15 min. delayed - Jul 25, 2017 9:58:17 PM

ProductDiff. to prev. day lastLast priceContractsTime
FCEF +0.51% 1.10715 0 18:52:45
FCEP +0.00% 0.89380 0 18:52:47
FCEU +0.11% 1.16570 0 18:52:45
FCPF +0.51% 1.23865 0 18:52:45
FCPU +0.10% 1.30420 0 18:52:47
FCUF +0.42% 0.94960 0 18:52:47

Real-time - Jul 25, 2017 6:52:47 PM

A commentary on the current Eurozone Economy

Number of the month

months anniversary of our Factor Index Futures on Eurex

A foray into Eurex’s Quanto Futures

Uncertainty and geopolitical risks have escalated to unprecedented levels across Europe and the USA during the past year. Compounded with currency risk exposures between the Euro and US Dollar, it is clear that effective risk management for investors and financial institutions will be a vital component of their strategies during 2017 and in subsequent years. Eurex introduced Quanto Futures (FESQ) in March 2016, in order for clients to gain exposure to European assets, whilst mitigating the incorporated risk of EUR vs USD volatile currency fluctuations. Read more about how and why Quanto Futures can be embedded in trading strategies.

Spotlight on: Total Return Futures

The market is warming to futurized swaps which deliver margin efficiency and new trading opportunities for the derivatives market. One such new product taking the market by storm is the Total Return Future. In this short video interview, Antoine Porcheret, Senior Equity & Derivative Strategist, BNP Paribas, explains how the Total Return Future operates, how it is linked to equity Repo and how it is being incorporated into trading strategies, among market participants.

Global Investor names Eurex “Exchange of the Year”

Eurex won the Global Investor Award 2017 in the category “Exchange of the Year”. Eurex is the first recipient of this award, which measures excellence in the exchange world across asset classes and geographies. Global Investor stated: “The derivatives exchange’s innovative new products offer asset managers volatility protection and opportunities for yield.” Moreover, Eurex’ continued commitment to convert over-the-counter products into exchange traded derivatives was highlighted.

Trading Latin America with Eurex MSCI Derivatives

The MSCI index derivatives listed on Eurex offer clients the possibility to establish regional and country exposures to their preferred MSCI benchmarks across the globe. In this paper, Axel Vischer highlights the flexibility of the product offering to establish exposure to Latin America in general and to Brazil in particular. The Spanish version is also available now.

An Introduction to Factor-Based Strategies Through Futures

The increasing and more efficient capture of risk sources in the market has allowed investors to exploit these factors to obtain additional returns. Factor investing has seen a veritable surge in interest in recent years, and the possibilities of extracting, adapting and combining factor-based returns keep growing. STOXX’s head of applied research, Dr. Jan-Carl Plagge discusses how a factor-based strategy via futures opens a new door to uncorrelated risk premia.

Spotlight on: VSTOXX® – Discovering volatility

New content item

Our VSTOXX® Futures and Options continue to strengthen their position as the European benchmark for volatility, with an increasing number of market participants using Eurex’s volatility offering to gain or hedge their exposure in Europe.

This booklet is a compilation of selected research papers on European volatility as well as a series of articles highlighting real life applications for these products.

 

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