GMEX IRS Constant Maturity Futures to go live on 7 August

The innovative contract offered by Eurex and GMEX brings the benefits of futures trading closer to OTC products.

Average daily volume of 11 million contracts at Eurex Group in June

In June our equity index derivatives - Eurex Exchange’s largest segment – traded 92.9 million contracts (56.4 million in June 2014).

A great start for our Weekly Euro-Bund Options

Average daily volume in June reached about 8,000 contracts. The product traded +380,000 contracts since its launch in April.

As of 20 July: first global STOXX® dividend index on Eurex Exchange

The STOXX® Global Select Dividend 100 offers investors the ideal tool to track a global portfolio of high dividend-yielding companies.

Fee holiday for EURIBOR Futures extended until 31 December 2015

Benefit from a zero fee period and the extension of the Designated Market Maker Program until 31 December 2015 for EURIBOR Futures.

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Eurex Exchange

Training courses

July 15
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Events

July 15
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Prices

ProductDiff. to previous dayLast priceContractsTime
FGBL +0.35% 153.10 814,823 22:04:03
FGBM -0.01% 130.02 620,521 22:04:03
FGBS -0.02% 111.335 244,911 22:04:03
CONF +0.59% 163.79 281 17:11:41
FBTP +1.10% 131.10 98,330 19:03:26
FOAT +0.93% 147.15 76,389 18:59:57

15 min. delayed - Jul 7, 2015 10:04:03 PM

ProductDiff. to previous dayLast priceContractsTime
FESX +0.54% 3,366.00 1,742,283 22:04:02
FDAX +0.22% 10,893.00 139,924 22:04:02
FSMI +0.61% 8,858.00 38,882 21:59:58
FSTX +0.12% 3,260.00 4,986 21:59:58
FESB -0.28% 144.50 89,158 21:59:54
FVS -1.34% 25.80 14,586 21:44:53

15 min. delayed - Jul 7, 2015 10:04:02 PM

ProductDiff. to previous dayLast priceContractsTime
FMWO -1.57% 4,581.00 710 18:40:10
FMEU -1.57% 194.85 650 18:40:10
FMEM -3.49% 387.70 265 18:40:10
FMFM -0.78% 762.00 0 18:40:10
FMEA -3.64% 420.70 0 18:40:10
FMRS -2.21% 420.50 30 18:40:10

15 min. delayed - Jul 7, 2015 6:40:10 PM

ProductDiff. to previous dayLast priceContractsTime
FCEF -0.52% 1.03945 0 18:40:01
FCEP -0.46% 0.70945 0 18:29:01
FCEU -1.09% 1.09450 0 18:40:01
FCPF -0.64% 1.46375 0 18:40:04
FCPU -1.06% 1.54275 0 18:40:02
FCUF +0.59% 0.94975 0 18:40:04

Real-time - Jul 7, 2015 6:40:04 PM

Number of the week

VSTOXX® Options and Futures contracts were traded in June.

NEW: GMEX IRS Constant Maturity Futures

Offering this highly innovative contract to our market participants further increases the range of interest rate derivatives they can trade and clear. Users will immediately benefit from capital efficiencies.

Brendan Bradley, Chief Innovation Officer and Member of the Eurex Executive Board

As good as “live”: webinar on emerging and frontier markets

Everybody who couldn’t be there with us on the 30 June can have a closer look at access to, opportunities and risks on emerging and frontier equity markets here. With guests Ricardo Manrique, MSCI Executive Director, and Leonard Kotlyar, Vice-President Bank of America Merrill Lynch.

MarginCalculator updated!

This new version for our Risk-based Margining (RBM) method includes an updated database with new products such as Variance Futures or EUR Secured Funding Futures.

More opportunity thanks to greater VSTOXX® liquidity

Daniel O’Leary, Managing Editor at EQDerivatives, about how the rising liquidity coincides with the market's growing need for European-specific hedges.

Top Traders Unplugged: No. 3 “Natasha Reeve-Gray - doing it right”.

New content item

Part 3 of our podcast series features Altis Partners' Natasha Reeve-Gray talking about setting up a hedge funds company, their learnings and their track record up-to-date.

Release Notes for T7 release 3.0 available

The release on 23 November will introduce a self-match prevention (SMP) functionality which helps preventing unintended cross matches. SMP will be offered via all trading interfaces. The Release Notes provide you with an in-depth description.

About volatility, variance and higher levels thereof

New content item

Our experts Rex Jones and Axel Vischer are looking at the different forms of volatility. This article provides you an insight in how the different tools can be applied to measure the "volatility of volatility" and reviews the products along their merits and nuances.

Helpful: Dynamic Product List!

Our Dynamic Product List provides you with direct access to all Eurex product parameters and additional information – in just one sheet. It’s easy to use and quick to search. Find out more. 

Eurex IOC Liquidity Indicator - new White Paper

New content item

A new White Paper provides you with the benefits of the Eurex IOC Liquidity Indicator and shows how to unlock potential alpha gains across strategies.

HFT Conference. 17 July, Frankfurt.

The conference is jointly hosted by the Center for Financial Studies (CFS) and Deutsche Börse AG and focusses on algorithmic trading strategies using High Frequency Trading (HFT) technology.

Harmonizing European capital markets?

A Deutsche Börse White Paper points out six core principles which we consider prerequisites to achieve a functioning Capital Markets Union. The paper describes these principles and their key elements in detail.

Face to face with Renaud Huck

Our new series of interviews introduces you to colleagues from all kinds of Eurex departments. You will learn when they joined Eurex, what they did before, what they are responsible for now and about their favorite leisure activities. Meet Renaud Huck!

Interview: Variance Futures from a Market Maker’s perspective

New content item

Eurex Variance Futures are the on-exchange complement to OTC variance swaps. We asked Maarten Botman, head of business development at Optiver, how these contracts fit into Optiver's business model.