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Strong demand for Eurex’ factor index futures

Release date: 06 Oct 2017 | Eurex Group

Strong demand for Eurex’ factor index futures

Since launch in May 2017, Eurex, Europe’s largest derivatives exchange and part of Deutsche Börse Group, has seen its members readily embrace the six new iSTOXX Europe factor index futures. These are systematic rules-based indices, designed to isolate the return of key risk factors and earn a risk premium over time.

With robust liquidity provider support, new customers have been drawn to Eurex’ new product suite. In the five months since launch, volumes traded amount to 93,245 contracts, representing EUR 582m notional. The most active futures have been the Value and Momentum factors followed by: Size, Quality, Low Risk and Carry respectively.

In the current macro environment of low return and low volatility, Eurex continues demonstrate its commitment to launch innovative new products with these factor futures, in order to support and facilitate the execution of both passive and active strategies alike that have a focus beyond the traditional index benchmarks.

“We expect that in the coming months this product suite will continue to experience growth in both volumes and open interest and thus cement itself as the marketplace for European equity factor derivatives”, says Zubin Ramdarshan, Head of Product Research and Development at Eurex.

Overall, trading volumes at Eurex were at 148 million contracts and therewith 9 percent lower than in September 2016 (162,5 million).

Media contacts:

Grit Beecken

Spokesperson for Eurex, Eurex Clearing and Eurex Repo

Mergenthalerallee 61
65760 Eschborn

T +49-(0) 69-2 11-1 66 47


Christina Hudelmayer

Spokesperson for Clients, Products & Core Markets division

Mergenthalerallee 61
65760 Eschborn

T +49-(0) 69- 2 11-1 78 54


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