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Packs & Bundles

Packs & Bundles and Strips

Our factsheet is the easy to download version of everything that has been said on this webpage.

 
 

Cost-efficient hedging of STIR risk

With Packs & Bundles and Strips in EURIBOR Futures, we deliver greater operational efficiencies for STIR (short-term interest rate) traders.

Hedging in money market derivatives typically requires traders to either buy or sell several outright contracts with consecutive maturity dates at once. Packs & Bundles and Strips package successive contracts together in order to facilitate execution.

Attractive fee model from launch date

At our venue, convenient trading is combined with a transaction fee advantage from the start of the new functionality on 8 December 2014 until 30 June 2015. Benefit from our fee waiver for Packs & Bundles in the beginning and a reduced pricing later on. Please see our circular 248/2014 for the fee model in detail.

Your key benefits

  • Easily execute a combination of contract months in our EURIBOR Futures in only one trade
  • Save transaction costs thanks to a fee waiver for Packs & Bundles until 30 June 2015 and a reduced pricing later on
  • Optimally suited for the hedging of OTC IRS
  • Benefit from substantial margin efficiencies by offsetting risk from listed interest rate derivatives and OTC IRS positions

The following combinations are available:

EURIBOR Futures: contract specs, prices, statistics & more

Please refer to our comprehensive product profile by clicking this link.

The new functionality was enabled with T7 release 2.5

This presentation gives you an outline of the latest T7 release, that enabled the Packs & Bundles and Strips functionality for EURIBOR Futures.

Fee waiver, pricing details, new tick size and tick value

This is your direct link to the circular that covers all important trading parameters.

Simona Simon

Eurex Frankfurt AG
Sales

Mergenthalerallee 61
65760 Eschborn

T +49-69-211-1 82 18
F +49-69-211-1 44 77

Vassily Pascalis

London Representative Office
Sales

11 Westferry Circus, 2nd Floor, Canary Wharf
London E14 4HE

T +44-20-78 62-72 11

Joachim Heinz

Eurex Frankfurt AG
Global Product Research and Development

Mergenthalerallee 61
65760 Eschborn

T +49-69-211-1 59 55

 

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