Whitepaper: valuable insights into Eurex Passive Liquidity Protection (PLP)

The planned rollout of Passive Liquidity Protection (PLP) into further Eurex index option products in September 2021 is a welcome opportunity to provide our customers with further comprehensive background information on PLP.

Accompanied by a case study, the new whitepaper provides in-depth insights into how Eurex has pioneered the provision of a functional solution to level the playing field for trading participants when trading in the Central Limit Order Book.  

It explains the idea and motivation behind PLP, as well as providing an overview of what has been accomplished since its launch and what can be achieved in the future. The case study underlines and supports these findings with both data and a detailed analysis of the effects the introduction of PLP has had on the trading characteristics and liquidity picture of DAX index options. You can find the whitepaper and the case study on our website: