A member of
Simplifying global equity exposure
Eurex Quantitative investment strategies (QIS) index futures represent the next generation products as a listed alternative to investing via OTC swaps based on rules-based proprietary indices. QIS strategies use mathematical models that blend active and passive elements to systematically and cost-effectively capture alpha in ways that differentiate versus the usage of other traditional index instruments.
With the rise of artificial intelligence, machine learning, and natural language processing, QIS strategies are evolving rapidly enabling new thematic exposures.
Eurex provides access to customized index and basket solutions through listed derivatives offering a transparent alternative to OTC instruments aligned with evolving market structures.
There are over 5,000 strategies available on the Premialab platform, spanning multiple liquid asset classes and various sources of return providing systematic access through Eurex derivatives.
1. Listed and cleared access as OTC alternative for clients
A bank-to-client distribution platform designed for clients who prefer listed products or are restricted from trading OTC instruments.
2. Margin synergies across asset classes
Unlock cross-margining benefits by integrating with other Equity and Index Exchange-Traded Derivatives (ETDs).
3. Reduced balance sheet impact
Lower balance sheet costs and mitigate counterparty risk that is typically associated with OTC swaps.
4. Liquidity provisioning by sponsor participants
Each product will have a designated sponsor trading participant which will act as liquidity providers to support the marketing and distribution of their respective QIS Index Futures.
5. Premialab as consolidated index data and analytics source
Market leading provider of data and analytics which specializes in systematic QIS indices and multi-asset investing via an innovative data and analytics platform.
1. Structural shift toward listed products
The introduction of Uncleared Margin Rules (UMR) has triggered a fundamental market shift from OTC swaps to listed products. As OTC trading becomes more cost-intensive and operationally demanding, clients increasingly opt for listed alternatives that provide better efficiency, transparency, and margin benefits.
2. Reduced operational complexity
OTC transactions often involve extensive documentation – such as ISDA agreements and Credit Support Annexes (CSAs) – along with complex custodial arrangements. Listed products simplify these processes, reducing operational overhead and accelerating client onboarding and execution.
3. Accelerating index innovation
Index product innovation is gaining momentum, particularly in custom and thematic segments such as Artificial Intelligence (AI). This evolution extends beyond traditional benchmark offerings, opening new avenues for growth and differentiation.
Futures on | Index ID | Product ID | Bloomberg Ticker | Refinitiv Chain |
SGEPFQBE | QQBE | QQBA Index | 0#QQBE: | |
SGEPVLBE | QVBE | QVBA Index | 0#QVBE: | |
SOLAMEGA | QMEG | QMEA Index | 0#QMEG: |
Contacts
Derivatives Products & Markets Elena Marchidann | Derivatives Products & Markets Stuart Heath | Derivatives Marketing Valerie Gorkovenko |