
The Index Total Return Future (TRF) is an exchange-listed solution for implicit equity repo trading on the EURO STOXX 50® index and FTSE 100 index. The index futures complement the TRF product suite on Eurex. With this listed solution for implied equity repo trading, the equity index derivatives portfolio continues to grow. This illustrates our leading expertise in this segment.
Innovative and cost-efficient product
TRFs aim to replicate the returns of traditional bilaterally negotiated equity or equity index-based swaps. Therefore, EURO STOXX® and FTSE 100 index-linked TRFs trading help to move the market from OTC to listed derivatives.
Our products
EURO STOXX 50® Index Total Return Futures (TESX)
EURO STOXX® Banks Total Return Futures (TESB)
EURO STOXX® Select Dividend 30 Index Total Return Futures (TEDV)
iSTOXX® Europe Collateral Index Total Return Futures (TCBX)
iSTOXX® Europe EUR Group 1 Collateral Large Index Total Return Futures (TC1L)
FTSE 100 Index Total Return Futures (TTUK)
Why you should trade TRFs from a buy-side perspective:
Company | Member ID | Contact | Phone number |
Barclays | BZWFR | Nathaniel Coleman Ryan Woolwright (only STOXX®) Rupert Harbig | +44 20 7773 9622 +44 20 3134 8632 +44 20 7773 6784 |
BNP Paribas Arbitrage | BNAPA | Hugo Hillon (SX5E) Bastien Donnadieu (SX7E / SD3E) Yanis Escudero (FTSE) | +33 1 58 16 07 68 +33 1 57 43 09 10 +33 1 40 14 98 52 |
Goldman Sachs | GSIEB | Ken-Ji Low | +44 20 7051 4517 |
JP Morgan | JPMFR | Omar Bennani Gabriel Messika | +44 20 7134 3735 |
Société Générale | SOGFR | Philippe Perrier (only STOXX®) Mhand Bouchefra | +33 1 42 13 67 20 +34 915 89 50 30 |
Optiver | OPXAM | Jesse Correia | +31 20 708 7722 +31 20 708 7682 +31 20 708 7665 |
Unicredit | BVMMU | Laurent Brel Thomas Laurent | +39 02 8862 0873 +39 02 8862 0685 |
Contacts