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Buy side goes Total Return Futures

Release date: 19 Jun 2019 | Eurex Clearing, Eurex Exchange, Eurex Group

Buy side goes Total Return Futures

Megan Morgan, Head of Equity & Index Sales at EurexZoom

Megan Morgan, Head of Equity & Index Sales at Eurex

Eurex’s Total Return Futures (TRF) are in the middle of their next phase of growth. After the TRF launch, the exchange initially saw mainly dealer-driven flow. Over the last couple of months, hedge funds, asset managers and insurers became increasingly active.

“Given a long-dated term structure of ten years and activity across the entire term structure, we are seeing that the TRF solves many different risk-taking and hedging demands from long-dated hedging to relative value structural positioning,” says Megan Morgan, Eurex’s Head of Equity & Index Sales.

Eurex Exchange has introduced Total Return Futures on the EURO STOXX 50® Index (TESX) in December 2016. The futures complement the Eurex suite of equity index derivatives and support the market in complying with new financial market legislation. Eurex Total Return Futures will offer returns analogous to equity index total return swaps thus representing a functional replacement for these OTC instruments.

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