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Futures on Interest Rate Swaps

Euro-Swap Futures

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Designed for the EMIR-compliant environment

With the regulation moving forward across the OTC swaps space the market’s requirements are changing. Our Euro-Swap Futures meet the market’s needs, as they combine the economic exposure of an interest rate swap with the margin efficiency of a standardized and centrally cleared futures contract. At maturity, our physically settled futures contracts expire into a standard EurexOTC interest rate swap.

As a result, you'll benefit from 3 points

  • Simple and cost-efficient access to plain vanilla swaps and asset swap spreads
  • Lower margin compared to a cleared swap
  • Cross margining effects with our listed fixed income products

Do you know EurexOTC Clear for IRS

If you are into OTC trading, we would like to draw your attention to EurexOTC Clear. That is clearing with reduced counterparty risk, margin and collateral efficiencies, client asset segregation and legal certainty.

Mehtap Dinc on Euro-Swap Futures

The new contracts are cost-effective products which track the risk of the underlying with the margin efficiency of a standardized futures contract.

Mehtap Dinc,
Member of the Eurex Executive Board

Jutta Frey-Hartenberger

Eurex Frankfurt AG
Global Product Research and Development

Mergenthalerallee 61
65760 Eschborn

T +49-69-211-1 49 88

Vassily Pascalis

London Representative Office

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

T +44-20-78 62-72 11


Market Status




Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

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