Eurex to Launch Euro Swap Futures on 1st September

On Monday 1st September Eurex will launch 2 year, 5 year, 10 year and 30 year Euro OTC Rate Swap Futures giving both the Buy Side and Sell Side cheap
August 30, 2014 - Editor
Category: Clearing

On Monday 1st September Eurex will launch 2 year, 5 year, 10 year and 30 year Euro OTC Rate Swap Futures giving both the Buy Side and Sell Side cheap access to Euro Swap Beta. The Buy Side and Sell Side will also benefit from the Cross Margining between Eurex Fixed Income Futures and the new Euro OTC Rate Swap Futures contracts and the ability to efficiently and seamlessly execute Bond Futures vs Rate Swap Futures Asset Swap trades via the Exchange for Physical EFP Facility and to provide delta against a Euro Swaption position via the Exchange for Swaps EFS Facility – both part of Eurex's Trade Entry Services. At maturity, our physically settled futures contracts expire into a standard EurexOTC interest rate swap

Details of the Eurex Euro Swap Futures: http://www.eurexchange.com/exchange-en/products/int/eur-swap/


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