Image
August 30, 2014

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 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/


Popular
Most Viewed

Image

Related Articles


June 30, 2022

SIMM Falls Short says PRA Letter to Banks




2 MIN



Risk Management


June 28, 2022

FMSB Statement of Good Practice on Trading Platform Disclosures




2 MIN



Regulation


June 20, 2022

Regulatory change and data fragmentation are key challenges for 85% of firms




2 MIN



Regulation