Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Eurex: Equity Index Highlights - July 2019 edition

Date 11/07/2019

Market briefing

Zubin Ramdarshan, Head of Equity & Index Product Design, Eurex

Facts & figures

News

Since the launch of ESG Futures at Eurex in February, open interest grew to reach a value of EUR 753 million on 4 July. This corresponds to 226,000 outstanding contracts. For more information on the underlying indices, product specifications and recent articles, visit our website.

Our Total Return Futures are picking up steam and we are seeing an expansion of the user base towards the buy side. Megan Morgan, Eurex’s Global Head of Sales outlines the attraction of TRFs for buy-side clients.

As of 22 July 2019, the smallest price change (tick) for futures calendar spreads of the products EURO STOXX® / STOXX® Europe 600 Banks Futures (FESB/FSTB) will be changed from 0.1 to 0.02. Accordingly, the value that represents a tick will be reduced from EUR 5 to EUR 1 and the number of decimal places will increase from one to two.

Since February 2019, Eurex has been offering STOXX® Europe Select 50 Futures (FXXS) and Options (OXXS). These new derivatives capture the performance of stocks with low volatility and high dividends from the STOXX® Europe 600 Index and have successfully supplemented Eurex's STOXX® Select index family.

In June, the STOXX® Europe Select 50 Index derivatives traded approximately a record 30,000 contracts. Trading Volume 2019 YTD nearly reached 60,000 contracts and open interest has continuously been increasing.

Futures and Options on STOXX® Europe Select 50 are part of Eurex' STOXX® Select family offering alongside the Select Dividend Index Derivatives.

In this video from FIA IDX, Eurex Executive Board Member Randolf Roth discusses Eurex's plans for latency protection in its French and German equity options markets.

Once again, Eurex achieved another weekly volume record during the Asian trading hours in the roll month June. In this focus article, you will find the key figures comparing the March vs the June Eurex Fixed Income and Equity Index rolls during the extended trading hours.