Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Fixed Income Futures
Fixed Income Options
STIR Futures & Options
Credit Index Futures
Financing of Futures CTDs
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
STOXX
MSCI
FTSE
DAX
Mini-DAX
Micro Product Suite
Daily Options
Index Total Return Futures
ESG Index Derivatives
Country Indexes
KOSPI
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
Market Maker Options
ISV & service provider
3rd Party Information Provider
Market data vendors
Brokers
Multilateral and Brokerage Functionality
Block Trades
Delta TAM
T7 Entry Service via e-mail
Vola Trades
Additional contract versions
Exchange for Physicals
Trade at Index Close
Exchange for Swaps
Non-disclosure facility
Market statistics (online)
Trading statistics
Monthly statistics
Eurex Repo statistics
Snapshot summary report
Product parameter files
T7 Entry Service parameters
EFS Trades
EFP-Fin Trades
EFP-Index Trades
MiFID2 Commodity Derivatives Instruments
Total Return Futures conversion parameters
Product and Price Report
Variance Futures conversion parameters
Suspension Reports
Position Limits
Current traded series delta version
Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
Readiness for products
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
T7 Release 12.0
Member Section Releases
Simulation calendar
Archive
Connectivity
Independent Software Vendors
Implementation News
Simulation Calender
F7 General FAQ
F7 MiFID II FAQ
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
Eurex
Eurex is expanding its strategically important equity index segment with new factor futures. The products will be launched on 26 April as a response to growing investor demand for factor-based instruments.
Factor investment has become one of the most popular index segments. This approach involves targeting specific drivers of return which differ from traditional beta.
The new offering is based on Qontigo’s STOXX® Industry Neutral Ax Factor Indices suite and comprises futures based on the five standard factors: Value, Momentum, Low Risk, Quality and Size. An additional Multi-Factor Future, which combines the five exposures in one product, is also included. The futures cover factors in both European and U.S. markets, represented by the STOXX Europe 600 and the STOXX USA 500 universes. All factors are built using the widely known Axioma factor risk model.
For these new state-of-the-art products, Eurex and Qontigo, both part of Deutsche Börse Group, joined forces to offer factor investors an easy, transparent, and cost-efficient alternative to trading the underlying equities or using OTC instruments.
Stephan Flaegel, Global Head of Indices and Benchmarks, Qontigo: “Our STOXX Industry Neutral Ax Factor Indices suite relies on commercially accepted and academically tested factor definitions and transparent index construction rules. It sets a new, high-quality industry standard in this growing market segment.”
Randolf Roth, Member of the Executive Board of Eurex: “The extension of the segment follows demand from institutional investors to use factor futures for tactical overlay strategies. With the new futures, Eurex will for the first time provide a consistent factor-based offering across regions, which investors can use to manage global factor portfolios.”
Product specifications for the new futures follow the well-known standards already in place for Eurex’s benchmark derivatives such as the the STOXX Europe 600 Index Futures.
Media contacts:
Irmgard Thiessen
+49 (0)69 211 15911
irmgard.thiessen@deutsche-boerse.com
Peter Josse
+49 (0)69 211 16966
peter.josse@deutsche-boerse.com
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.