Strong demand for Eurex factor index futures
October 6, 2017

Eurex, Europe's largest derivatives exchange and part of Deutsche Börse Group, has seen its members readily embrace the six new iSTOXX Europe factor index futures since its launch in May 2017, says Deutsche Börse.

With robust liquidity provider support, new customers have been drawn to Eurex' new product suite, systematic rules-based indices designed to isolate the return of key risk factors and earn a risk premium over time.

In the five months since launch, volumes traded amount to 93,245 contracts, representing EUR 582 million notional, says Deutsche Börse. The most active futures have been the Value and Momentum factors followed by: Size, Quality, Low Risk and Carry respectively.

"We expect that in the coming months this product suite will continue to experience growth in both volumes and open interest and thus cement itself as the marketplace for European equity factor derivatives", says Zubin Ramdarshan, Head of Product Research and Development at Eurex.

Overall, trading volumes at Eurex were at 148 million contracts, 9 percent lower than in September 2016 (EUR 162.5 million).





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Eurex, Europe's largest derivatives exchange and part of Deutsche Börse Group, has seen its members readily embrace the six new iSTOXX Europe factor index futures since its launch in May 2017, says Deutsche Börse.

With robust liquidity provider support, new customers have been drawn to Eurex' new product suite, systematic rules-based indices designed to isolate the return of key risk factors and earn a risk premium over time.

In the five months since launch, volumes traded amount to 93,245 contracts, representing EUR 582 million notional, says Deutsche Börse. The most active futures have been the Value and Momentum factors followed by: Size, Quality, Low Risk and Carry respectively.

"We expect that in the coming months this product suite will continue to experience growth in both volumes and open interest and thus cement itself as the marketplace for European equity factor derivatives", says Zubin Ramdarshan, Head of Product Research and Development at Eurex.

Overall, trading volumes at Eurex were at 148 million contracts, 9 percent lower than in September 2016 (EUR 162.5 million).



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