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Equity Index Market Briefs

Release date: 10 Oct 2019 | Eurex Exchange

Equity Index Highlights - October 2019 edition

Latest Briefing

Market briefing 

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

Facts & figures


News


Eurex expands its pioneering role in sustainable investing

Eurex extends its pioneering role in ESG derivatives by adding the first exchange traded ESG options on a European benchmark to its product range. Launch of the new options, which are based on the leading STOXX® Europe 600 ESG-X Index, is scheduled for 21 October.
 

After the successful launch of Total Return Futures (TRFs) on Indices, Eurex has further expanded its offering to include TRFs on 255 euro-denominated equities (ETRFs) on 7 October. Included in the new offering is an innovative basket trade feature to replicate portfolio trading strategies.
 

In addition to the regular third Friday expiries (OESX), Eurex also offers EURO STOXX 50® Index options with month-end-expirations (OMSX), expiring on the last trading day of each month. Month-end expirations are attractive for buy-side clients such as pension funds as they coincide with important reference dates. Four different market makers provide constant bid/offer prices. In 2019, 2.3 million month-end options traded in the first nine months. In notional terms, traded volume stands at 80 billion EUR. In September, traded volume was 297,000 contracts with an ADV of 14,169.
 

On 20 Sep 2019, we reached a milestone on Eurex EnLight, our selective RfQ platform. Eurex executive board member Randolf Roth takes the opportunity to explain what this means to us.

It has been 200 days since Eurex extended its trading hours on select liquid benchmark products. As of 25 September 2019, more than 5.7 million contracts have been traded during the Asian time zone. Find out more from the link below.


Events
 

Together with Bloomberg, Eurex is hosting the Derivatives Forum 2019 in London. The Derivatives Forum is one of the leading events on derivatives, trading and risk management and the perfect opportunity to ask questions, find answers and network with your peers at the closing reception. Please note that this event is reserved for banks, brokers, trading firms and buy-side companies. Sign up now!


On 8 October, an educational webinar on Total Return Futures successfully took place with more than 150 market participants. If you missed it, watch the recording and learn more about the current use, trading opportunities and the ongoing evolution of this product from an academic research professional and derivatives market participants.

(Please note that firewall or security systems might block access to the recording page. If this is the case, please check with your IT department for technical options.)



 

Equity Index Highlights - October 2019 edition

Equity Index Highlights - October 2019 edition

Market briefing Zubin Ramdarshan, Head of Equity & Index Product Design, Eurex Facts & figures News Eurex expands its pioneering ...

Equity Index Highlights - September 2019 edition

Equity Index Highlights - September 2019 edition

Market briefing Just when investors thought it was safe to step away for a well-earned August holiday, the markets decided to get interesting!

Equity Index Highlights - August 2019 edition

Equity Index Highlights - August 2019 edition

Market briefing Global equity markets generally drifted for most of July before finishing weakly. The focus recently has been towards the ...

Equity Index Highlights - July 2019 edition

Equity Index Highlights - July 2019 edition

Market briefing Zubin Ramdarshan, Head of Equity & Index Product Design, Eurex Facts & figures News Eurex achieves half a ...

Equity Index Highlights - June 2019 edition

Equity Index Highlights - June 2019 edition

Market briefing May marked a retracement of broad equities, coming after a strong rally to start the year, thus confirming technical analyst ...

Equity Index Highlights - May 2019 edition

Equity Index Highlights - May 2019 edition

Market briefing April saw the continued rebound of broad equity markets and has now developed into a classic melt-up, crushing realized ...

Equity Index Highlights - April 2019 edition

Equity Index Highlights - April 2019 edition

Market briefing Megan Morgan, Global Head Equity & Index Sales, Eurex Facts & figures News Changes in investment behavior Our ...

Equity Index Highlights - March 2019 edition

Equity Index Highlights - March 2019 edition

February was a busy month for new product launches at Eurex and especially our innovative ESG derivatives segment was off to a promising start.

Equity Index Highlights – February 2019 edition

Equity Index Highlights – February 2019 edition

Market briefing The January Effect returned, as equity markets staged a broad recovery after December's rout. All could merely be a relief rally ...

Equity Index Highlights – January 2019 edition

Equity Index Highlights – January 2019 edition

Market briefing The story of 2018 was the long-awaited mean reversion of equity market volatility, driven by geopolitical tensions. Volatility ...