Total Return Index futures offer total return Index exposure across S&P 500, Nasdaq-100, Russell 1000, Russell 2000, and Dow Jones Indices with the margin The Total Return Future on the CAC 40® Index is a listed solution that replicates the economics of a total return swap, based on the benchmark CAC 40 index. Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an 13 Nov 2019 Total Return Futures (TRF) contracts were introduced by Eurex Exchange of those products, to calculate the price of the future in index points. 5 Mar 2018 Eurex's TRFs enable firms to trade the implied equity repo rate for the first time and aim to replicate the payout on index total return swaps (TRSs), 18 Dec 2017 One prominent example is Eurex's Total Return Futures (TRF). Launched at the end of 2016, TRF on the EURO STOXX 50® Index support the
Eurex’s total return futures (TRFs) on Europe’s most prominent benchmark index, the Euro Stoxx 50 Index – which was designed in close co-operation with market participants – is a good example of how innovative products have helped to not only adapt efficiently to new regulation, but also open up a market to new participants. The S&P 500® VIX Mid-Term Futures Index measures the return of a daily rolling long position in the fourth, fifth, sixth and seventh month VIX® futures contracts. It is a member of the S&P 500 VIX Futures Index Series which offers investors directional exposure to volatility through publicly traded futures markets.
Total Return Index futures offer total return Index exposure across S&P 500, Nasdaq-100, Russell 1000, Russell 2000, and Dow Jones Indices with the margin The Total Return Future on the CAC 40® Index is a listed solution that replicates the economics of a total return swap, based on the benchmark CAC 40 index. Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an 13 Nov 2019 Total Return Futures (TRF) contracts were introduced by Eurex Exchange of those products, to calculate the price of the future in index points. 5 Mar 2018 Eurex's TRFs enable firms to trade the implied equity repo rate for the first time and aim to replicate the payout on index total return swaps (TRSs), 18 Dec 2017 One prominent example is Eurex's Total Return Futures (TRF). Launched at the end of 2016, TRF on the EURO STOXX 50® Index support the
Listed solution for implied equity repo trading via EURO STOXX 50® Index Total Return Futures. The Management Board of Eurex Deutschland and the Executive Board of Eurex Zürich AG decided effective 2 December 2016 to introduce Total Return Futures on the EURO STOXX 50® Index (TESX). Index Total Return Futures; Volatility derivatives. VSTOXX® VSTOXX® Futures and Options; Variance Futures. EURO STOXX 50® Variance Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property Total Return futures can be traded as Basis Trade at Index Close (BTIC) contracts on CME Globex as well as via block trades on CME ClearPort. Please note, as is the case with current S&P 500 Total Return futures, the outright futures are not eligible for trading. Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an Index Total Return Swaps (TRS) in a cost efficient way. The first TRF product launch will be the EURO STOXX 50® Index Total Return Futures (Product ID: TESX).
What Is the Total Return Index? The total return index is a type of equity index that tracks both the capital gains of a group of stocks over time, and assumes that any cash distributions, such as The S&P 500® VIX Short-Term Futures Index utilizes prices of the next two near-term VIX® futures contracts to replicate a position that rolls the nearest month VIX futures to the next month on a daily basis in equal fractional amounts. This results in a constant one-month rolling long position in first and second month VIX futures contracts. S&P 500 Energy Industry Group Total Return Index (SP500-1010TR) XX: S&P 500 Energy Sector Index (GSPE) XX: S&P 500 Energy Sector Total Return Index (SP500-10TR) XX: S&P 500 Financials Sector Index Corporate Bond Index Futures. Bond index futures; Fixed Income Market Briefing; Equity derivatives. Equity options; Single Stock Futures; Stock Tracking Futures; Equity Total Return Futures; Corporate actions; Corporate actions procedures; Dividend adjustments; Equity index derivatives. DAX® Mini-DAX® SMI® SLI Swiss Leader Index® OMX Total Return Future on the CAC 40 ® Index. The Total Return Future on the CAC 40 ® Index is a listed solution that replicates the economics of a total return swap, based on the benchmark CAC 40 index. It was created at client request in response to the increased capital requirements being imposed by Basel III and EMIR. S&P 500 VIX Mid-Term Futures Index Total Return – ETF Tracker The index offers exposure to a daily rolling long position in the fourth, fifth, sixth and seventh month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve.