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Oct 16, 2015

Eurex Clearing

Hedging and discounting euro swaps with a secured benchmark

Eurex Exchange’s EUR Secured Funding Futures allow for the hedging and trading of the GC Pooling repo rate for up to 7 months forward (the first five ECB Maintenance Periods). They also offer the ability to hedge funding exposure with regards to cash variation margin and PAI for cleared IRS. Combined with our EONIA Futures, they also provide the ability to trade the unsecured / secured funding basis and generate alpha by trading the Eurex Secured Funding Futures / EONIA Futures spread. Read more in our presentation.