A member of
About EurexOTC Clear
EMIR 3.0 – active account
CCP Switch
On-boarding
Compression Service
Product Scope
Interest Rate Swaps
Inflation Swaps
Settlement Prices
Service Offering for PSAs
Clearing Member
ISA Direct Member
ISA Direct Light Licence Holder
Clearing Agent
Client
Jurisdictions
Multiple Clearing Relationships
Segregation Set up
Cross-Project-Calendar
Readiness for projects
C7 Releases
C7 SCS Releases
C7 CAS Releases
EurexOTC Clear Releases
Prisma Releases
Member Section Releases
Simulation calendar
Archive
User ID Maintenance
Clearing Hours
Clearing Reports
Product Specifications
Clearing on behalf
Delivery Management
Transaction Management
Collateral Management
Collateral
Transparency Enabler Files
Segregation Models
Reports
Default Fund
Intraday Margin Calls
OTC Clear Procedures
OTC Clear Tutorials
Cross Margining Support
Supplementary Margins
Default Waterfall
Model Validation
Stress testing
Default Management Process
Client Asset Protection under EMIR
Client Asset Protection under LSOC
Credit, concentration & wrong way risk
System-based risk controls
Pioneering CCP Transparency
Haircut and adjusted exchange rates
Securities margin groups and classes
Prices Rolling Spot Future
File services
Bond Clusters
Listed derivatives
OTC derivatives
Listed securities
Cash management
Delivery management
CCP eligible instruments
Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
FAQs
Production Newsboard
The Market-Making and revenue sharing program for Weekly Options on EURO STOXX® Banks Index has been prolonged until 31 December 2016, assuring the required liquidity for continued trading activity. Optiver and Susquehanna are actively quoting since the introduction of the product.
In fact, sector index derivatives are one of the fastest growing segments on Eurex Exchange. The high demand for sector products further increased in the first quarter of 2016. As an example, in Q1/2016 more than 280,000 contracts in EURO STOXX® Sector Index Futures were traded in average per day (March 2015: 144,000 contracts).
In the first quarter of this year, the EURO STOXX® Banks Options and Weeklies reached almost half of last year's trading volumes.
More top performers in Eurex’s Sector Derivatives segment
On the STOXX® Europe 600 Sector Index Futures side, during Q1/2016, the most noticeable volume growth came from STOXX® Europe 600 Banks Futures with 751,460 contracts traded (+94% vs. Q1/2015) and the STOXX® Europe 600 Oil & Gas Futures (FSTE) with 572,973 contracts traded (+90% vs. Q1/2015).
For further information on the Market-Making program, please read the circulars below. Or contact our product experts for any question you might have.
Contact
Christine Heyde , T +49-69-211-1 56 98 or via e-mail: christine.heyde@eurexchange.com
Nicolas von Kageneck , T +33-1-55 27 67 76 or via e-mail: nicolas.kageneck@eurexchange.com