26 May 2015

Eurex Exchange, Eurex Clearing

ABN AMRO Clearing ready to clear EURO STOXX 50® Variance Futures available at Eurex Exchange

Having a tradition to extend its range of cleared contracts in line with client demand for more sophisticated hedging and trading opportunities, ABN AMRO Clearing will offer clearing services for the EURO STOXX 50® Variance Futures available at Eurex as of 27 May.

This future on the EURO STOXX 50® Index variance is the on-exchange complement to OTC variance swaps replicating their payoff profile. They are designed to fit the needs of a growing number of sophisticated investors who seek exposure to volatility and are simultaneously looking to benefit from the efficiencies of exchange trading and central clearing.

“We are delighted to offer the EURO STOXX 50®Variance Futures, which gives our Prime clients exposure to volatility products to hedge their portfolio”, says Gildas Le Treut, Global Director Prime Clearing at ABN AMRO Clearing.

“Our Principal Trading Group clients will be able to use the Variance Futures as a hedge for options on the EURO STOXX 50® Index and also provides additional market making and arbitrage opportunities,” adds Barry Polak, Head of Products at ABN Amro Clearing.

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