Eurex

Webcast (replay): Tick size reduction of EURO STOXX® Index Futures and its impact


Start: 10 Jun 2021 12:00 AM

Preparation is never time wasted. Eurex and Quantitative Brokers experts organized a webcast to discuss the  tick size reduction of the EURO STOXX 50® Index Futures (FESX).

Quantitative Brokers outline their research paper that studied the microstructure changes of STOXX® Banks futures (FESB) in December 2020. That analysis serves as a case study for the potential impact of the FESX tick size change.

This webcast addressed the following questions:

  • What are the main drivers for this change?
  • What effect will the tick size reduction have?
  • What is the microstructural impact on quoting, liquidity and trading in FESX?
  • What kind of methodology did QB use?
  • What are the main findings?


Speaker:    


Moderator:   

Megan Morgan, Global Head of Equity and Index Trading at Eurex
Shankar Narayanan, Head of Research at Quantitative Brokers

Will Mitting, Managing Director at Acuiti

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