Money market derivatives
Our short-term interest rate (STIR) product suite offers you flexible hedging opportunities at the short-end of the euro yield curve.
Eurex EURIBOR derivatives refer to the Euro InterBank Offered Rate, the benchmark of the euro money market. The EURIBOR is calculated and published by the European Banking Federation and is the rate at which euro interbank term deposits are offered between Eurozone banks. It features a term to maturity of three months.
On 23 January 2023, Eurex expands its interest rate segment by launching the Three-Month Euro STR Futures referencing €STR. This launch marks an important milestone in establishing the €STR as the new benchmark risk-free rate and expands Eurex's EUR-denominated interest rates product offering.
SARON® is the new Risk Free interest rate for the discount of CHF OTC Interest Rate Swaps. It is a collateralized reference rate based on actual market transactions and quotes in the regulated SIX Repo market. Calculated transparently in accordance with the IOSCO Principles for financial benchmarks, SARON® is compliant with international benchmark standards.
Key benefits
- Integrated offering
Together with our fixed income derivatives, EURIBOR derivatives are optimally suited for the hedging of OTC Interest Rate Swaps (IRS). - Essential trading functionality including a full spread matrix, Packs & Bundles and Strips.
- Available for trading directly via terminals located in the U.S.
- Attractive pricing.
Packs and Bundles strategies
Prices/Quotes
Contacts
