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.


  • Our EUR Secured Funding Futures are based on the interest rate paid on short-term repo transactions traded on Eurex Repo’s regulated and transparent GC Pooling market. It is the first instrument that allows the hedging of standardized & collateralized funding across Europe determined by the STOXX® GC Pooling EUR Deferred Funding Rate.


  • Eurex EONIA derivatives refers to the Euro Overnight Index Average which is also a key benchmark in the interbank/swaps market. It is computed as a weighted average of all overnight unsecured lending transactions in the interbank market.


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.

Products

Packs and Bundles strategies

Contacts

Vassily Pascalis

London Representative Office
Sales

London E14 4HE

T +44-20-78 62-72 11


Market Status

XEUR

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