Home of the euro yield curve
Interest Rate Derivatives

Interest Rate Derivatives

Fixed income, funding and financing

Eurex covers the entire euro yield curve. From overnight to long dated financial products covering repo, listed interest rate derivatives, both short-term and long-term, as well as cleared OTC interest rate derivatives across short to long dated tenors.

The Eurex value chain includes clearing for all its products and for its listed derivatives products and repo it also covers trading facilities. Eurex connects to third-party flow providers, such as execution venues, for clearing, cleared OTC interest rate derivatives and also has third parties connected for repo.

The essentials of our Fixed Income offering

Your trusted partner

  • Tailored access models while fulfilling all regulatory changes
  • Direct access for both sell and buy-side clients

Your gateway to efficiency

  • Benefit from cross margining across our offering
  • Profit from capital and collateral as well as operational efficiencies by using our integrated cleared repo and OTC IRD offering

Your ‘one-stop-shop’

  • Trade, clear fund and finance, all within the same infrastructure


Short-term Interest Rate

Our short-term interest rate (STIR) product suite offers you flexible hedging opportunities for maturities shorter than a year. Click for more information on our EURIBOR derivatives, Three-Month Euro STR Futures and our SARON Futures.

Mid and long-term Interest Rate

Our mid & long-term interest rate products offers you flexible hedging all along the euro yield curve. Benefit from our full suite of futures and options on the German Bund, Bobl, Schatz and Buxl, and our derivatives on Spanish, Italian and French bonds.

Cleared Repo

Raising cash, increasing your balance sheet and posting margins. All can be done within the same ecosystem of Eurex Clearing and Eurex Repo. Buy-side clients can use ISA Direct to directly tap into a sea of liquidity with full portability and flexibility.

Cleared Swaps

Eurex Clearing offers a liquid EU-based alternative to clear EUR-denominated interest rate swaps. Benefit from high-quality execution prices, a robust risk management framework, operational and capital efficiencies and risk reduction.

Contact

FIC Derivatives & Repo Sales

FixedIncome.Sales@eurex.com

Eurex Repo
Eurex Repo Sales & Relationship Management

Frankfurt/London/Paris/Zug

repo.sales@eurex.com