EURIBOR Futures and Options
Liquidity, choice and capital efficiency
Euribor stands for Euro Interbank Offered Rate. The Euribor rates are based on the interest rates at which Eurozone banks borrow funds from one another. The rate is calculated and published daily by EMMI.
Since 2019, the calculation of Euribor has moved from a quote based to a transaction-based methodology. Given this methodology, supply and demand determine the actual rate, but it reflects inflation and rate expectations.
We offer Three-month EURIBOR futures and options and one-to-four-year mid curve options.
Eurex Short Term Interest Rates Offering
A key element of the Eurex STIR offering is cross-margining within the Euro derivatives franchise, delivering unparalleled savings in collateral usage. The Euribor Futures and Options are included in the same liquidation group as Three-Month Euro STR Futures, Euro OTC Swaps and Euro Government Bond Futures cleared at Eurex Clearing. This offers margin reduction opportunities under the industry-leading Prisma margin methodology. For more information on Cross-product margining click here.
EURIBOR Futures: Traded Contracts and Open Interest
Key benefits
- Comprehensive offering: Euribor complements Eurex’s Euro government bond futures, OTC IRS swaps clearing and Repo offering.
- Margin Efficiency: Eurex Clearing’s Prisma margin methodology offers Cross-margining opportunities with Euro LTIR Futures as well as Euro OTC Swaps cleared at Eurex Clearing. Click here for more information about Prisma.
- Liquidity: Order book liquidity supported by dedicated market makers enabling anonymous trading in the CLOB.
- Flexibility: Can be traded in the order book or via TES (Block). Packs & Bundles offer an efficient way to hedge longer exposures at a reduced cost. Inter-product spreads offer efficient execution of a strip of Euribor futures against a Euro-Schatz future.
Prices FEU3
| Product | Diff. to prev. day last | Last price | Contracts | Time |
|---|---|---|---|---|
| FEU3 | -0.01% | 97.360 | 4,571 | 17:29:46 |
Packs and Bundles strategies
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