Page 38 - 期货和衍生品行业监管动态（2024年2月）

期货和衍生品行业监管动态

收益期货和 73 种股票的额外英镑计价股票总收益期货分别于 2021 年 3 月和 2023

年 11 月推出。自推出以来，欧洲期货交易所已成功将大部分 EURO STOXX 50

场外互换市场转移至其产品上。目前，欧洲期货交易所的总收益期货未平仓合约

超过 300 万份，名义金额达 1,250 亿欧元。

Eurex to Launch First Total Return Futures on MSCI Indexes (2024/2/7)

 Eurex is expanding its Total Return Futures (TRF) segment

 Launch of first TRFs covering MSCI indexes planned for 11 March

 New contracts will be denominated in USD and initially available during

US trading hours

Eurex is extending its Total Return Futures (TRF) segment through a cooperation

with MSCI, a leading provider of essential decision tools and services to the global

investment community.

Scheduled for 11 March 2024, the derivatives arm of Deutsche Börse Group

plans to launch TRF contracts on three MSCI indexes: MSCI World Index, MSCI

EAFE Index, and MSCI Emerging Markets Index. The launch reflects Eurex’s

commitment to provide pioneering solutions that support the global shift from swap

instruments towards listed and centrally cleared derivatives.

Evolving demand for cleared and listed TRFs on global indexes

The new TRFs will mark an additional milestone in Eurex’s TRF success story,

as for the first time TRFs on global indexes are offered, which are increasingly in

demand by market participants. The new contracts will cover the net return versions

of the following indexes: MSCI World Index (TMWO), MSCI EAFE Index (TMFA),

and MSCI EM Index (TMEM). The TRFs will be denominated in USD. The

underlying benchmark US funding rate is SOFR (Secured Overnight Funding Rate).

For technical reasons, they will initially be available during US trading hours (14:30 –

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