Interest Rate Derivatives

Fixed income, funding and financing

Eurex covers the entire euro yield curve, from overnight to long-dated tenors, within a single infrastructure. The offering spans four product areas:

Repo: funding and financing across the yield curve.
Short-term interest rate derivatives (STIR): the short end of the curve.
Long-term interest rate derivatives (LTIR): fixed income futures and options at the long end.
Cleared OTC interest rate derivatives: across short-to-long-dated tenors.

The value chain includes clearing for every product, and trading facilities for listed derivatives and repo. 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

Efficient hedging and trading opportunities across the European yield curve with Short-term Interest Rate derivatives, including EURIBOR derivatives, Three-Month €STR Futures, and SARON Futures.

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Long-term Interest Rate

Manage interest rate risk across the euro yield curve with Eurex's comprehensive range of Long-term Interest Rate (LTIR) futures and options on European government bonds, including German, French, Italian, Spanish and Swiss bonds.

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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.

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Cleared Swaps

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.

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Interest Rate Derivatives

Short-term Interest Rate

Long-term Interest Rate

Cleared Repo

Cleared Swaps

Make the most of EMIR 3.0

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