Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an Index Total Return Swaps (TRS) in a cost efficient way. The first TRF product launch will be the EURO STOXX 50® Index Total Return Futures (Product ID: TESX).

The approach initiated by Ossiam's research and management team intends to obtain an optimized portfolio that includes a selection of stocks where volatility is among the lowest in the investment universe