Solactive AG, the German multi-asset class index provider, announces the
release of the Solactive SuperRegion Select Index. The new launch consists of a
smart beta concept incorporating high dividend yield shares that also exhibit low
historical volatility from Asia, Europe and the US. The index is licensed to Credit
Suisse and can be used as a basis for investment products such as ETFs or
derivative instruments.
2016 marked a watershed for the sovereign bond market. European bonds underwent a sharp selloff in Q4 2016, this when the year had kicked off
on a bullish note that lasted right through to September. The political events in 2016, the outlook for growth and for inflation and monetary policies were
the main drivers behind the sea change in sovereign interest rates...
This research paper focuses on the inseparable relationship between
implied repo rates and equity index total return swaps. Written by Stuart
Heath, Director Equity & Index R&D at Eurex, it covers the various aspects
and calculations of both repo rates and the TRS.
According to Antoine Porcheret, Senior Equity & Derivative Strategist at BNP Paribas, Total Return Futures constitute a listed solution to mitigate concerns surrounding the envisaged introduction of bilateral margining for non-cleared OTC swaps...
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).