Eurex to launch commodity index futures and options
Derivatives exchange Eurex will launch futures and options based on Dow Jones-AIG commodity sub-sector indexes in the first quarter of 2009.
The nine indexes are the Dow Jones-AIG energy, petroleum, livestock, ex-energy, grains, industrial metals, precious metals, softs, and agriculture.
“Our planned derivatives on the Dow Jones-AIG Commodity Indexes will significantly increase our product offering in the commodities area,” says Peter Reitz, a member of the Eurex executive board. “ We will add transparency and central clearing to the existing OTC index swap market.”
As of the end of the third quarter of 2008, there is an estimated
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk management
The post-Archegos risk model rebuild begins… slowly
Following regulatory prodding, banks start to overhaul counterparty risk models. A flurry of new research on the topic may aid the effort
Let’s grow the third-party risk playbook – CME security chief
CrowdStrike outage highlights need for financial sector to adjust its game plan
Op risk data: Payday lender Skytrail sees $1.4bn disappear
Also: Cartel claims cost European bond dealers dearly, plus oil price gouging and crypto cover-ups. Data by ORX News
Bankers hope EBA op risk taxonomy will go global
Proposed update to 20-year-old risk map is welcomed, but international co-ordination urged
Marex plots interest rate clearing push
UK broker is live on LCH and plans to be a “day one” clearing member on FMX
Eurex default fund reshuffle leaves members frustrated
Clearing members say concentration margin add-ons would be fairer than buffer on all portfolios
Tired of fat-finger blunders, G-Sibs turn to robots for help
Big banks speed up shift towards control automation and AI adoption to counter costly human errors, Benchmarking survey finds
CME, FICC in talks to expand cross-margining to client accounts
New rules and account structures will be needed to allow cross-margining by non-members