Eurex, a European derivatives exchange, announced on Wednesday that it will introduce Quantitative Investment Strategies (QIS) to the futures market through a new partnership with data and analytics specialist Premialab.
Eurex and Premialab Launch QIS Index Futures to Broaden Investor Access
The initiative, which marks the latest step in Eurex’s push to “futurize” markets, will launch on 27 October with three thematic QIS index futures based on indices from Société Générale and Solactive.
The firm explained that the new futures aim to make systematically managed investment approaches more accessible by shifting products traditionally traded over-the-counter (OTC) into a listed, centrally cleared format.
Eurex said the move would reduce complexity and costs linked to regulatory frameworks such as the Uncleared Margin Rules, while opening the door to a wider range of investors, including pension funds and asset managers.
“The new QIS futures reflect Eurex’s ambition to futurize markets,” said Elena Marchidann, global product lead for total return derivatives at Eurex. “By offering a centrally cleared, listed alternative to OTC swaps, we are reducing costs and complexity while widening investor access.”
Premialab will provide index data and analytics, including performance and risk metrics, to ensure transparency. Each product will also be supported by a Sponsored Trading Participant to facilitate liquidity and efficient pricing.
Adrien Geliot, chief executive of Premialab, said the initiative “expands access to QIS strategies for a wider range of institutional investors, creating new opportunities for portfolio diversification.”
Eurex plans to broaden the product suite over time to include long-short strategies, volatility-targeted indices and multi-asset approaches, subject to regulatory approval.
