This underscores the benchmark status of the German capital market futures for all basis trades or simultaneous cash and futures transactions in eurobonds.
With the basis trade functionality at Eurex, transactions concluded off-exchange in Eurex capital market futures against a simultaneous cash transaction in fixed-income bonds can be executed on the exchange. The resulting positions in Eurex capital market futures are cleared and settled by
Eurex Clearing AG like futures traded on the exchange. Only debt securities with a remaining or total maturity of at least one year and a nominal value of at least two billion euros are eligible for use in combination with Euro Bund, Euro Bobl and Euro Schatz futures at Eurex.
Walter Allwicher, Uwe Velten
Tel: + 49-69-21 01-1500