Eurex, Europe’s leading derivatives exchange, is bringing Quantitative Investment Strategies (QIS) to the futures market.
Partnering with Premialab, the market-leading provider of data and analytics specializing in systematic QIS indices, Eurex will launch a new segment for trading QIS index futures. This innovative offering will initially comprise a set of three index futures based on thematic strategies, scheduled to begin trading on October 27, 2025.
Bringing futurization to Quantitative Investment Strategies
This launch represents an extension of Eurex’s ongoing “futurization” efforts, with this key step providing a platform for QIS desks to offer standardized and centrally cleared derivatives, thereby increasing access to their proprietary strategies. The new segment allows these desks to offer products previously only accessible over-the-counter (OTC) in a listed, centrally cleared format, expanding reach and efficiency.
Elena Marchidann, Global Product Lead Total Return Derivatives at Eurex: “The new QIS futures reflect Eurex’s ambition to futurize markets. By offering a centrally cleared, listed alternative to OTC swaps, we are reducing costs and complexity associated with regulations like Uncleared Margin Rules, opening these opportunities to a wider range of investors - from pension funds to asset managers.”
The initial product set will include three index futures based on strategies developed by two regulated index administrators: Société Générale and Solactive. These administrators will provide governance and compliance oversight for the underlying indices.
Premialab to provide index data and analytics
Premialab, Eurex's designated data partner, will supply comprehensive datasets - including index levels, components, performance and risk analytics - ensuring transparency and consistency for all underlying systematic QIS indices. Each futures product will be supported by a Sponsored Trading Participant to facilitate liquidity and robust pricing.
Adrien Geliot, CEO of Premialab: “This partnership expands access to QIS strategies for a wider range of institutional investors, creating new opportunities for portfolio diversification. We are delighted to partner with Eurex, providing our unique data and risk analytics to support this groundbreaking market innovation.”
The participating banks strongly support expanding the QIS business to a broader range of investors, as this innovation enhances market transparency and liquidity, potentially driving greater overall adoption of QIS.
Elias Benzina, Head of EMEA Custom Baskets at Goldman Sachs: “The real innovation lies in bringing liquidity to a segment that has traditionally been confined to OTC markets. Eurex’s futures offering has the potential to foster deeper market adoption for thematic strategies, benefiting both our clients and the wider ecosystem.”
Eurex plans to expand the product suite based on client demand and market evolution. This may include the addition of long-short strategies, volatility-targeted indices, and derivative overlays designed for specific investment goals. Expansion of eligible assets to include global equities, multi-asset indices, and other asset classes is also envisioned, subject to regulatory approval.
Listing these products on Eurex provides clients with cross-margining advantages with other equity and index derivatives cleared at Eurex Clearing. It also streamlines access through standardized futures contracts and give-up agreements.