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23 Sep 2025

Eurex

Systematic Quantitative Index Strategies (QIS) Futures: Introduction of Product Specific Supplement for Systematic QIS Index Futures

Eurex Circular 086/25 Systematic Quantitative Index Strategies (QIS) Futures: Introduction of Product Specific Supplement for Systematic QIS Index Futures

1.  Introduction

The Executive Boards of Eurex Frankfurt AG and Eurex Clearing AG decided with effect from Monday, 27 October 2025:

  • Introduction of a Product Specific Supplement (PSS) on “Equity Index 87 – Systematic QIS Index Futures” denominated in Euro (EUR), as per corresponding attachment. 

2.  Required action

There is no required action for the Trading Participants. Liquidity Providers should make sure to adjust their quoting behavior.

3.  Details of the initiative

A new Liquidity Provider scheme for Systematic QIS Index Futures will be offered:


SQIS1

Quotation Period:

17:05 – 17:30 CE(S)T

Required Coverage:

80%

Maturity Range:

All expirations need to be quoted.

Minimum Quote Size:5 contracts on the bid and ask side for all expirations 
Maximum Spread:

3% maximum spread for all expiries


For more details see the Attachment.

The new PSS will be provided in PDF format on the Eurex website www.eurex.com under the following link:

Trade > Market-Making and Liquidity provisioning


Attachment: 

  • Equity Index 87 – Systematic QIS Index Futures


Further information

Recipients: 

All Trading Participants of Eurex Deutschland and Vendors 

Target groups: 

Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination

Contact: 

Stuart Heath, Derivatives Products & Markets, tel. +44-207-862-72 53, stuart.heath@eurex.com;
Elena Marchidann, Derivatives Products & Markets, tel. +44-207-862-72 65, elena.marchidann@eurex.com

Web: 

www.eurex.com

Authorized by: 

Matthias Graulich


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