Published On: Fri, May 20th, 2011

SENSEX Trades on EUREX

SENSEX future and options are now active on EUREX. The first trades took place in the month of May. This provides an appropriate hedging tool for Indian exposure or arbitrage trading. EUREX SENSEX Futures and Options are denominated in U.S. dollars and settled in cash. They provide more flexibility to our customer base in Asia and throughout the global EUREX network to take exposure in SENSEX. Designated Market –makers have started putting in regular quotes. Observed bid-ask spreads of 8 bps. Observed bid-ask quantities of over 100 contracts on each side.

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