Futures contracts tied to quantitative investment strategies (QIS) began trading on Eurex today, February 27, 2026, though initial offerings are limited to long-only equity custom baskets, according to market reports.
The launch, spearheaded by Goldman Sachs and Societe Generale, marks a first step toward a broader listed market for derivatives-based strategies, Eurex officials stated. The exchange anticipates expanding offerings to include more complex strategies such as equity dispersion and commodity carry in the future. These initial contracts reference indices powered by Premialab, a platform offering datasets on index levels, components, performance metrics, and risk analytics.
QIS strategies utilize mathematical models to blend active and passive investment approaches, aiming to systematically capture alpha. The rise of artificial intelligence, machine learning, and natural language processing is driving rapid evolution within these strategies, enabling new thematic exposures, Eurex noted. The exchange is positioning itself as a provider of access to customized index and basket solutions through listed derivatives, offering a transparent alternative to over-the-counter (OTC) instruments.
Premialab currently lists over 5,000 strategies across multiple asset classes, accessible through Eurex derivatives. The new futures contracts are designed to provide a scalable, transparent, and margin-efficient solution for institutional investors previously limited to bespoke OTC structures. Central clearing through Eurex Clearing aims to reduce bilateral counterparty risk, whereas cross-margining allows for optimization of capital efficiency across Eurex-cleared equity products.
The contracts offer standardized access to strategies previously available only in the OTC market. As of February 10, 2026, the SGI Fundamental Quality European (EUR – NTR) index, administered by Societe Generale, was trading at 1424.73, while the SGI Value European (EUR – NTR) index was at 1621.83. The Solactive Make EU Great Again basket was trading at 115. (Premialab data)
