Search Contact euronext.com For Investors Financial Derivatives Total Return Futures Gain exposure to the implied equity repo rate on the constituents of the CAC 40 Index, while trading on-exchange and benefitting from strong netting advantages, transparency and central clearing. media English Surf the new wave of derivatives Get on board with this innovative listed product that replicates the economics of a total return swap. Total Return Future on the CAC 40® Index The Total Return Future on the CAC 40® Index is a listed solution that replicates the economics of a total return swap, based on the benchmark CAC 40 index. It was created at client request in response to the increased capital requirements being imposed by Basel III and EMIR. A cost-efficient solution replicating the economics of a Total Return Swap Access the implied equity repo rate on the constituents of the CAC 40 Index in a transparent and secure trading environment. Strong margin offsets with CAC 40 Index Future exposure Quarterly maturities up to 5 years, meeting the needs of long-term investors On-screen price transparency and liquidity provided by market makers quoting a spread as an annualised rate in basis points (+/-) Resources TRF Factsheet TRF Presentation Total Return Futures: Finadium article (free to register)(link is external) Pricer / converter Migration methodology (The EONIA To €STR Phase 2 Transition for Total Return Futures On CAC 40 Index V1.1) Total Return Futures quotes Total Return Future on t… COMPANY ESG | Empowering Sustainable Growth About Investor Relations Careers Media Regulation MARKETS Amsterdam Brussels Dublin Lisbon Milan Oslo Paris LinkedIn Twitter YouTube Footer Small Print Menu © 2021 Euronext Privacy Statement Terms of Use More info Strictly Necessary Cookies Performance Cookies Save preferences Accept all cookies Withdraw consent