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11 Aug 2022

Eurex

ESG Equity Index Derivatives Update

Eurex - Pioneer in sustainable derivatives
  • Eurex ESG derivatives offer 34 ESG products, of which 32 cover equity indices.
  • In 2022, ESG exclusionary methodologies have dominated the segment. The regions beyond Europe show the highest growth rates: circa 12% volume share and a 239% increase in traded contracts versus last year.
  • ESG strategies combining exclusions and integration have also resulted in further growth - especially on the option underlying.

Top 5 record highs since its launch in 2019

  1. Daily traded contracts over 202k
  2. Monthly traded contracts over 595k
  3. Quarterly traded contracts 849k
  4. Month-end capital volume open interest at 5.8bn EUR
  5. Yearly traded contracts over 2.9m

Facts & ESG development highlights:

Eurex's ESG derivatives across Equity Index and Fixed Income total traded volume exceeded 35 EUR billion in 2022. At the end of July 2022, total open interest stood at 4 billion EUR and 1.2 billion EUR, respectively. Traded contracts in 2022 reached over 1.6 million contracts. This amounts to an overall Average Daily Volume (ADV) of EUR 237 million.

Focus MSCI derivatives

  • Overall positive development in regions beyond Europe – MSCI EM, EM Asia, and USA ESG Screened reached a volume of more than 200k traded lots YTM 2022, a 137% increase over the same period last year.
  • Accompanying this is a growth in overall MSCI ESG OI from 45k in December 2021 to 47k in July 2022.
  • MSCI EM ESG Screened Index Futures demonstrated the most growth in OI within this segment, increasing by 34% from 19k to 27k between December 2021 and July 2022.

Focus STOXX derivatives

  • The STOXX Europe ESG-X Index family remains the most successful segment, reaching a combined ADV of 8k lots in 2022, equivalent to 123 million EUR notional. The notional open interest reached 2.2bn EUR.
  • July Open Interest (OI) for futures reached more than 150k and 94k for options, representing a 12% increase YoY.
  • OI in the EURO STOXX® 50 ESG F&O grew +100%, from 25,000 contracts in July 2021 to over 50,000 contracts in July 2022.
  • EURO STOXX® 50 ESG options had a particularly strong month with an OI of 41,000 contracts, up from 3,000 in July 2021, representing 654 million EUR in current notional open interest.
  • Derivatives on the STOXX® Europe 600 ESG-X index remain the flagship product with more than 2.2bn combined notional open interest (OI). This product complements growing diversification across index providers, methodologies, and regional offerings.

Chart 1 – capitalized volume and open interest

August 2022 Statistics of all Eurex ESG Products

  • Find the daily statistics via this link.
  • Find the month-end statistics here.


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