Largest and fastest growing ESG derivatives segment - OI over 4.9 billion EUR

ESG development highlights: 

• Eurex ESG segment total traded volume exceeded 35.3 EUR billion in 2021
• Capital OI of all ESG products grew 200% from 1.6 billion in December 2020 to 4.9 EUR billion in September 2021
• Traded volume reached 2.1 million contracts which is 67% higher vs 2020
• Quarterly traded contracts rising continuously from 563K in March 2021 to 764K in June 2021, hitting a record high of 767K by the end of Sep 2021
• September reached new monthly record with 583K contracts traded which is 32% higher vs June 2021
• In the ESG segment 1.78 million futures and 308K options were traded in 2021
• MSCI EM ESG Screened picked up in volume to 95K contracts traded in September 2021
• The EURO STOXX® 50 ESG futures volume increased to 142K traded contracts and at 404 EUR million in OI. The EURO STOXX® 50 ESG options had a strong month with 15K contracts traded.

STOXX® EUROPE 600 ESG-X futures (FSEG) shows continuous growth:

1. Reaching an ADV of 21K in September 2021 or 374 million EUR notional and 1.5 million contracts YTD traded 
2.  OI in the ESG-X grew 207%, from 51K contracts of same month previous year to 158K contracts in September

• The alignment of the EURO STOXX® 50 ESG was a clear volume driver in futures and options. More information on the methodology changes of the EURO STOXX® 50 ESG is here.

Please see snapshot and details below

September 2021 statistics of all Eurex ESG Products

• Daily statistics
• Month end statistics

Active members in all ESG products

• In 2021, more than 80 members are active in ESG derivatives
• +13 existing EUREX members started trading ESG derivatives in 2021
• Member activities across all accounts (Dec 2020 vs Sep 2021 - total members count increased 25% from 71 to 89 active)
  • A-Account increased 25% from 39 to 49 active members
  • P-Account increased 15% from 20 to 23 active members
  • M-Account increased 41% from 12 to 17 active members

STOXX® EUROPE 600 ESG-X (FSEG) growth 2021 vs 2020

• EURO STOXX® 600 ESG–X remains the most liquid within the ESG segment with a total of 459K contracts traded
• STOXX® EUROPE 600 ESG-X futures (FSEG) reached an ADV of 21K in September or 374 million EUR notional and 1.5 million contracts YTD traded (record year)
• ESG-X has approximate 19 million EUR notional volume at the first level which 7 million higher than in the standard index

STOXX® EUROPE 600 ESG-X (FSEG) account structure development (monthly)

• Strong growth Sep 2020 vs Sep 2021 on M-Account at 395% (36,453 vs 180,704 contracts)
• Strong growth Sep 2020 vs Sep 2021 on A-Account at 139% (103,615 vs 247,868 contracts)
• The ratio in Sep on P-and M-Account grew vs. last expiration in June

STOXX® EUROPE 600 ESG-X (FSEG) off-book vs on-book structure development (monthly)

• On-book trading growth from March 21 expiration to September 21 expiration +194%. Most roll activities observed during last September 21 expiration in the book vs on-screen
• Off-book trading declined from March 21 expiration to September 21 expiration -9% 
• Trade ratio in 2021: 60% off-book (TES – block) vs 40% on-book (on-screen)
• Trade ratio in 2020: 66% off-book (TES – block) vs 34% on-book (on-screen)

Please find the details on individual ESG products presentations below:

• STOXX® ESG-X, Climate Impact & Low Carbon
• MSCI ESG Screened & MSCI ESG Enhanced Focus
• DAX® 50 ESG
• EURO STOXX® 50 ESG