08 Jul 2021

Eurex

Eurex ESG derivatives OI over 3.5 billion EUR

Strong volume growth with five NEW records in our ESG derivatives:

1.       Daily traded contracts over 168K 
2.       Monthly traded contracts over 390K
3.       Quarterly traded contracts 720K 
4.       Yearly traded contracts June 2021 exceeds already 2020 of 1.28 million 
5.       Month end Capital Volume Open Interest at 3.5 billion EUR

ESG development highlights:

  • EUR value of traded volume in the ESG segment in 2021-Q2 (Futures & Options) exceeded 21.7 EUR billion
  • Capital volume of all ESG products grew 86% from 1,642 million Dec 2020 to 3,524 million in June 2021
  • ADV in June 2021 was 20,065 contracts this is a plus of 4K contracts vs the former expiration month (March 2021)
  • Quarterly Traded contracts grew almost 100 % from 369K in Mar 2021 to 721K in June 2021
  • Volume was driven also by EURO STOXX® 50 ESG with 75K contracts traded in 2021
  • The volume for the EURO STOXX® 50 ESG was mainly traded in June and the open interest is approximate at 350 EUR million

Please see snapshot and details below
 

June 2021 Statistics all Eurex ESG Products

  • Find the daily statistics.
  • Find the month end statistics.

Active members in all ESG Products

  • Continuous interest and growth (new members joining ESG derivatives trading)
  • In 2021 more than 87 members are active in ESG derivatives
  • +14 existing EUREX members started trading ESG derivatives in 2021
  • Member activities across all accounts (Dec 2020 vs June 2021 - total members count increased 23% from 71 to 87 active)
    • A-Account increased 20% from 39 to 47 active members
    • P-Account increased 17% from 20 to 23 active members
    • M-Account  increased 45% from 12 to 17 active members
      ​​​​​

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

  • EURO STOXX® 600 ESG–X remains the most liquid ESG contract
  • At the end of June 2021 we saw a total of 906,977 contracts traded
  • June had a total of 1,483 on-book trades were done with an average trade size of 718K EUR
  • June had a total of 153 off-book (block) trades were done with an average trade size of 33,7 million EUR

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

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

  • Trade type ratio 2021: 63% off-book (TES – Block) vs 37% on-book (on-screen) due to high volume in June with majority of big off-book trades
  • Trade type ratio 2020: 66% off-book (TES – Block) vs 34% on-book (on-screen)

Share ratio in % of the STOXX® EUROPE 600 ESG-X (FSEG) vs STOXX® EUROPE 600 (FXXP)

  • FSEG share ratio vs FXXP up to 13.17% of traded contracts in June 2021

Please find the details on individual ESG products presentations below:


For more information on our ESG derivatives, please visit our website.


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