Eurex, home to the largest and fastest-growing ESG derivatives segment with an open interest exceeding 5.5 bn EUR

STOXX® EUROPE 600 ESG-X futures (FSEG) remains the most traded contract with 375K lots in December 2021 and:

• Reaching an ADV of 18K in December 2021 or 315 million EUR notional and 2 million contracts YTD traded
• OI in the ESG-X grew 24%, from 52K contracts in December 2020 to 64K contracts in December 2021
• Strong pick up of the EURO STOXX® 50 ESG with 55K contracts traded in December 2021 and an open interest of over 193 EUR million in 2021
• EURO STOXX® 50 ESG options had a strong month with 16K contracts traded and 103 EUR million in open interest
• The alignment of the EURO STOXX® 50 ESG was a clear volume driver in futures and options. Changes to the methodology of the EURO STOXX® 50 ESG can be found here

1. ESG derivatives development from February 2019 to December 2021

2. December 2021 statistics of all Eurex ESG products

• Daily statistics: https://www.eurex.com/ex-en/data/statistics/trading-statistics
• Month-end statistics https://www.eurex.com/ex-en/data/statistics/monthly-statistics
• The quality in order book trading is based on continuously active market makers. Please find the list:  www.eurex.com/esg

3. Active members in all ESG products

• Continuous interest and growth (new members joining ESG derivatives trading)
• In 2021 more than 80 members were active in ESG derivatives
• + 13 existing Eurex members started trading ESG derivatives in 2021
• Member activities across all accounts (December 2020 vs. December 2021 - total members count increased 31% from 70 to 92 active):

1. A-Account increased 34% from 38 to 51 active members
2. P-Account increased 10% from 20 to 22 active members
3. M-Account increased 58% from 12 to 19 active members

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

• Strong growth on M-Account at 54% (61K vs. 95K contracts) from December 2020 vs. December 2021
• Strong growth on A-Account at 90 % (129K vs. 246K contracts) from September 2020 vs. September 2021
• The ratio on A- Account grew compared to the last expiration in September

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

• Trade ratio 2021: 74% off-book (TES vs. block) 26% on-book (on-screen)
• Trade ratio 2020: 80% off-book (TES vs. block) 20% on-book (on-screen)

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

• The ESG-X grows steadily and now stands at +20 % of the total market of STOXX® Europe 600

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