Pioneer in sustainable derivatives

ESG Derivatives

Manage and hedge sustainability exposure                                           

With the ever-increasing mandates and focus on building sustainable portfolios, global investors are increasingly looking for tools to help with their ESG integration. Derivatives on ESG benchmarks offer a listed solution to facilitate this integration.

Global leader in ESG Derivatives

Eurex leveraged its first-mover advantage and became the leading liquidity pool for ESG Derivatives worldwide, with over 650000 contracts traded year to date, translating into 8B total notional Eurex ESG Derivatives by region.

Responsible Investing

With an initial focus on easy to deploy responsible index investment approaches, Eurex offers cost-efficient and liquid sustainable index derivatives with a low tracking error close to benchmark performance.

We continue to develop our offering of sustainable versions of key global, European and regional benchmarks covering a broad range of ESG methodologies. Stay tuned by subscribing to our newsletters.



Launching 9 November 2020

ESG Futures & Options on EURO STOXX 50® ESG and DAX ® 50 ESG
Discover now

Key Benefits

11 reasons to trade ESG Derivatives

  • Cost efficiency – a liquid and cost-efficient alternative to incorporate ESG into investment strategies and manage undesired sustainability risks
  • ESG mandates – flexible solution for asset managers with strict mandates to align with ESG requirements
  • Capital efficiency – ESG futures and options are eligible for portfolio margin offsets against other index derivatives, including dividend and volatility derivatives
  • Simple, fast integration – standardised Eurex equity index contract specifications for straightforward integration into existing trading infrastructures
  • Proven liquidity – liquid derivatives with incentive schemes promote on screen price support.
  • Related to successful benchmarks – sustainable versions of established benchmarks such as STOXX Europe 600, MSCI World and MSCI Emerging Markets
  • Negative ESG screening or exclusions methodology, reflecting investors’ most common concerns
  • Reduced block trade size – facilitates off-book trade entry for institutional investors
  • Optimally manage risk of ESG-driven portfolios
  • Generate additional alpha – with synthetic exposure to ESG equities
  • Exclusions have been selected to span the three pillars of Environmental, Social and Governance (ESG) investing which reflect investors’ most common concerns (thermal coal, tobacco, controversial weapons, in breach of UN Global compact)


ESG derivatives now allow Swedbank to efficiently manage inflows and outflows by remaining fully invested without compromising on clients’ ESG exposure.

Magnus Linder, Head of Derivatives, Swedbank Robur


MSCI

Global investing with MSCI ESG index derivatives  

With more 136 listed MSCI index-based futures, 22 MSCI index-based options and an open interest of around 2.1 million contracts, Eurex is the exchange with the broadest MSCI index-linked offering tradable on one platform and the highest open interest globally. Launched in March 2020, MSCI ESG Derivatives now complement Eurex’s MSCI Derivatives flows.

Overview & Benefits

  • Five MSCI ESG Screened futures:  World, EM, EAFE, USA and Japan 
  • Complimenting growth seen in the related main benchmarks derivatives 
  • Based on liquid global, regional and local MSCI ESG Screened Indices
  • Underlying MSCI ESG Screened Indexes - represent a broad universe of securities with limited exclusions
  • Exclusions and negative ESG screening help firms align their portfolios with social values; financial, risk mitigation objectives; regulations, global norms and treaties
  • Low tracking error - Benchmark indices with risk-return profile and reduced tracking error similar to the parent index
  • Leading ESG research expertise


Stay focused. Be updated.

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Eurex MSCI ESG Derivatives

Parent MSCI Index

MSCI World ESG Screened

MSCI EM ESG Screened

MSCI EAFE ESG Screened

MSCI USA ESG Screened

MSCI Japan ESG Screened 

Eurex MSCI ESG Derivatives

FMSW

FMSM

FMSF

FMSU

FMSJ

Type

Futures

Coverage

Global

EM

EAFE

USA

Japan


STOXX

Investing with European and US STOXX® ESG index derivatives 

The global evolution in responsible investing entered a new chapter with the launch of Eurex ESG Derivatives on STOXX indices tracking sustainable strategies in Feb 2019.

Overview & Benefits

  • Seven STOXX® ESG index futures and options covering five indices
  • First European ESG futures on highly liquid benchmark indices for Europe and the Eurozone
  • First ESG Derivative covering the U.S. market while excluding thermal coal extraction and coal-fired power plants
  • Sustainable index derivatives based on ESG-X, Low Carbon, Climate Impact and Europe ESG Leaders Select 30 Indices
  • ESG methodologies covering negative/exclusionary and norms-based screening, positive/best-in-class filtering, climate change scoring
  • ESG-X offering - screened version of the well-established pan-European benchmarks
  • Unique concept for selecting companies with strong environmental stewardship and forward-looking indicators 
  • Low tracking error - Benchmark indices with risk-return profile and reduced tracking error similar to the parent index
  • Leading third party ESG data provider (such as Sustainalytics and CDP)


Stay focused. Be updated.

Subscribe to our monthly Circulars, Newsflashes and all Product newsletters

Eurex STOXX ® ESG Derivatives

Parent

STOXX®  Index

STOXX® Europe Climate Impact

EURO STOXX® 50 Low Carbon

STOXX® Europe ESG Leaders Select 30

STOXX® Europe ESG Leaders Select 30

STOXX® Europe 600 ESG-X

STOXX® Europe 600 ESG-X

STOXX® USA 500 ESG-X 

Eurex STOXX® ESG Derivatives

FSCI

FSLC

FSLS

OSLS

OSEG

FSEG

FSUS

Type

Futures

Futures

Futures

Options

Options

Futures

Futures

Coverage

Europe

USA


Liquidity Provider

Liquidity Provider (On Screen)

CompanyFutures/OptionsMember IDContactPhone Number

DRW Investments (UK) Ltd.

Futures & Options

LOTLO

Chadwick Miller

+44 20 7031 1369

Flow Traders B.V

Futures

NEDAM

Hidde Eise Mulder

+31 20 799 8622

IMC Trading

Futures

INMAM

Rick van Leeuwen

+31 20 798 8484

Optiver VOF

Futures

OPXAM

Institutional Trading / Holger Schlünzen

+31 20 708 7621

Susquehanna

Futures & Options

SISDB

F: Ronan Henderson
O: Daniel Mannion

+353 1 802 8118

Société Générale

Futures

SOGFR

Gregory Dieng

+33 1 42 13 7244


Liquidity Provider (OFF Book / TES)

CompanyFutures/OptionsMember IDContactPhone Number

Bank of America Merill Lynch

Futures & Options

MLEPA

Joel Stainton / Paul Berner

+44 207 996 1885

BARCLAYS

Futures & Options

BBIDB

BACLO

Kim Berg
Equity Derivatives Sales

+33 1 44 58 3297

BNP Paribas

Futures

BNAPA

Christian Stock

+49 69 7193 3117

Citi Bank

Futures

SAILO

Claus Hein / Kyle Tonetti 

+44 20 3569 3517

Danske Bank Copenhagen

Futures

DDBCO

Equity Derivatives Sales

+45 45 14 72 93

Danske Bank Helsinki

Futures

DDBCO

ETD Sales

+358 10 236 4713

Danske Bank Stockholm

Futures

DDBCO

Derivative Sales

+468 5688 0531

Deutsche Bank Frankfurt

Futures

DBKFR

Tomas Laube

+49 69 910 38503

Deutsche Bank London

Futures

DBKFR

Vasileios Koutsoulis

+44 20 754 57532

Flow Traders B.V

Futures

NEDAM

Hidde Eise Mulder

+31 20 799 8622

Goldman Sachs

Futures

GSIEB

Anna Whitlow / Mark Bellak (Futures Team)

+44 207 774 9077

IMC Trading

Futures

INMAM

Institutional Trading

+31 20 798 8519

Optiver VOF

Futures

OPXAM

Institutional Trading / Holger Schlünzen

+31 20 708 7621

Skandinaviska Enskilda Banken

Futures

ENSLO

Aloke Sarnobat

+46 8 5162 3145

Société Générale

Futures

SOGFR

Gregory Dieng

+33 1 42 13 7244

Susquehanna

Futures  & Options

SISDB

F: Ronan Henderson
O: Daniel Mannion

+353 1 802 8118


Videos & Webinars

Contacts

Sales

Achim Karle

T +49-69-211-187 57

achim.karle@eurex.com

Equity & Index Product Design 

Christine Heyde

T +49-69-211-156 98

Marketing

Christophe Rilinger

T +49-69-211-120 53

christophe.rilinger@eurex.com