MSCI indexes are some of the world’s most widely tracked benchmarks and linked to more than USD 13 trillion in AUM. The indexes also serve as the basis for almost 1,300 Exchange Traded Funds (ETFs). The massive amount of capital benchmarked against MSCI indexes and the improved tradability of index-based products via ETFs has led to an increased need for futures and options. MSCI derivatives help managers facilitate in and outflows of funds, hedge existing equity exposure and enhance portfolio performance.
Over 150 MSCI derivatives
Eurex is the only exchange offering a comprehensive suite of products consisting of futures and options on regional and country indexes: currently, 136 MSCI futures and 22 MSCI options are available covering Emerging Markets (EM) and Developed Markets (DMs) in different index types (NTR, GTR and price indexes) and different currencies (EUR, USD, GBP and JPY).
Investors can now gain exposure to entire regions and single countries via Eurex’s MSCI index derivatives offering. The complete suite of products available covers developed, emerging and frontier markets and includes several attractive contracts based on popular benchmark indexes such as futures and options on:
With our regional MSCI Emerging Markets Index derivatives, our participants can not only gain access to leading benchmarks but also to single emerging market countries in Asia (such as India and Thailand), Eastern Europe (such Poland and Russia), Africa (such as South Africa and Egypt) or Latin America (such as Mexico and Chile). In addition to these combined emerging markets indexes, there is also the opportunity to invest in single countries with our futures on MSCI Russia, MSCI Japan, MSCI Peru and MSCI South Africa.
Also available are the so-called frontier markets including, Kazakhstan, Nigeria, Kuwait and Vietnam. The MSCI Frontier Markets Index shows potential to develop into another benchmark over time and we are showing our early commitment to emerging and frontier market derivatives.
Portfolio-based margining methodology (PRISMA) offers the highest levels of cross-margin offsets across equity derivatives
As Eurex is the #1 derivatives exchange in Europe, providing investors access to the broadest spectrum of equity index derivatives, our portfolio-based margining methodology (PRISMA) offers the highest cross-margin levels offsets across equity derivatives. To fully benefit from cross margining efficiencies, take a look at our Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations, use our online margin calculators.
Switch to the Global Home of MSCI Derivatives
With the SGX delisting of MSCI derivatives, Eurex sees an uptick in interest in its MSCI offering. Eurex has the most comprehensive suite of MSCI derivatives across all time zones, including alternatives directly available. Find out below which Eurex contracts are equivalent to the contracts to be delisted.