Include megatrends exposure in your portfolio
STOXX

Thematic Derivatives

Thematic indexes are designed to give investors exposure to long term ‘mega-trends’ including digitalization, sustainability and changing socio-demographics, enabling investors to access structural, once-in-a-lifetime shifts that can shape our global economy and lives​.

Our Thematic offering targets the beneficiaries of long-term structural trends:


Key benefits

  • Diversify your portfolio by adding a diversified global Thematic offering
  • Expertise from European sector futures and options where Eurex has established as the leading European venue price and discovery pool​
  • Focus on megatrends rather than short termism
  • More than 30 ESG considerations/filters
  • Higher capital efficiency: reduce your margins with Eurex’s portfolio margining system
  • The underlying STOXX revenue-based thematic indices use the FactSet Revere Business Industry Classification System (RBICS) data set, whose unique content sets provide a dynamic industry taxonomy, helping to identify and select businesses with substantial exposure to specific themes. 

Contracts specifications

Key Specifications

Description

Underlying Index​

Stoxx Global Breakthrough Healthcare, Digitalization, Digital Security net total return indices. A detailed description of the index rules and regulations can be found on the Qontigo website.

Contract multiplier​

USD 10 per index point.

Settlement

Cash settlement, due on the first exchange day after the final settlement day.

Price determination

In points, with two decimal places.

Minimun price change

0.50 (equals USD 5).

Contract months 

The next three quarterly months of the cycle March, June, September and December (9 months).

Last trading day/final settlement day

The third Friday of each maturity month, if this is a trading day at Eurex Deutschland, otherwise the trading day immediately preceding that day.
Close of trading for maturing series: 22:00 CET. The final settlement day is the trading day following the last trading day.

Minimun Block Trade Size

5 contracts


Volume development

Product Diff. to prev. day last Last price Contracts Time
FGBH +0.77% 3,004.50 0 18:28:04
FGDI +1.54% 3,136.50 0 18:28:04
FGDS +1.42% 3,355.50 0 18:28:04

Margin benefits

Thematic is a part of Eurex Clearing Prisma. 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.

Thematic Derivatives Q&A with Eurex and Qontigo

Learn more about the new thematic futures in the latest interview together with Zubin Ramdarshan, Head of Equity & Index Product Design at Eurex, and Yang Wang, Head of Thematic Index R&D at Qontigo.
Read more

Contacts

Christine Heyde
Equity & Index Product Design

T +49-69-211-1 56 98

christine.heyde@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Valerie Gorkovenko
Marketing

T +49-69-211-1 43 06

valerie.gorkovenko@eurex.com