For ESG Benchmark derivatives products, Eurex remains the market’s first choice in terms of volume and open interest.
Confirming liquidity: EURO STOXX 50® ESG Futures posted new daily, monthly and quarterly record. 46,347 traded contracts on 13 June, a new monthly record in June, with 87,987 contracts for the month and almost 100,000 lots traded in the recent quarter. Orderbook liquidity remains particularly strong for our flagship product, the STOXX® Europe 600 ESG-X Futures, where market participants can access around 3000 contracts on the L1 market depth level, equivalent to roughly 51 million EUR in notional. EURO STOXX 50® ESG Options reached 155,680 traded contracts and 2.32 billion capitalized volume in EUR.
Facts & ESG development highlights Q2/2023
- Total traded volume: 16.61 billion EUR in Q2 and 33.78 billion EUR in 2023
- Total notional Open Interest (OI): 5 billion EUR
- Traded contracts: 803,000 in Q2 and 1.65 million in 2023
- This amounts to an Average Daily Volume (ADV) of 266 million EUR
Derivatives on STOXX Indices
- Proven order book liquidity for the STOXX® Europe 600 ESG-X
- Over 2 million contracts traded in 2022 and currently 923,000 in 2023
- Market participants can access around 3000 contracts on the L1 market depth level (combined best bid and ask quantity), equivalent to roughly 51 million EUR in notional.
- The first three levels of order book depth combined allow investors to tap up to 12,000 of contracts, equal to 200 million EUR in notional.
Derivatives on MSCI Indices
- Total traded volume: nearly 3.0 billion EUR
- Open Interest across all ESG derivatives on MSCI at the end of Q2 stands at 36,513 contracts, a 21% growth compared to the end of Q1 OI.
View our entire ESG offering here and discover the detailed daily and month-end statistics of all ESG products.
Request a callback with one of our ESG derivatives experts to get all details and visit our website.
