Largest and fastest growing ESG derivatives segment - OI over 4.9 billion EUR
Eurex - Pioneer in sustainable derivatives
Strong volume growth withfour new records in our ESG derivatives:
1. Daily traded contracts over 179K
2. Monthly traded contracts over 583K
3. Quarterly traded contracts 562K
4. Month end capital volume OI at 4.9 billion EUR
ESG development highlights:
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Eurex ESG segment total traded volume exceeded 35.3 EUR billion in 2021
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Capital OI of all ESG products grew 200% from 1.6 billion in December 2020 to 4.9 EUR billion in September 2021
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Traded volume reached 2.1 million contracts which is 67% higher vs 2020
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Quarterly traded contracts rising continuously from 563K in March 2021 to 764K in June 2021, hitting a record high of 767K by the end of Sep 2021
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September reached new monthly record with 583K contracts traded which is 32% higher vs June 2021
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In the ESG segment 1.78 million futures and 308K options were traded in 2021
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MSCI EM ESG Screened picked up in volume to 95K contracts traded in September 2021
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The EURO STOXX® 50 ESG futures volume increased to 142K traded contracts and at 404 EUR million in OI. The EURO STOXX® 50 ESG options had a strong month with 15K contracts traded.
STOXX® EUROPE 600 ESG-X futures (FSEG) shows continuous growth:
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Reaching an ADV of 21K in September 2021 or 374 million EUR notional and 1.5 million contracts YTD traded
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OI in the ESG-X grew 207%, from 51K contracts of same month previous year to 158K contracts in September
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The alignment of the EURO STOXX® 50 ESG was a clear volume driver in futures and options. More information on the methodology changes of the EURO STOXX® 50 ESG is here.
Please see snapshot and details below
September 2021 statistics of all Eurex ESG Products
Active members in all ESG products
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In 2021, more than 80 members are active in ESG derivatives
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+13 existing EUREX members started trading ESG derivatives in 2021
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Member activities across all accounts (Dec 2020 vs Sep 2021 - total members count increased 25% from 71 to 89 active)
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A-Account increased 25% from 39 to 49 active members
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P-Account increased 15% from 20 to 23 active members
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M-Account increased 41% from 12 to 17 active members
STOXX® EUROPE 600 ESG-X (FSEG) growth 2021 vs 2020
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EURO STOXX® 600 ESG-X remains the most liquid within the ESG segment with a total of 459K contracts traded
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STOXX® EUROPE 600 ESG-X futures (FSEG) reached an ADV of 21K in September or 374 million EUR notional and 1.5 million contracts YTD traded (record year)
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ESG-X has approximate 19 million EUR notional volume at the first level which 7 million higher than in the standard index
STOXX® EUROPE 600 ESG-X (FSEG) account structure development (monthly)
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Strong growth Sep 2020 vs Sep 2021 on M-Account at 395% (36,453 vs 180,704 contracts)
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Strong growth Sep 2020 vs Sep 2021 on A-Account at 139% (103,615 vs 247,868 contracts)
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The ratio in Sep on P-and M-Account grew vs. last expiration in June
STOXX® EUROPE 600 ESG-X (FSEG) off-book vs on-book structure development (monthly)
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On-book trading growth from March 21 expiration to September 21 expiration +194%. Most roll activities observed during last September 21 expiration in the book vs on-screen
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Off-book trading declined from March 21 expiration to September 21 expiration -9%
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Trade ratio in 2021: 60% off-book (TES - block) vs 40% on-book (on-screen)
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Trade ratio in 2020: 66% off-book (TES - block) vs 34% on-book (on-screen)
STOXX® EUROPE 600 (FXXP) vs STOXX® EUROPE 600 ESG-X (FSEG)share ratio in %
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The ESG-X share ratio steadily growing, and it is now, at +20% of the total market of STOXX® Europe 600
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Please find the details on individual ESG products presentations below:
For more information on our ESG derivatives, please visit our website.