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19 Jan 2022

Eurex

Eurex, home to the largest and fastest-growing ESG derivatives segment with an open interest exceeding 5.5 bn EUR

ESG development highlights:

  • Eurex’ s ESG segment traded 2.48 million futures and 435K options in 2021
  • Quarterly traded contracts rising continuously from 779K in Q3 reaching a record high of 805K in Q4
  • Eurex’ s ESG segment futures & options traded volume exceeded 49.7 EUR billion in 2021
  • Capital open interest of all ESG products grew 202% from 1.6 billion in 2020 reaching a record high of 4.96 EUR billion in 2021
  • Traded volume in December 2021 hit 569K contracts. Year on Year, the ESG segment reports a plus of 131% compared to 2020

Strong volume growth with four record highs in our ESG derivatives:

1. Daily traded contracts over 202K
2. Monthly traded contracts over 595K
3. Quarterly traded contracts over 806K
4. Month-end capital volume open interest at 5.5 billion EUR

STOXX® EUROPE 600 ESG-X futures (FSEG) remains the most traded contract with 375K lots in December 2021 and:

  • Reaching an ADV of 18K in December 2021 or 315 million EUR notional and 2 million contracts YTD traded
  • OI in the ESG-X grew 24%, from 52K contracts in December 2020 to 64K contracts in December 2021
  • Strong pick up of the EURO STOXX® 50 ESG with 55K contracts traded in December 2021 and an open interest of over 193 EUR million in 2021
  • EURO STOXX® 50 ESG options had a strong month with 16K contracts traded and 103 EUR million in open interest
  • The alignment of the EURO STOXX® 50 ESG was a clear volume driver in futures and options. Changes to the methodology of the EURO STOXX® 50 ESG can be found here


1. ESG derivatives development from February 2019 to December 2021

2. December 2021 statistics of all Eurex ESG products

3. Active members in all ESG products

  • Continuous interest and growth (new members joining ESG derivatives trading)
  • In 2021 more than 80 members were active in ESG derivatives
  • + 13 existing Eurex members started trading ESG derivatives in 2021
  • Member activities across all accounts (December 2020 vs. December 2021 - total members count increased 31% from 70 to 92 active):
  1. A-Account increased 34% from 38 to 51 active members
  2. P-Account increased 10% from 20 to 22 active members
  3. M-Account increased 58% from 12 to 19 active members

4. STOXX® EUROPE 600 ESG-X futures (FSEG) account structure development (monthly)

  • Strong growth on M-Account at 54% (61K vs. 95K contracts) from December 2020 vs. December 2021
  • Strong growth on A-Account at 90 % (129K vs. 246K contracts) from September 2020 vs. September 2021
  • The ratio on A- Account grew compared to the last expiration in September


5. STOXX® EUROPE 600 ESG-X futures (FSEG) off-book / on-book monthly structure development

  • Trade ratio 2021: 74% off-book (TES vs. block) 26% on-book (on-screen)
  • Trade ratio 2020: 80% off-book (TES vs. block) 20% on-book (on-screen)


6. Share ratio in % of the STOXX® EUROPE 600 ESG-X (FSEG) vs. STOXX® EUROPE 600 (FXXP)

  • The ESG-X grows steadily and now stands at +20 % of the total market of STOXX® Europe 600

Please find the details on individual ESG products presentations below:


Market Status

XEUR

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Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

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