Sector Index Derivatives
Discover our broad offering in sector-based products
The sector futures and options follow the Industry Classification Benchmark (ICB) structure and include 11 industries, 20 supersectors, 45 sectors and 171 subsectors.
Using the ICB, sectors and industries can easily be analyzed. But, companies can be also be compared according to four classification levels and national boundaries. The classification system maintained by FTSE Russell allocates companies to the subsectors.
EURO STOXX® sector index derivatives
The EURO STOXX® sector index derivatives are available for global and regional markets. Based on the ICB classification, the companies are categorized according to their primary source of revenue. These sector index derivatives convince with their transparent, centrally-cleared and efficient way to gain exposure of the Eurozone industry.
STOXX® Europe 600 sector index derivatives
The index represents large, medium, and small capitalization companies across 18 countries of the European region. Therefore, it is a broad, investable index, making it useful as a benchmark for the entire European stock market. Sector indexes reflect the exposure to European and Eurozone companies in each of the 19 sectors in terms of free-float market capitalization.
Key benefits
- Market access
The following products are accessible for U.S. direct market access thanks to the CFTC approval. - Capital efficiencies
Portfolio margining with other equity and index futures and options reduces margin requirements and collateral deposits. - Liquidity
Globally acting equity index participants provide access to deep-order book liquidity. Furthermore, the execution of smaller trades is possible. - Transparency
On-exchange trading offers immediate liquidity, price information, anonymous trading as well as a level playing field. - Daily settlement prices
Dedicated liquidity providers provide bid and offer prices. Daily independent settlement prices help buy-side clients evaluate their performance.
EURO STOXX® Sectors
STOXX® Europe 600 Sectors
Contract specifications
Description of underlying
A detailed description of the various indexes and the index rules and regulations can be found on the STOXX® website under www.stoxx.com.
Contract value
EUR 50
Settlement
Cash settlement, due on the first exchange trading day after the final settlement day.
Price determination
Futures: In points, with one decimal place
Options: In points, with one decimal place
Minimum price change
Futures: Find the specifications for futures here and here.
Options: Find the specifications for options here and here.
Contract months - Futures
Up to 9 months: The three nearest quarterly months of the March, June, September, and December cycle.
Contract months - Options
Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September, and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.
Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September, and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter.
Last trading day/final settlement day
The third Friday of each contract month, if this is an exchange trading day at Eurex Deutschland, otherwise the exchange trading day immediately preceding that day. Close of trading for maturing series is at 12:00 CET.
Final settlement price
Eurex establishes the final settlement price on the final settlement day of the contract based on the average of the respective STOXX® Index values calculated between 11:50 and 12:00 CET.
Contacts
Sales Philipp Schultze T +41-43-430-71 2 | Equity & Index Product Design Floris Florquin T +49-69-211-1 56 98 | Marketing Seo Young Kwon T +49 69 211 13454 |
