A member of
Listed ESG derivatives offer the market an efficient and cost-effective solution to optimally manage the risk and benchmark exposure of ESG-driven portfolios. Fixed income ESG futures on bond indices offer a standardized and reliable solution to gain exposure to fixed income ESG market segments.
Global leader in ESG Derivatives
Eurex is the first exchange globally to offer futures on Fixed Income indices that apply an ESG methodology. We aim to leverage our expertise in ESG derivatives to become the leading liquidity pool in this new asset class, for both Equity and Fixed Income.
A market in continuing expansion
Eurex will use our knowledge and competence in derivatives to offer our clients the most appropriate solutions, while addressing the needs of a market in constant evolution.
Manage and hedge sustainability exposure
Utilizing these products, asset managers can best adapt their strategies to comply with ESG mandates while generating additional alpha thanks to the synthetic exposure to ESG fixed income securities.
Click on the product codes below to view the respective contract specifications.
Bloomberg MSCI EURO Corporate SRI
Eurex product code | |
Contract value | EUR 1,000 per index point |
Minimum block trade size | 30 |
Price quotation: tick size / tick value | In points with two decimal places / 0.01 Points = EUR 10 |
Trading hours | 8:00 a.m. to 7:00 p.m. CET |
Contract months | The three nearest quarterly months of the March, June, September, and December cycle. |
Last trading day/ Final settlement day | Third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day; close of trading in the maturing futures on the last trading day is 19:00 CET. Final settlement day is the exchange day immediately following the last trading day. |
Final settlement Price | The final settlement price is established by Eurex on the final settlement day of the contract and is based on the closing price of the index (Total Return, EUR) on the last trading day. |
Daily settlement price | Determined from the volume weighted average of all transactions during the minute before 05:15 pm CET (reference point), provided that more than 5 trades transacted within this period. |
Settlement | Cash settlement, payable on the first exchange day following the expiration day. |
Minimum block trade threshold | 30 contracts |
Bloomberg code | LXYA Index |
Reuters / Refinitiv code | 0#FECX: |
Bloomberg MSCI Global Green Bond
Eurex Product code | |
Contract Value | EUR 1,000 per index point |
Minimum Block Trade size | 40 |
Price quotation: tick size / tick value | In points with two decimal places / 0.01 Points = EUR 10 |
Trading hours | 8:00 a.m. to 7:00 p.m. CET |
Contract months | The three nearest quarterly months of the March, June, September, and December cycle. |
Last trading day/ Final settlement day | Third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day; close of trading in the maturing futures on the last trading day is 19:00 CET. Final settlement day is the exchange day immediately following the last trading day. |
Final settlement Price | The final settlement price is established by Eurex on the final settlement day of the contract and is based on the closing price of the index (Total Return, EUR) on the last trading day. |
Daily settlement price | Determined from the volume weighted average of all transactions during the minute before 05:15 pm CET (reference point), provided that more than 5 trades transacted within this period. |
Settlement | Cash settlement, payable on the first exchange day following the expiration day. |
Minimum block trade threshold | 40 contracts |
Bloomberg code | LXAA Index |
Reuters / Refinitiv code | 0#FGGI: |
Liquidity Providers On-screen
Company | Member ID | Contact | Phone Number | |
Flow Traders | NEDAM | Jasper Jansen | +3120 7998621 | |
Société Générale | SOGFR | Aziz Tikouirt | +33 142140365 | |
Susquehanna | SISDB | Ronan Henderson SIS-Sales-ETF SIS-Sales-ETF@sig.com | +353 1 802 8018 |
Liquidity Providers Off-Book
Company | Member ID | Contact | Phone Number |
Bank of America Merrill Lynch | MLEPA | Joel Stainton Joel.Stainton@bofa.com BofA_Futures_EMEA@bofa.com | +44-207996-1885 |
Flow Traders | NEDAM | Jasper Jansen | +3120 7998621 |
Goldman Sachs | GSIEB | Antony Harden Douglas Kerr | +44-207-0519848 +44-207-7741705 |
Jane Street | JSELO | Europe Institutional Sales team | +44-203-787-3333 |
Société Générale | SOGFR | Aziz Tikouirt | +33 142140365 |
Susquehanna | SISDB | Ronan Henderson SIS-Sales-ETF SIS-Sales-ETF@sig.com | +353 1 802 8018 |
Futures Vendor Codes
Description | Eurex Codes | Futures ISINs | Index ISINs | Bloomberg Ticker | Reuters / Refinitiv RIC code | ||||
Futures on Bloomberg MSCI Euro Corporate SRI Index | FECX | DE000A2QQU00 | GB00BKQN0914 | LXYA Index | 0#FECX: | ||||
Futures on Bloomberg MSCI Global Green Bond Index | FGGI | DE000A2QQU18 | GB00BKQN0B36 | LXAA Index | 0#FGGI: | ||||
Bloomberg Indices methodology document
Bloomberg Indices factsheets - overall view
Bloomberg MSCI ESG index Composition | |
RECMTREU <Index> | |
GBGLTREU <Index> |
Bloomberg MSCI ESG index Factsheet | |
RECMTREU <Index> | |
GBGLTREU <Index> |
Contacts