MSCI indexes are some of the world’s most widely tracked benchmarks and linked to more than USD 16.3 trillion in AUM. The indexes also serve as the basis for over 1,300 Exchange Traded Funds (ETFs). The massive amount of capital benchmarked against MSCI indexes and the improved tradability of index-based products via ETFs has led to an increased need for futures and options. MSCI derivatives help managers facilitate in and outflows of funds, hedge existing equity exposure and enhance portfolio performance.
194 MSCI derivatives
Eurex is the only exchange offering a comprehensive suite of products consisting of futures and options on regional and country indexes: currently, 166 MSCI futures and 28 MSCI options are available covering Emerging Markets (EM) with MSCI Emerging Market Index Futures and Developed Markets (DMs) in different index types (NTR, GTR, and price indexes) and different currencies (EUR, USD, GBP, and JPY), facilitating extensive MSCI trading opportunities.
Developed Markets
With Eurex's MSCI derivatives offering, investors can now bet on entire regions and individual countries. The complete product range covers developed, emerging and frontier markets and includes several attractive contracts on popular benchmark indices such as futures and options:
Emerging Markets
Our regional MSCI Emerging Markets Index derivatives give our participants access not only to leading regional benchmarks (Broad MSCI EMEA, EM, EM Asia and EM LatAm), but also to individual emerging markets in Asia (such as China, India, Taiwan and Thailand), Eastern Europe (such as Poland and the Czech Republic), Africa (such as South Africa and Egypt) or Latin America (such as Mexico and Chile).
MSCI derivatives: Notional Volume and Open Interest in bn EUR
Growth drivers
Key benefits
Portfolio-based margining methodology (PRISMA) offers the highest levels of cross-margin offsets across equity derivatives
As Eurex is the #1 derivatives exchange in Europe, providing investors access to the broadest spectrum of equity index derivatives, our portfolio-based margining methodology (PRISMA) offers the highest cross-margin levels offsets across equity derivatives. To fully benefit from cross margining efficiencies, take a look at our Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations, use our online margin calculators.
Switch to the Global Home of MSCI Derivatives
Eurex has the most comprehensive suite of MSCI derivatives across all time zones, including alternatives directly available.
