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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.
169 MSCI derivatives
Eurex is the only exchange offering a comprehensive suite of products consisting of futures and options on regional and country indexes: currently, 146 MSCI futures and 23 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, JPY and SEK), 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 EM, as well as MSCI EM Asia, EM EMEA and EM LatAm), but also to individual emerging markets in Asia (such as China, India, Taiwan, Korea and Thailand), Eastern Europe & Middle East (such as Poland and Saudi Arabia, Kuwait, Qatar), Africa (South Africa and Egypt) or Latin America (such as Brazil, Mexico and Chile).
MSCI derivatives: Notional Volume and Open Interest in bn EUR
Growth drivers
Liquid Order book and Block markets
Cheaper cost of trading
Higher capital efficiency
Buy-side flow indicates wider adoption
Ease of trading
Breath of offering makes it easier to find better fit
- Different Index versions: Eurex offers NTR versions on most indices, but in some cases also price indices
- Options: Eurex offers MSCI Options on the same platform. Margins are offset between options and futures
- ESG indexes: Eurex offers Screened and SRI methodologies on the benchmark MSCI indexes
- Sector, Factor and Thematic Indexes: Eurex offers Sectors on EM & World indexes; Factor indexes on regions and country indexes and some thematic indexes
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.
Index Name | Currency | Eurex Ticker | Bloomberg Ticker | |
MSCI AC ASEAN | Futures | USD | FMSE | UJCA |
MSCI AC Asia | Futures | USD | FMAA | UJBA |
MSCI AC Asia ex Japan | Futures | USD | FMXJ | UJEA |
MSCI AC Asia Pacific | Futures | USD | FMAP | FJCA |
MSCI AC Asia Pacific ex Japan | Futures | USD | FMAS | ZAPA |
MSCI AC Asia Pacific ex Japan | Options | USD | OMAS | M1APJ<Index> OMON |
MSCI Australia | Futures | USD | FMAU | ZTOA |
MSCI China | Futures | USD | FMCH | MURA |
MSCI China | Options | USD | OMCH | NDEUCHF<Index> OMON |
MSCI China Hong Kong Listed Large Cap | Futures | USD | FMHC | SHEA |
MSCI China Hong Kong Listed Large Cap | Options | USD | OMHC | MXCKLU<Index> OMON |
MSCI China Tech 100 | Futures | USD | FMCT | SJWA |
MSCI EM Asia ESG Screened | Futures | USD | FMSS | MUYA |
MSCI EM Asia ESG Screened | Options | USD | OMSS | NU733353<Index> OMON |
MSCI EM Asia ex China | Futures | USD | FMXC | SJPA |
MSCI Emerging Markets Asia | Futures | USD | FMEA | ZTWA |
MSCI Emerging Markets Asia | Options | USD | OMEA | M1MS<Index> OMON |
MSCI Emerging Markets Asia ex Korea | Futures | USD | FMXK | MXAA |
MSCI Hong Kong | Futures | USD | FMHK | ZSSA |
MSCI Hong Kong Listed Large Cap | Futures | USD | FMHS | SHLA |
MSCI Hong Kong Listed Large Cap | Options | USD | OMHS | MXHKLU<Index> OMON |
MSCI India | Futures | USD | FMIN | ZVLA |
MSCI Indonesia | Futures | USD | FMID | ZSRA |
MSCI Japan | Futures | USD | FMJP | FMIA |
MSCI Japan | Futures | JPY | FMJY | JMYA |
MSCI Japan | Futures | JPY | OMJP | NDDUJN<Index> OMON |
MSCI Japan ESG Enhanced Focus CTB | Futures | USD | FMFJ | SHWA |
MSCI Japan ESG Screened | Futures | USD | FMSJ | HRYA |
MSCI Malaysia | Futures | USD | FMMY | ZVOA |
MSCI New Zealand | Futures | USD | FMNZ | ZTIA |
MSCI Pacific | Futures | USD | FMPA | FKBA |
MSCI Pacific ex Japan | Futures | USD | FMPX | ZSIA |
MSCI Philippines | Futures | USD | FMPH | ZVWA |
MSCI Singapore | Futures | USD | FMSI | FPPA |
MSCI Taiwan | Futures | USD | FMTW | FPOA |
MSCI Thailand | Futures | USD | FMTH | ZWOA |
MSCI Vietnam | Futures | USD | FMVN | MVTA |
Contacts
Francesco D'Agostino Equity & Index Sales T +49 69 211-1 81 18 | Rachna Mathur T +1-212-309-93 08 | Kris Hopkins T +65-6597-3061 |
Johnathan Chan Equity & Index Sales Asia T +852 25 30-78 06 | Ralf Huesmann T +49 69 211-1 54 43 |