EURO STOXX 50 derivatives The building block of Europe
STOXX

EURO STOXX 50 Index derivatives

The EURO STOXX 50® index comprises the 50 leading blue-chip stocks from 11 Eurozone countries. The index is weighted by free-float market capitalization, with a maximum weighting of ten percent for each constituent. Eurex offers futures and options on the EURO STOXX 50® index, as well as volatility, short-term options, ESG, dividend and total return futures on the same index. This allows investors to implement different risk management or trading strategies depending on their objectives. 
 


Diversification and hedging tool 


   Highly traded European benchmark  

  • The EURO STOXX® blue-chip indexes are diversified and efficient benchmarks designed to serve as underlying for a wide range of financial products, such as Exchange Traded Funds (ETFs), derivatives, and structured products. 
     

  • EURO STOXX 50® Index derivatives are ideally suited for hedging and enhancing the performance of equity portfolios on both on-exchange and OTC markets. 

  • Futures and options on the EURO STOXX 50® index are the most actively traded EUR-denominated equity index derivatives at Eurex. 
     

  • The free-float market capitalization of the EURO STOXX 50® Index accounts for approximately 60 percent of the capitalization of the entire Eurozone. 

The EURO STOXX 50® derivatives offer a comprehensive, reliable, and liquid benchmark for investors. With its diverse selection of leading European blue-chip stocks, it serves as an essential tool for diversification, portfolio enhancement, hedging, and managing exposure to the Eurozone's largest companies. By leveraging its strong market capitalization and high trading volumes, investors can confidently navigate the European market. 

EURO STOXX 50 Index derivatives

FESX

OESX

EURO STOXX 50 Options (OESX) liquidity provider scheme circular

Earn competitive order book incentives with the new OESX liquidity provider scheme, starting 1 July 2025.

New liquidity framework to enhance market quality on OESX

The new liquidity provider scheme for OESX will foster a more competitive order book environment across market phases.

Key benefits (Products)

  • Established benchmark  
    The EURO STOXX 50® derivatives comprise of 50 European blue-chip firms including the well-known companies such as SAP, ASML, LVMH, and Siemens. 
  • Liquidity1  
    FESX: 205 million traded contracts and EUR 39.5 billion notional ADV  
    OESX: 242 million traded contracts and EUR 44 billion notional ADV  
  • Margin efficiencies 
    Existing Eurex members will be able to offset their margin with other equity and index futures and options, thereby reducing capital requirements.
  • Transparency
    Exchange-traded products provide transparency in pricing, liquidity, and market behavior, helping to create a level playing field for investors. 

Figures are updated on a yearly basis, with the most recent update as of 31 December 2024 

Key benefits (OESX LP scheme)

Extensive and dynamic instrument scope

  • End users will benefit from liquidity across an expansive universe of instruments
  • The coverage will include all expiries of OESX i.e., weekly and monthly options within first two years and all strikes within a broad delta window
  • The new LP program will meet the needs of a broader range of market participants by providing a high-quality quoted surface in over 2,000 instruments

Improved efficiency and price discovery

  • The scheme shifts away from fixed requirement thresholds to focus on rewarding real liquidity provisioning performance
  • This approach encourages competitive advantages among liquidity providers
  • Spread improvements of at least 80 percent and size improvements of 250 percent or more, compared to current threshold requirement reward the maximum rebate, ensuring motivated and aggressive quoting across a wide set of options

Easier access to liquidity

  • LPs competing for passive execution will enable customers seeking visible liquidity to fully electronically execute with increased certainty in the order book
  • The consistent and permanent availability of the entire curve being quoted will not only support order book trading, but positively impact the entire market

  

Prices/Quotes (Futures)

Product Diff. to prev. day last Last price Contracts Time
FESX -0.75% 5,002.00 124,824 10:45:13
FSXE -0.84% 5,000.00 527 10:41:40
FESQ +2.77% 5,037.00 0 18:34:32
FEXF +3.68% 2,617.00 300 18:46:08
FSTX -0.65% 4,268.00 196 10:43:27

Contacts

Philipp Schultze
Equity & Index Sales EMEA

T +41-43-430-71 26

philipp.schultze@eurex.com

Floris Florquin
Equity & Index Product Design

T +44-207-8 62-76 62

floris.florquin@eurex.com

Contacts for OESX LP scheme

Eugen Mohr
Equity & Index Sales EMEA

T +1-312-544-10 84

eugen.mohr@eurex.com

Strahinja Trenkic

strahinja.trenkic@eurex.com

Tobias Ehinger
Equity & Index Product Design

T +49-69-211-1 23 13

tobias.ehinger@eurex.com