Derivatives intro
Index Licensing for Derivatives
Over the past twenty years, the growth of the derivatives market has demonstrated the rapid adoption and use of equity index futures and options by investors. Likewise, the licensing of structured products is an integral part of this ecosystem.
MSCI’s recent innovation in multi-currency indexes, is designed for institutional investors seeking to replicate MSCI exposures: Why choose MSCI Indexes for equity derivatives?
|
|
Quality:The quality of MSCI Indexes is apparent through the quality of index construction and guiding principles of our methodology. MSCI Indexes aim to precisely represent the investable opportunity set. As such, MSCI indexes have been broadly adopted via derivatives licensing at exchanges throughout the world. |
|
|
Multi-country, Multi-currency:Futures on regional indexes capture both the equity market and currency exposures. Investors can replicate the complete performance of a parent index, such as MSCI World or MSCI Emerging Markets Indexes, using a single index, rather than replicate multiple single currency indexes. |
|
|
Broad Exposure:In addition to international equity indexes, MSCI also licenses thematic, factor-based, and ESG indexes. |
Index Licensing for Derivatives
Listed Futures and Options
A wide variety of financial products are based on or use MSCI indexes, including ETFs, mutual funds, insurance products, structured products, over-the-counter derivatives and listed futures and options.
To demonstrate the quality, widespread use and adoption of MSCI indexes, this document contains a broad list of listed futures and options based on MSCI indexes compiled from public sources.
Download PDF内嵌的应用
The exchanges
The Exchanges
MSCI based futures and options are currently listed on the following exchanges:
内嵌的应用
Cboe icon
Eurex icon
内嵌的应用
Hong Kong icon
内嵌的应用
内嵌的应用
Johannesburg icon
Nasdaq dubai icon
内嵌的应用
Singapore icon
Structured Products Section
Structured Products
With more than 40 years of benchmarking leadership, we have accumulated exceptional expertise in designing and calculating both traditional Market Cap Weighted and alternatively-weighted equity indexes. Investors with unique index requirements can tap into the full scope of our experienced indexing capabilities and extensive data through our Custom Indexes.
Our Indexes can be licensed as underlying of Structured Products ranging from market-cap indexes through Factor Indexes, including diversified and adaptive multi-factor Indexes, a very broad set of ESG Indexes, innovative Thematic Indexes and Fixed Income Indexes.
Indexes can be customized across many dimensions for efficient structured products use:
 Select Universe | Define Basic Constraints | Define Topic | Advanced Overlay Optimization |
|---|---|---|---|
| Country | Currency | ESG (including SDGs) | Optimization (e.g. volatility, dividends) |
| Region | Liquidity | Factors | Exposure |
| Sector | ESG Overlay | Climate Change | Risk Control |
| ESG | Weighting Scheme | Economic Exposure | Decrement |
| Factors | Number of Constituents | Fundamental Exposure | |
| Thematic | Concentration | Fixed Income | |
| Rebalance Frequency |
Additional Resources:
Derivatives related content
Related Content
Using Derivatives to Manage Volatile Markets
When market conditions became tough, many investors turned to multi-country multi-currency derivatives to manage their equity and currency exposures.
Read the BlogExchange Traded Products Based on MSCI Indexes
To demonstrate the quality and widespread use and adoption of MSCI indexes, this document contains a broad list compiled from public sources of listed ETFs, ETNs, futures and options based on MSCI indexes.
Download Q2 2020 ReportEmail Sign-up
Sign up below to receive all the latest MSCI updates and news on derivatives