Derivatives on STOXX® Indices Development of Blue Chip & Sector Index & Broadbased & Size and Factor Index Derivatives at Eurex Exchange
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Exchange Traded Products 1
EXCHANGE TRADED PRODUCTS 1 Product Type Region Listing ETF ETN Future Option Europe Eurozone Americas APAC Global Americas APAC/Africa Europe ISIN BLUE-CHIP INDICES EURO STOXX 50® Index ETFS EURO STOXX 50 ETF x x AU00000ESTX4 iShares EURO STOXX 50 (DE) x x DE0005933956 ComStage 1 EURO STOXX 50 UCITS ETF x x DE000ETF9504 Deka EURO STOXX 50® UCITS ETF x x DE000ETFL029 Deka EURO STOXX 50 (thesaurierend) UCITS ETF x x DE000ETFL466 Accion Eurostoxx 50 ETF, FI Cotizado Armonizado x x ES0105321030 Lyxor EURO STOXX 50 (DR) UCITS ETF - Dist x x FR0007054358 BNP Paribas Easy EURO STOXX 50 UCITS ETF EUR C x x FR0012739431 BNP Paribas Easy EURO STOXX 50 UCITS ETF EUR C/D x x FR0012740983 iSharesCoreEUR STOXX50 UCITS ETF EUR(Dist) x x IE0008471009 HSBC EURO STOXX 50 UCITS ETF x x IE00B4K6B022 iShares Core EURO STOXX 50 UCITS ETF x x IE00B53L3W79 Invesco EURO STOXX 50 UCITS ETF x x IE00B60SWX25 Invesco EURO STOXX 50 UCITS ETF B Dis x x IE00B5B5TG76 UBS ETF - EURO STOXX 50 UCITS ETF (EUR) A-dis x x LU0136234068 db x-trackers Euro Stoxx 50 UCITS ETF (DR) 1D x x LU0274211217 Lyxor Core Euro Stoxx 50 (DR) - UCITS ETF Dist x x LU0908501488 db x-trackers Euro Stoxx 50 UCITS ETF (DR) 1C x x LU0380865021 Lyxor Core EURO STOXX 50 (DR) - UCITS ETF Acc x x LU0908501215 Amundi Euro Stoxx 50 - UCITS ETF DR - EUR (C) x x LU1681047236 Amundi Euro Stoxx 50 - UCITS ETF DR - EUR (D) x x LU1681047319 Amundi Euro Stoxx 50 - UCITS ETF DR - USD (C) x x LU1681047400 Yuanta EURO STOXX 50 ETF x x TW0000066000 SPDR EURO STOXX 50 ETF x x US78463X2027 Sygnia Itrix Eurostoxx50 -
Euro Stoxx 50® Index
MARKET-LINKED PRODUCTS UNDERLIER: EURO STOXX 50® INDEX Market-Linked Products, considered complex investments, are linked to the performance of an underlying asset, such as the EURO STOXX 50® Index (“Index”). Dividends paid on the underlier are not passed through to the Market- Linked Product. If held to maturity, any potential coupon payments or gains will be paid out based on the performance of the Index, as detailed in the offering documents. Additionally, your statement value will reflect any upward or downward movements in the volatility of the Index. ® EURO STOXX 50 Index – Historical Look at Gains & Losses The chart below illustrates the number of times the Index’s return, measured from the beginning to the end of different time periods within the past 20 years, landed within various return ranges. Total Rolling Total Total 0 to -6 to -11 to -16 to -21 to -26 to -31 to -36 to 0% to 11 to 21 to 31 to Periods Gains Losses -5% -10% -15% -20% -25% -30% -35% -40% < -40% 10% 20% 30% 40% > 40% 1-Yr 229 131 98 16 17 14 16 11 7 4 5 8 46 63 16 5 1 3-Yr 205 113 92 14 11 10 11 9 7 13 10 7 31 29 10 10 33 5-Yr 181 105 76 10 6 9 11 13 9 1 1 16 25 20 15 23 22 7-Yr 157 89 68 5 4 5 8 11 24 7 2 2 26 17 17 15 14 10-Yr 121 65 56 3 6 4 9 15 1 8 9 1 16 23 14 7 5 The chart below illustrates the percentage of times1 (based on total rolling periods) the Index’s return, measured from the beginning to the end of different time periods within the past 20 years, landed within various return ranges. -
Annual Report 2019 Contains a Full Overview of Its Corporate Stakeholder Expectations As Well As Long-Term Trends Governance Practices
Table of Contents Management report Company overview ............................................................................................................................................................................... 4 Business overview ................................................................................................................................................................................ 5 Disclosures about market risk ............................................................................................................................................................... 44 Group organizational structure ............................................................................................................................................................. 47 Key transactions and events in 2019 .................................................................................................................................................... 50 Recent developments ........................................................................................................................................................................... 53 Research and development .................................................................................................................................................................. 54 Sustainable development .................................................................................................................................................................... -
Stoxx® Global 1800 Index
STOXX ® GLOBAL 1800 INDEX A broad yet liquid representation of the world’s developed markets The STOXX Global 1800 Index consists of the 600 largest and most liquid companies in each of the developed Europe, North America and Asia/Pacific regions, currently stemming from 18 countries. It provides a broad representation of the world’s developed markets with a fixed number of 1,800 components. The index contains 600 European, 600 North American and 600 Asian/Pacific stocks represented, respectively, by the STOXX® Europe 600 Index, STOXX® North America 600 Index and STOXX® Asia/Pacific 600 Index. Global 1800 Index Family—Developed Market Benchmark Indices Aggregate of regional 600’s: STOXX Global 1800 Starting point: STOXX STOXX STOXX Europe 600 Asia/Pacific 600 North America 600 Subsets EURO STOXX STOXX Asia/Pacific 600 derived from regional 600’s: EURO STOXX ex STOXX Asia/Pacific • Financials 600 ex • Banks • Japan Subsets of Global 1800 • France • Australia • Germany STOXX Global 1800 ex STOXX Europe 600 • Europe Equal Wt. • North America STOXX Europe 600 ex • Asia/Pacific • Australia • Financials • Canada • Banks • France • UK • Germany • Eurozone • Japan • France • UK • Germany • USA • Health Care STOXX Eastern Europe 300 STOXX Nordic Key Benefits EFFICIENT Gain objective and transparent exposure to a liquid representation REPRESENTATION of the world’s developed markets COUNTRY AND Obtain similar country and industry allocation to underlying markets, SECTORS resulting in a diversified profile GRANULAR Employ derived sub-indices representing -
Dow Jones STOXX Indices Rulebook
Dow Jones STOXX® Index Guide Version 13.0 · October 2008 ® DOW JONES STOXX INDEX GUIDE Section A: Dow Jones STOXX Equity Indices 3 Section B: Dow Jones STOXX Strategy Indices 70 Section C: Industry Classifi cation Benchmark 89 Changes to the Dow Jones STOXX Index Guide 100 STOXX LIMITED A Joint Venture of Deutsche Börse AG, Dow Jones & Company and SIX Swiss Exchange AG The indices described in this guide are the intellectual property of STOXX Limited and/or Dow Jones & Company Inc. ‘STOXX’ is a registered trademark of STOXX Limited. ‘Dow Jones’ and ‘Dow Jones Indexes’ are service marks of Dow Jones & Company Inc. A licence agreement is required to use indices and trademarks from STOXX and/or Dow Jones Indexes for any commercial purpose, namely but not exclusively for arranging, marketing, issuing, promoting fi nancial products based on the indices. Neither STOXX nor Dow Jones sells, sponsors or recommends the purchase of fi nancial products based on their indices. Neither Dow Jones nor STOXX makes any warranty as to the accuracy and completeness of any such index or any information related to it, or, as to the results to be obtained by any person or entity from the use of any such index or any information related to it. www.stoxx.com 2 DOW JONES STOXX® INDEX GUIDE Section A: Dow Jones STOXX Equity Indices www.stoxx.com 3 ® DOW JONES STOXX INDEX GUIDE Section A 1 OVERVIEW 6 4 DEFINITIONS 28 1.1 Index Family 6 4.1 Base Dates & Base Values 28 1.2 Coverage 8 4.2 Block Ownership & Restricted Shares 29 1.2.1 Global 8 4.3 Free Float Market Capitalisation 30 1.2.2 Europe 9 4.4 Weighting Factors 30 1.2.3 Eastern Europe 10 4.5 Weighting Cap Factors 31 4.6 Buffers 32 4.7 Currency Rates 32 2 SCOPE 11 4.8 Dividend Treatment 33 2.1 Investable Stock Universe 11 4.9 Index Parameters 33 2.2 Stock Exchanges and Trading Systems 11 4.9.1 Price & Total Return Indices 33 2.2.1 Global 11 4.9.2 Indices in Euro, U.S. -
Stoxx® Europe 600 Ex Germany Index
BROAD INDICES 1 STOXX® EUROPE 600 EX GERMANY INDEX Stated objective Key facts STOXX calculates several ex region, ex country and ex sector indices. » Transparent and rules-based methodology This means that from the main index a specific region, country or sector is excluded. The sector classification is based on ICB » Buffer rule aims to reduce turnover Classification (www.icbenchmark.com.) Some examples: a) Blue-chip ex sector: the EURO STOXX 50 ex Financial Index » Weighted by free-float market cap excludes all companies assigned to the ICB code 8000 b) Benchmark ex region: the STOXX Global 1800 ex Europe Index excludes all companies from Europe c) Benchmark ex country: the STOXX Europe 600 ex UK Index excludes companies from the United Kingdom d) Size ex sector: the STOXX Europe Large 200 ex Banks Index excludes all companies assigned to the ICB code 8300 Descriptive statistics Index Market cap (EUR bn.) Components (EUR bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX Europe 600 ex Germany Index 8,555.4 6,874.9 13.0 5.7 237.8 1.3 3.5 0.0 2.5 STOXX Europe 600 Index 10,007.1 8,059.4 13.4 5.8 237.8 1.3 3.0 0.0 2.5 Supersector weighting (top 10) Country weighting Risk and return figures1 Index returns Return (%) Annualized return (%) Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y STOXX Europe 600 ex Germany Index -2.5 7.6 17.7 21.9 76.1 -24.9 15.3 17.1 6.6 11.7 STOXX Europe 600 Index -2.5 7.6 18.9 22.6 78.6 -24.9 15.3 18.2 6.8 12.0 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Europe 600 ex Germany Index 8.2 8.0 9.9 17.4 15.5 -3.5 1.9 1.7 0.4 0.7 STOXX Europe 600 Index 8.5 8.2 10.1 17.5 15.6 -3.3 1.8 1.8 0.4 0.7 Index to benchmark Correlation Tracking error (%) STOXX Europe 600 ex Germany Index 1.0 1.0 1.0 1.0 1.0 0.9 0.8 0.8 1.0 0.9 Index to benchmark Beta Annualized information ratio STOXX Europe 600 ex Germany Index 1.0 1.0 1.0 1.0 1.0 0.1 -0.0 -1.2 -0.2 -0.3 1 For information on data calculation, please refer to STOXX calculation reference guide. -
Ishares STOXX Europe 600 UCITS
iShares STOXX Europe 600 UCITS ETF EXSA (DE) August Factsheet Performance, Portfolio Breakdowns and Net Assets information as at: 31/08/ 2021 All other data as at 07/09/2021 For Investors in Luxembourg. Investors should read the Key Investor Information Document and Capital at risk. All financial investments Prospectus prior to investing. involve an element of risk. Therefore, the value of your investment and the income from it will The Fund seeks to track the performance of an index composed of the 600 largest companies from vary and your initial investment amount cannot European developed countries. be guaranteed. KEY FACTS KEY BENEFITS Asset Class Equity Fund Base Currency EUR Exposure to a broad range of companies from developed countries in Europe 1 Share Class Currency EUR 2 Direct investment to large, mid and small capitalisation companies Fund Launch Date 13/02/2004 Share Class Launch Date 13/02/2004 3 Regional exposure Benchmark STOXX® Europe 600 ISIN DE0002635307 Key Risks: The value of equities and equity-related securities can be affected by daily stock Total Expense Ratio 0,20% Distribution Type Up to 4x per year market movements. Other influential factors include political, economic news, company earnings Domicile Germany and significant corporate events. Counterparty Risk: The insolvency of any institutions providing Methodology Replicated services such as safekeeping of assets or acting as counterparty to derivatives or other Product Structure Physical instruments, may expose the Fund to financial loss. Rebalance Frequency -
Prospectus Sicav Bnp Paribas Easy Fr
PROSPECTUS SICAV BNP PARIBAS EASY FR A SICAV (OPEN-ENDED COLLECTIVE INVESTMENT SCHEME) COVERED BY EUROPEAN DIRECTIVE 2009/65/EC 1 PROSPECTUS – SICAV BNP PARIBAS EASY FR I- GENERAL CHARACTERISTICS I.1 - FORM OF THE UCITS NAME: BNP PARIBAS EASY FR LEGAL FORM AND MEMBER STATE IN WHICH THE UCITS WAS ESTABLISHED: A French société d investissement à capital variable (hereafter the "SICAV") having its registered office at 1, boulevard Haussmann, 75009 PARIS, registered at the Paris Trade and Companies Registry (RCS). CREATION DATE AND INTENDED LIFETIME: The SICAV was created on 16 September 2013 for a term of 99 years. FUND OVERVIEW: BNP PARIBAS EASY STOXX EUROPE 600 UCITS ETF: MINIMUM MINIMUM CURRENCY LISTING INITIAL NET ALLOCATION SUBSCRIPTION AMOUNT OF OF SUBSCRIBERS EXCHANGE NAME ASSET ISIN CODES OF DISTRIBUTABLE AMOUNT PURCHASES/SAL DENOMIN CONCERNED (SECONDARY VALUE AMOUNTS (PRIMARY ES (SECONDARY ATION MARKET) MARKET) MARKET) EUR 2 million EUR EURONEXT apart from 36.3757 PARIS companies of All the BNP EUR C (Divided FR0011550193 Accumulation EUR subscribers ONE UNIT XETRA Paribas by 5 on 8 Group and June authorised SIX SWISS 2018) participants EXCHANGE EUR EUR 2 million EURONEXT 100.000 apart from PARIS 0 Accumulation companies of All EUR C/D FR0011550672 and/or EUR the BNP ONE UNIT XETRA (Divided subscribers Distribution Paribas Group by 14 on and authorised 8 June SIX SWISS participants 2018) EXCHANGE BNP PARIBAS EASY S&P 500 UCITS ETF: MINIMUM MINIMUM CURRENCY LISTING ALLOCATION SUBSCRIPTION AMOUNT OF INITIAL NET OF SUBSCRIBERS EXCHANGE -
In EURO STOXX 50®
EURO STOXX 50® ESG Futures & Options Launch date 9 Nov 2020 August 2021 EURO STOXX® 50 ESG Futures & Options Eurex has been the first exchange establishing ESG versions of major European benchmarks ▪ The product suite offers a hedging alternative to existing benchmarks ▪ Expanding product suite to the most liquid benchmark(s) incorporating ESG ▪ Strong support by Market Makers and Banks onscreen and off-book, as demand in ESG increases as a general investment approach ▪ Better performance of ESG also during the COVID19 market turbulence ▪ Incorporating ESG means lowering the risk ▪ Easy and understandable index concept ▪ The indexes incorporate the broadest exclusions while seeking to maintain a profile similar to market cap indexes ▪ Screening of the minimum standards / ESG screen1) ▪ Weight selected securities by free-float market capitalization ▪ Fast Exit Rule 1) (As identified by Sustainalytics. Additionally, companies w hich do not have product involvement data are not considered for selection. Companies w ith no ESG scores are assigned a zero score) 2 August 2021 Internal Development EURO STOXX 50 STOXX EURO Development Capitalised Volume in M. EUR 1,000,000 1,500,000 2,000,000 2,500,000 500,000 0 Nov-10 Feb-11 May-11 Aug-11 Nov-11 Feb-12 May-12 Capitalized Volume in EUR Volume Capitalized Aug-12 Nov-12 Feb-13 May-13Maker Market Aug-13 Nov-13 Feb-14 May-14 Agent Aug-14 Nov-14 Feb-15 May-15 Aug-15 Nov-15 Capitalized Open Interest Adjusted in EUR Interest Adjusted Open Capitalized Feb-16 May-16 Aug-16 Nov-16 Feb-17 May-17 Aug-17 Nov-17 Internal Feb-18 May-18 ® 3 Aug-18 Nov-18 (FESX) Futures Feb-19 May-19 Aug-19 Nov-19 Feb-20 May-20 Aug-20 Nov-20 Feb-21 May-21 Aug-21 0 20,000 40,000 60,000 80,000 100,000 120,000 140,000 160,000 180,000 Capitalised Open Interest in M. -
Stoxx® Europe 600 Optimised Financial Services Index
OPTIMISED INDICES 1 STOXX® EUROPE 600 OPTIMISED FINANCIAL SERVICES INDEX Index description Key facts The STOXX Europe 600 Optimised Supersector Indices are derived from the » Indices which use liquidity and stock borrowing as explicit factors in STOXX Europe 600 Index, which comprises 600 of the largest European constituent selection to ensure tradability for long and short positions. stocks by free-float market cap. Index components are selected by equity Filters based on liquidity and availability to borrow are applied at the turnover value (three-month average daily turnover value - 3-month ADTV) supersector level. and availability to borrow (based on the average data over seven trading days, as provided by data explorers in EUR). The EURO STOXX Optimised » A sector-dependent liquidity factor reduces the weighting of those components whose average daily turnover, as a fraction of the free-float Banks is derived from the STOXX Europe 600 Optimised Banks Index and market cap, is above the supersector average. This liquidity weighting covers Eurozone companies. methodology enhances the tradability of each index while retaining the free- float market cap weighting across the larger, more liquid stocks. » Single stock weighting caps produce hedging tools that reduce idiosyncratic single-stock exposures, decrease volatility and improve diversification. These percentage weighting caps are defined based on the number of index components to ensure relevance across a heterogeneous group of supersectors. Descriptive statistics Index Market cap -
Annual Report 2019 Contains a Full Overview of Its Corporate Stakeholder Expectations As Well As Long-Term Trends Governance Practices
Table of Contents Management report Company overview 4 Business overview 5 Disclosures about market risk 44 Group organizational structure 47 Key transactions and events in 2019 50 Recent developments 53 Research and development 54 Sustainable development 57 Corporate governance 67 Luxembourg takeover law disclosure 108 Additional information 110 Chief executive officer and chief financial officer’s responsibility statement 115 Financial statements of ArcelorMittal parent company for the year ended December 31, 2019 116 Statements of financial position 117 Statements of operations and statements of other comprehensive income 118 Statements of changes in equity 119 Statements of cash flows 120 Notes to the financial statements 121 Report of the réviseur d’entreprises agréé 170 4 Management report Company overview other countries, such as Kazakhstan, South Africa and Ukraine. In addition, ArcelorMittal’s sales of steel products History and development of the Company are spread over both developed and developing markets, which have different consumption characteristics. ArcelorMittal is the world’s leading integrated steel and ArcelorMittal’s mining operations, present in North and mining company. It results from the merger in 2007 of its South America, Africa, Europe and the CIS region, are predecessor companies Mittal Steel Company N.V. and integrated with its global steel-making facilities and are Arcelor, each of which had grown through acquisitions over important producers of iron ore and coal in their own right. many years. Since its creation ArcelorMittal has experienced periods of external growth as well consolidation Products: ArcelorMittal produces a broad range of high- and deleveraging (including through divestments), the latter quality finished and semi-finished steel products (“semis”). -
Euro Stoxx 50® Corporate Bond Index
BOND INDEX FACTSHEET 1/2 EURO STOXX 50® CORPORATE BOND INDEX STOXX® EUROPE 600 EURO STOXX 50® REGIONS COUNTRIES SIZES SUPERSECTORS STYLE, STRATEGIES & THEME BOND STATED OBJECTIVES INDEX PERFORMANCE* The EURO STOXX 50® Corporate Bond Index tracks the performance of the 140 Euro-denominated, investment grade corporate bonds of the EURO STOXX 120 100 50® constituents – the equity index that is established as the gauge of the 80 Eurozone equity market. The issuers are the highly liquid, top-flight blue-chip 60 companies of the Eurozone which are also household names for the investors. 40 As such, the EURO STOXX 50® Corporate Bond Index is the fixed income 20 equivalent of the unrivalled equity index for the Eurozone region. 0 The bond index provides exposure to the most liquid and representative EURO STOXX 50® Corporate Bond Price Index EUR EURO STOXX 50® Corporate Bond Total Return Index EUR Eurozone investment grade corporate bonds, giving access to approximately 250-300 bonds in its universe. Its performance profile shows stability and ANNUAL RETURNS high risk-adjusted return, while offering a diversified allocation across geographies, credit ratings, sectors and industries. 12% EURO STOXX 50® Corporate Bond Total Return Index EUR 10% EURO STOXX 50® Corporate Bond Price Index EUR KEY FACTS 8% 6% 4% REAL-TIME CALCULATION STOXX® bond index calculations are performed in real-time every minute 2% providing enhanced market transparency. 0% -2% -4% EXPOSURE AND DIRECT LINK TO THE BENCHMARK 2010 2011 2012 2013 2014 2015 YtD (2016) The concept is designed to provide a direct link to the widely recognized equity benchmark, EURO STOXX 50®, and therefore can serve as a basis for a consistent analysis of bond and equity markets.