Mar 09, 2021
Eurex
MSCI Roll update
Good roll activity in Asian underlyings | More than 386,000 contracts traded from March 1 – 4
MSCI Futures activity on Eurex this past week (March 1-4, 2021)
Contracts Traded : Over 386,000
Open Interest: Over EUR 135 Billion
Snapshot with on-book and off-book flow over last week attached.
Robust start to roll activity in Asian underlying futures – EM Asia (ZTW); Japan (FMI)
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