Dec 09, 2021
Eurex
Eurex MSCI roll update: total OI over EUR 176 billion
Eurex - Global home of MSCI derivatives
MSCI futures activity on Eurex this week (6 December to 8 December 2021)
Open interest: over EUR 176 billion
Contracts traded: over 750K
- MSCI World (RSW) – over 307K contracts traded/EUR 13 billion traded
- MSCI EM Asia (ZTW) – over 97K contracts/EUR 6.2 billion traded
- MSCI Mexico (ZVP) – over 37K contracts/EUR 870 million traded
Please see snapshot and details below:
Order book trades in ZTW on 9 December
Order books are also being used for rolls in ZTW, FMI, ZTY
Pace of roll updates by expiry for:
MSCI Emerging Markets Asia Index Futures (USD/NTR) (ZTW)
MSCI China (USD/NTR) Index Futures (MUR)
Please note that this new contract will ultimately replace MSCI China Free (ZUY). We encourage you to switch from ZUY to MUR
MSCI Japan (USD/NTR) Index Futures (FMJP)
Request a call back with one of our MSCI derivatives experts to get all details
