Mar 16, 2022
Eurex
Eurex MSCI roll update: new record volumes over the last three business days
Eurex - Global home of MSCI derivatives
MSCI futures activity on Eurex over the last three business days (March 11, 14, and 15, 2022)
Almost 2.25 million contracts traded
1.06 million contracts traded alone yesterday, over 136K contracts during Asian hours
Total open interest at over EUR 187 billion
- MSCI World (RSW) – over 354K contracts traded
- MSCI Europe (ZRP) – over 251K contracts traded
- MSCI EM Asia (ZTW) – over 210K contracts traded
Please see snapshot and details below:
Pace of roll updates by expiry for:
Request a call back with one of our MSCI derivatives experts to get all details
