14 Jun 2022

Eurex

Eurex MSCI roll update: Total OI of over EUR 167 billion; active roll markets in RSW and ZRP

Eurex - Global home of MSCI derivatives

Eurex MSCI roll updates for last 6 days (Jun 6 – 13)

Over 2.4 million contracts traded over last week; 840,000 contracts traded on June 13. Total Open Interest over EUR 167 billion.

  • MSCI World Index Futures (RSW)
  • MSCI EM Asia Index Futures (ZTWI)
  • MSCI Europe Index Futures (ZRP)

Please see snapshot and details below:

Pace of roll updates by expiry for:

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