14 Sep 2022

Eurex

Eurex MSCI roll update: Good roll activity in ZTW, RSW, ZRP | Nearly 2.6m contracts traded over past few days

Eurex - Global home of MSCI derivatives

Eurex MSCI roll updates for last 4 days (Sep 8 – 13)

  • Both Monday and Tuesday saw above 900K contracts being traded respectively
  • Order books are getting more used, both for outrights and calendar spreads, in particular for MSCI World & Europe, EM Asia Futures & China Futures

Please see snapshot and details below:

Pace of roll updates by expiry for:

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