Jun 07, 2023
Eurex
Eurex MSCI roll update: Calendar rolls on screen - Over 600,000 contracts traded in last few days
Eurex - Global home of MSCI derivatives
Roll activity picking up in some products:
- EM Asia (ZTW): Over 170,000 contracts traded in last few days
- EM EMEA (ZTY): Roll activity picking up with 113,000 contracts traded
- Roll yet to pick up on China (MUR); India (ZVL); Taiwan (FPO) and Japan (FMI)
Order books are getting more used, both for outrights and calendar spreads (in particular for MSCI World, Europe, EM Asia Futures & China Futures).
Eurex MSCI roll updates (June 1-5, 2023)
Please see snapshot and details below:
