유렉스 MSCI Roll 업데이트 (2020년 6월)

330,000 MSCI futures traded over past 2 days (June 8, Monday to June 9, Tuesday); Total OI over USD 120 Billion

Facts & Figures

MSCI EM Asia (ZTW) traded 88,000 contracts in the last two days. Total open interest across expiries is at over USD 20 billion.
MSCI Japan traded 41,000 contracts in the last two days. The roll just started to get active – orderbooks in MSCI are actively quoted. Next to that, most flows were observed in:
- MSCI EM (ZTS)
- MSCI EM LatAM (ZUL)
- MSCI EM Price (RBE)
- MSCI Taiwan (N/A)
- MSCI China (ZUY)
- MSCI India (ZVL)

Find out more about MSCI derivatives here.

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