13 Dec 2022


Eurex MSCI roll update: Record MSCI volumes; Active roll activity over last 2 days; First trades on World Factor Futures

Eurex - Global home of MSCI derivatives

  • First trades on MSCI World Factor Futures (Quality, High Dividend & Min Vol) yesterday
  • Active roll activity in several products like RSW, ZRP, ZWP, ZTW etc.
  • 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:

We have calendar rolls on screen! 

Request a call back with one of our MSCI derivatives experts to get all details

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