Summary
The EURO STOXX 50 Futures Roll 5D Index replicates a hypothetical portfolio of a series of long position EURO STOXX 50 futures contracts traded on Eurex. The portfolio is invested into the first nearby futures contract and then rolled into the next nearby contract over the five days preceding the expiry date of the futures contracts series, which is the third Friday in March, June, September and December. The roll period works as follows: until the second Friday of a roll month, all of the index value is allocated to the first nearby futures contract. Starting Friday night, on a daily basis for five days, one fifth of the index value is shifted into the next nearby contract. With the open of trading on Friday morning, the roll is complete and all index value is allocated to the next nearby contract.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5EF5ER
Calculation
Realtime
Dissemination Period
09:00-17:30 CET
ISIN
CH0596712205
Bloomberg ID
BBG011ZPHNK1
Last Value
1,486.77
-4.83 (-0.32%)
As of
CETWeek to Week Change
1.58%
52 Week Change
26.29%
Year to Date Change
12.50%
Daily Low
1486.771
Daily High
1497.802
52 Week Low
1117.723 — 29 Sep 2022
52 Week High
1549.854 — 31 Jul 2023
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Low
High
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