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Indices

EURO STOXX® 50 Quanto Futures Roll

Summary

The EURO STOXX 50 Quanto Futures Roll Index replicates a hypothetical portfolio of a series of long position EURO STOXX 50 Quanto 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 four 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 Monday preceding the third Friday of a roll month, all of the index value is allocated to the first nearby futures contract. Starting Monday night, on a daily basis for four days, one fourth 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
SX5HFEER
Calculation
Realtime
Dissemination Period
09:00-19:30 CET
ISIN
CH0328366148
Bloomberg ID
BBG00D35TQJ7
Last Value
171.5 -1.64 (-0.95%)
As of 06:10 pm CET
Week to Week Change
0.72%
52 Week Change
12.88%
Year to Date Change
9.05%
Daily Low
171.497
Daily High
173.141
52 Week Low
140.77327 Oct 2023
52 Week High
176.42928 Mar 2024
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