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Indices

STOXX® Europe 600 Futures Roll

Summary

The STOXX Europe 600 Futures Roll Index replicates a hypothetical portfolio of a series of long position STOXX Europe 600 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
SXXPFEER
Calculation
Realtime
Dissemination Period
09:00-19:30 CET
ISIN
CH0328366106
Bloomberg ID
BBG00GVWFS01
Last Value
285.45 +2.03 (+0.72%)
As of 06:30 pm CET
Week to Week Change
0.86%
52 Week Change
5.32%
Year to Date Change
2.42%
Daily Low
284.516
Daily High
285.619
52 Week Low
251.5127 Oct 2023
52 Week High
285.44516 Feb 2024
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