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Indices

EURO STOXX 50® Futures Roll 5D

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
SX5EF5ER INDEX
Last Value
1,673.37 -4.08 (-0.24%)
As of 06:09 pm CET
Week to Week Change
-1.42%
52 Week Change
9.65%
Year to Date Change
8.53%
Daily Low
1669.975
Daily High
1685.601
52 Week Low
1380.89727 Oct 2023
52 Week High
1746.19315 May 2024
Zoom
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