Summary
The EURO iSTOXX® 50 Futures Roll TR Decrement 5% Index replicates the performance of the Total Return version of the EURO STOXX® 50 Futures Roll Index while assuming a constant dividend markdown. Over the course of a year, 5% of the performance of the underlying index is gradually subtracted according to the corresponding day-to-day year fraction.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5EFRD5
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH1105446202
Bloomberg
SX5EFRD5 INDEX
Last Value
718.94
+6.23 (+0.87%)
As of
CETWeek to Week Change
3.86%
52 Week Change
11.87%
Year to Date Change
4.60%
Daily Low
714.9
Daily High
720.61
52 Week Low
640.48 — 23 Jan 2024
52 Week High
731.38 — 15 May 2024
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Low
High
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