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.
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Details
Symbol
SX5HFETR
Calculation
Realtime
Dissemination Period
09:00-19:30 CET
ISIN
CH0328366155
Bloomberg
SX5HFETR INDEX
Last Value
262.09
+2.25 (+0.86%)
As of
CETWeek to Week Change
-0.94%
52 Week Change
24.67%
Year to Date Change
13.76%
Daily Low
259.882
Daily High
262.093
52 Week Low
204.2 — 27 Oct 2023
52 Week High
267.996 — 27 Sep 2024
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Low
High
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