Summary
The EURO iSTOXX 50 GR Decrement TRF Spread 10x Index replicates the performance of the gross return version of the EURO STOXX 50, while incorporating a constant performance deduction. The deduction, or decrement, is reset on a yearly basis, and is based on the average settlement price of the following year expiry EURO STOXX 50 Total Return Futures contract, as well as a fixed leverage factor.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5TRF10
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH1213359966
Bloomberg
SX5TRF10 INDEX
Last Value
1,652.3
+8.38 (+0.51%)
As of
CETWeek to Week Change
-0.42%
52 Week Change
9.04%
Year to Date Change
1.03%
Daily Low
1650.16
Daily High
1663.53
52 Week Low
1497.28 — 17 Jan 2024
52 Week High
1736.82 — 15 May 2024
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Low
High
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