Summary
The EURO STOXX Oil & Gas Futures Switch Indices replicate a hypothetical portfolio of a series of long position EURO STOXX Oil & Gas futures contracts traded on Eurex. The portfolio is invested into the first nearby futures contract and then switched to the next nearby contract on the fourth day preceding the expiry date of the futures contract series, which is the third Friday in March, June, September and December. The excess return index replicates the financial outcome of a portfolio switching the 1st nearby STOXX index futures contract into the 2nd nearby contract; the total return index, in addition, replicates the remuneration of the cash component at risk-free rate.
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