The EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone, provides a Blue-chip representation of supersector leaders in the Eurozone. The index covers 50 stocks from 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.
 

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EURO STOXX 50® Traded Futures Roll

The EURO STOXX 50® Traded Futures Roll 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 Friday preceding the third Friday of a roll month, all of the index value is allocated to the first nearby futures contract.

Starting at the close of trading on the Friday night prior to the close, on a daily basis for five days, a gradual portion of the index value is shifted into the next expiring futures contract. With the open of trading on the Friday morning of the Future expiry, the roll is complete and all index value is allocated to the next futures contract. The portion is defined by the average opening positions managed by EUREX that took places over the courses of the last five years.


Index Guides, Benchmark statement, and other reports are available under the Data tab.

Date:
Time:
Symbol SX5ETFTR
Calculation Realtime
Dissemination period 09:00 CET-18:30 CET
ISIN CH0313264225
Bloomberg ID BBG00CNV79V8
Free Float Mcap   MEUR
Last value
Daily change (absolute)
Week to week change
52 week change
Year to date change
Daily low
Daily high
52 week low
52 week high
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    Chart Type

    Technical Indicator
    You can add a maximum of three variants of the same indicator at a time.
     
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  • Index added to Compare Indices Tool
** Chart displays Closing High and Closing Low

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