Summary
The EURO STOXX 50 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 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.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5EFETR
Calculation
Realtime
Dissemination Period
9:00-18:00 CET
ISIN
CH0226976477
Bloomberg ID
BBG005MBN5Q4
Last Value
2,316.75
+4.39 (+0.19%)
As of
CETWeek to Week Change
1.69%
52 Week Change
25.70%
Year to Date Change
13.02%
Daily Low
2308.479
Daily High
2323.19
52 Week Low
1822.684 — 27 Oct 2023
52 Week High
2316.754 — 27 Mar 2024
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Low
High
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