09 Dec 2021


Eurex MSCI roll update: total OI over EUR 176 billion

Eurex - Global home of MSCI derivatives

MSCI futures activity on Eurex this week (6 December to 8 December 2021)

Open interest: over EUR 176 billion
Contracts traded: over 750K

  • MSCI World (RSW) – over 307K contracts traded/EUR 13 billion traded
  • MSCI EM Asia (ZTW) – over 97K contracts/EUR 6.2 billion traded
  • MSCI Mexico (ZVP) – over 37K contracts/EUR 870 million traded

Please see snapshot and details below:

Order book trades in ZTW on 9 December
Order books are also being used for rolls in ZTW, FMI, ZTY

Pace of roll updates by expiry for:

MSCI Emerging Markets Asia Index Futures (USD/NTR) (ZTW)

MSCI China (USD/NTR) Index Futures (MUR)
Please note that this new contract will ultimately replace MSCI China Free (ZUY). We encourage you to switch from ZUY to MUR

MSCI Japan (USD/NTR) Index Futures (FMJP)

Request a call back with one of our MSCI derivatives experts to get all details

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