09 6월 2020
유렉스 MSCI Roll 업데이트 (2020년 6월)
Facts & Figures
- MSCI EM Asia (ZTW) traded 88,000 contracts in the last two days. Total open interest across expiries is at over USD 20 billion.
- MSCI Japan traded 41,000 contracts in the last two days. The roll just started to get active – orderbooks in MSCI are actively quoted. Next to that, most flows were observed in:
- MSCI EM (ZTS)
- MSCI EM LatAM (ZUL)
- MSCI EM Price (RBE)
- MSCI Taiwan (N/A)
- MSCI China (ZUY)
- MSCI India (ZVL)
Find out more about MSCI derivatives here.
