09 Sep 2020
MSCI: Eurex captures most of the roll activity in Asian NTR indexes with 80% market share
 
Important news on MSCI derivatives
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MSCI EM Asia USD/NTR (ZTW)

  • Over 76,000 contracts traded in last two days
  • Open Interest at over USD 26 billion

MSCI Japan USD/NTR (FMI)

  • Over 24,000 contracts traded in last two days
  • Open Interest at over USD 6.6 billion

MSCI Taiwan USD/NTR (FPO, not CFTC approved)

  • Over 4,700 contracts traded in last two days
  • Open Interest at USD 1.2 billion

Discover the pace of roll statistics all aggregated in one file

Roll activities picking up across all MSCI derivatives

Total Open Interest on MSCI Futures close to EUR 120 billion

All MSCI derivatives at a glance

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

MSCI - purple rain visual
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