Performance & Volatility
Last valuation date :
Risk / Return from
The NXS European Short-Term Dividend Futures is exposed to the “Nearby” future contracts on the Eurostoxx 50 dividends.
A long-position rolling strategy on the “Nearby future” (with the nearest expiry). Around the expiry date, the performance is crystallised and the position is rolled (purchase of the new “Nearby” future).
The NXS European Short-Term Dividend Futures provides the access to a liquid market. This index is a way to achieve exposure to dividend futures risk premia.