Performance & Volatility
Last valuation date :
Risk / Return from
The NXS Global Dividend Futures Access 2021 EUR Index tracks a position in the “Nearby” futures contracts on the Eurostoxx 50® and Nikkei 225 dividends®.
A long position in the “Nearby” futures (with the nearest expiry) is established on Eurostoxx 50 dividends (with a weight of 80%) and Nikkei 225 dividends (with a weight of 20%). During 80 days around the expiry dates of each futures, the performance is crystallised and the position is rolled (daily purchase of the new “Nearby” futures).
The NXS Global Dividend Futures Access 2021 EUR Index provides access to a global basket of dividend futures. This index is exposed to the dividend futures risk premia.