Config.
Marché
Rapport
Unité

COT MSCI EAFE

Période
Échelle

As-of mardi · close vendredi · source CFTC

Long vs Short

Long et short en % d’OI (catégorie focus)

Δ 4 semaines

Variation du net vs le rapport d’il y a 4 semaines

Cette semaine

Catégorie Long Short Spreading Net Δ Long Δ Short Δ Net % OI long % OI short

Historique

International indices · developed ex-US · ICE

What is the MSCI EAFE futures contract?

MSCI EAFE (ICE)

A long means…

Exposure to a rise in the MSCI EAFE — developed equities in Europe, Australasia and the Far East, outside the US and Canada.

What is this?

The MSCI EAFE is the index of large- and mid-cap companies in 21 developed markets in Europe, Australasia and the Far East — not the United States, not Canada. That is what EAFE means. Weights follow free-float market capitalization: only freely tradable shares count. It targets about 85% of each country’s capitalization. The ICE future is used to hedge a developed ex-US portfolio, or to take a view on that universe. At expiry there are no shares. It is not an ETF.

The universe has no fixed constituent count: it follows MSCI’s investable-market methodology. Managers and funds take listed exposure here, or hedge a book that looks like it.

Pitfalls

  • ICE (IFUS, MFS, 244041), not CME.
  • Not MSCI EM (244042): EAFE is developed ex-US/Canada.
  • USD price return: not an NTR future and not FX.

Univers LIX

Le positionnement n’est pas le risque

Le COT décrit qui est positionné. Le LIX décrit le niveau de risque de marché — 12 indicateurs, hors COT.