Config.
Marché
Rapport
Unité

COT MSCI Emerging Markets

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 · emerging · ICE

What is the MSCI Emerging Markets futures contract?

MSCI Emerging Markets (ICE)

Satellite of MSCI EAFE

A long means…

Exposure to a rise in the MSCI Emerging Markets — large- and mid-cap emerging-market equities.

What is this?

The MSCI Emerging Markets is the index of large- and mid-cap companies in 24 emerging markets. China, Taiwan, India, Korea, Brazil, Saudi Arabia: the mix follows MSCI’s classification at the time. Weights follow free-float market capitalization. It targets about 85% of each country’s capitalization. The ICE future is used to hedge an emerging-equity portfolio, or to take a view on that universe, without buying the stocks. At expiry there are no shares. It is not an ETF.

It is not EAFE: this is emerging markets, not developed ex-US. Managers and funds take listed emerging-equity exposure here, or hedge a book that looks like it.

Pitfalls

  • Not MSCI EAFE (244041): this is emerging markets, code 244042.
  • Not an EM FX future (peso, real, rand).
  • ICE, not CME.

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.