SIX Rolling Futures Indices

SIX Rolling Futures Indices

The Rolling Futures indices are designed to track the performance of rolling futures contracts.

About the SIX Rolling Futures Indices

Different investor groups have different risk and return objectives for their investments. These objectives are often expressed in a benchmark, which serves as a comparison portfolio to judge an asset managers performance.
 
The futures roll indices are designed to track the performance of rolling futures contracts. The process of closing out a position in a near-term futures contract and opening a new position in a longer-term contract is involved to maintain continuous exposure. The performance of various continuous rolling equity futures is tracked, and the exposure is rolled over a certain number of days from the active contract into the next active contract.
 
This mechanism is used to help investors avoid the physical delivery of the underlying asset or the complexities of cash settlement.
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Performance

 
 
 
 

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For current and historic index compositions, selection lists, index preview and review information as well as historical index values, please visit the SIX Index Data Center.

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Additional Information

The use of SIX Rolling Futures Indices and their registered trademarks as well as the access to restricted index data are governed by a licensing agreement. To request for an index data license, please get in touch with us.

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  • Index Business Support

    Contact the Index Business Support Team to discuss how you can use the Swiss Indices to support your investment strategy or for any queries related to licensing or permissioning of index data.

    • +41 58 399 2600
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  • Index Technical Support

    Contact us for any technical questions related to Swiss Indices. We are happy to help you from 8:00 am to 6:30 pm CET on trading days.
     

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All SIX Indices and BME Indices are the intellectual property (including registered trademarks) of SIX or BME. SIX and BME provide no warranty of any kind and exclude all liability (whether in negligence or otherwise) with respect to their usage. The use of SIX Indices and BME Indices and their pending or registered trademarks (®) as well as access to restrictive index data is governed by a license agreement. Information on licensing and the format of the disclaimer can be found on the SIX and BME website.