At the close of November 30, 2007, the MSCI Pan-Euro Index, which was a subset of the broader MSCI Europe index, transitioned in one phase to the MSCI Europe Large Cap Index under the MSCI Global Investable Market Indices Methodology.
Since it has a unique history prior to November 30, 2007, the MSCI Pan-Euro Index will continue to be published even though its constituents, as of the close of November 30, 2007, are the same as those of the MSCI Europe Large Cap Index. The index is designed to serve as the basis for derivative contracts, exchange traded funds and other passive investment products.
Futures contracts on the MSCI Pan-Euro Index have been trading on the London International Financial Futures and Options Exchange (LIFFE) since May 25, 1999. Exchange traded funds on the MSCI Pan-Euro Index have been launched by State Street Global Advisors and trading began on June 19, 2001.
Index Calculation
The MSCI Pan-Euro Index is calculated in Euros on a real time basis and disseminated every 15 seconds during market trading hours in Europe.
Real time codes:
- Reuters .MSPE
- Bloomberg MSPE
Methodology and Rebalancing
For more information on the MSCI Pan Euro Index methodology and the most recent index reblancing, Click Here or contact MSCI Client Service.
