MSCI Europe Net Total Return (NTR) Index Future

MSCI Europe Net Total Return (NTR) Index Future38716768

Description

The MSCI Europe Net Total Return Index Futures are cash settled upon expiration.

The underlying index is the MSCI Europe Net Total Return Index denominated in Euro. This index covers approximately 85% of the free float-adjusted market capitalization across the European Developed Markets equity universe (large and mid cap).

Market Specifications

Trading Screen Product Name
MSCI Europe NTR (EUR) - Stnd Index Future
Trading Screen Hub Name
ICEU
Commodity Code
MPE
Unit of Trading
Contract Valued at €100 per index point (e.g. value €15,000 at 150.0)
Contract Series
Second Business day after Last Trading Day
Delivery Months
Five quarterly months from in the March, June, September, December quarterly cycle
Quotation
Index points (eg 150.00)
Minimum price movement (tick size and value)
0.05 (€5.00)
Last Trading Day
Third Friday of the Delivery Month

Trading in the expiring contract ceases at 16:30 (London time) on the Last Trading Day.
Exchange Delivery Settlement Price
The EDSP is the official closing value of the MSCI Europe Net Total Return Index on the last trading day.

No later than 09:00 (London time) on the business day following the Last Trading Day, the final EDSP shall be published as soon as reasonably practicable thereafter.
Algorithm
Price-time trading algorithm with priority given to the first order at the best price.
Block Trade Minimum
100
Block Trades
Yes
Final Settlement
Cash settlement based on the Exchange Delivery Settlement Price on the Second Business day after the Last Trading Day
MIC Code
IFLL
Clearing Venues
ICEU
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Trading Hours

CityTradingPre-Open
New York8:00 PM - 4:00 PM
20:00 - 16:00
7:45 PM
19:45
London1:00 AM - 9:00 PM
01:00 - 21:00
12:45 AM
00:45
Singapore9:00 AM - 5:00 AM
09:00 - 05:00
8:45 AM
08:45
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Codes

Clearing Admin Name
MSCI Fut UNRSTD
Physical
MPE
Logical
MPE
GMI(FC)
R&N A.C.N.

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