- Trading Screen Product Name
- MSCI Europe NTR (EUR) - Stnd Index Future
- Trading Screen Hub Name
- ICEU
- Contract Symbol
MPE
- Contract Series
Nearest twelve (12) months in the March, June, September and
December quarterly cycle
- Unit of Trading
Contract Valued at €100 per index point (e.g. value €15,000 at 150.0)
- Delivery Month
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
- Off Exchange Trade Types
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