MSCI EAFE Index Futures Options62044417

Description

MSCI EAFE Index Future Options

Market Specifications

Trading Screen Product Name
MSCI EAFE Index Futures
Trading Screen Hub Name
ICUS
Contract Size
$50 times the Index
Contract Months
Quarterly Cycle Options: March/June/September/December cycle Serial Options: January/February/April/May/July/August/ October/November. For serial options, the futures contract underlying the option is the next quarterly futures contract. Four months in the Quarterly Cycle and three Serial Months will be listed at all times.
Price Quotation
Index points to two decimal places.
Tick Size
Premiums are quoted in points. A premium of 1.00 equals $50. Minimum price fluctuations (tick size) shall be .10 (equivalent to $5.00 per contract).
Last Trading Day
Third Friday of the expiration month. Trading in the expiring contract ceases at 4:15pm ET time on Last Trading Day.
Symbol
MFS
Daily Price Limit
N/A
Strike Price
Strike prices will be listed in 5 index point intervals. The Exchange will always list a minimum of 20 strike prices above and below the at-the-money strike for any given option month.
Exchange Fees
Same as the underlying futures.
Block Trades
50 contract minimum.
EFRP Enabled
Yes
Exercise
Option exercise results in a position in the underlying futures contract. Options which are in-the-money on the last day of trading are automatically exercised.
Exercise Method
European
MIC Code
IFUS
Clearing Venues
ICUS
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Trading Hours

CityTradingPre-Open
New York8:00 PM - 6:00 PM*
20:00 - 18:00
7:30 PM
19:30
London1:00 AM - 11:00 PM*
01:00 - 23:00
12:30 AM
00:30
Singapore9:00 AM - 7:00 AM*
09:00 - 07:00
8:30 AM
08:30

*Next Day

Market opens at 6:00pm on Sunday, for Monday’s trade date. Pre-open at 5:30pm Sunday, 7:30pm Monday through Thursday

Codes

Clearing Admin Name
MSCI DEV
Physical
MFS
Logical
MFS
GMI(FC)
R&N A.C.N.