- Trading Screen Product Name
- MSCI USA Small Cap Index Futures
- Trading Screen Hub Name
- ICUS
- Contract Size
$100 times the MSCI USA Small Cap Index
- Contract Series
5 contracts in the March, June, September and December cycle
- Price Quotation
Index Points, to 3 decimal places
- Tick Size
0.100 Index Points($10.00 per contract);
BIC Trades can be done at 0.001 Index Points
- Last Trading Day
Third Friday of the expiration month. Trading in the expiring
contract ceases at 4:15 pm NY time on Last Trading Day.
- Contract Symbol
MUS
- Final Settlement
Cash settlement to the closing value of the Index on the Last
Trading Day for the contract
- Position Limit
Position Accountability Levels- 20,000 lots in any month
Position Limit, All Months Combined - 100,000 lots
- Daily Price Limit
None.
- Block Trade Minimum
5 lot Block Minimum Quantity, 25 contract threshold on calendar
spreads.
- IPL Levels
IPL Amount: 25.00 Index Points
Recalc Time and Hold Period: 5 seconds
- NCR and RL
NCR 3.00; RL 22.50; CSLOR 2.00 Index Points
- MIC Code
- IFUS
- Clearing Venues
- ICUS