MSCI USA Small Cap Index Future66009749

Description

MSCI USA Index Future

Market Specifications

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 two (2) decimal places
Tick Size
.10 Index points, equal to $10.00 per contract; calendar spread trades may be executed at .05 index point increments. (Block Trades can be done at .01 Index points)
Last Trading Day
Third Friday of the expiration month. Trading in the expiring contract ceases at 9:30 am NY time on Last Trading Day.
Commodity Code
MUS
Final Settlement
Cash settlement to a special calculation of the MSCI USA. Small Cap Index based on the opening prices of the component stocks 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 Trades
Yes, 20 lot Block Minimum Quantity
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
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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 USA
Physical
MUS
Logical
MUS
GMI(FC)
R&N A.C.N.