- Trading Screen Product Name
- MSCI Emerging Markets NTR Index Futures (EUR)
- Trading Screen Hub Name
- ICUS
- Contract Size
€100 times the MSCI Emerging Markets NTR Index (EUR)
- 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
MMR
- Final Settlement
Cash settlement to the closing value of the MSCI Emerging Markets
NTR (EUR) Index on the Last Trading Day for the contract.
- Position Limit
Position Accountability Level - 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: 6.00 Index Points
Recalc Time and Hold Period: 5 seconds
- NCR and RL
NCR 1.00; RL 5.00; CSLOR 0.75 Index Points
- MIC Code
- IFUS
- Clearing Venues
- ICUS