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ICE Futures U.S.

MSCI Emerging Markets EMEA NTR Index Futures

Description

MSCI Emerging Markets EMEA NTR Index Future

Market Specifications

Trading Screen Product Name
MSCI Emerging Markets EMEA NTR Index Futures
Trading Screen Hub Name
ICUS
Contract Size
$100 times the MSCI Emerging Markets EMEA NTR Index
Contract Series
5 contracts in the March, June, September and December cycle
Price Quotation
Index Points, to 3 decimal places
Tick Size
0.050 Index Points ($5 per contract) for outright trades and 0.020 Index Points ($2 per contract) for spread trades; BIC trades can be done at .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
MMM
Final Settlement
Cash settlement to the closing value of the MSCI Emerging Markets EMEA NTR Index on the Last Trading Day for the contract.
Position Limit
Position Accountability Level - 10,000 lots in any month
Position Limit, All Months Combined - 50,000 lots
Daily Price Limit
None.
Off Exchange Trade Types
Yes. 50 contract block trade minimum quantity on outright trades, and 25 lot minimum block trade quantity on calendar spread trades.
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
Other Information
View the TIC+ Daily MSCI futures FAQ.
MIC Code
IFUS
Clearing Venues
ICUS

Trading Hours

CityTradingPre-Open
New York8:00 PM - 6:00 PM*
20:00 - 18:00
7:30 PM
19:30
London12:00 AM - 10:00 PM*
00:00 - 22:00
11:30 PM
23:30
Singapore8:00 AM - 6:00 AM*
08:00 - 06:00
7:30 AM
07:30

*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 EM
Physical
MMM
Logical
MMM
GMI (FC)
AY
ION A.C.N.
Symbol Code
MMM