ICE Futures U.S.

MSCI North America NTR Index Future

MSCI North America NTR Index Future71512947

Description

MSCI North America NTR Index Future

Market Specifications

Trading Screen Product Name
MSCI North America NTR Index Futures
Trading Screen Hub Name
ICUS
Contract Size
$10 times the MSCI North America NTR Index
Contract Series
5 contracts in the March, June, September and December cycle
Price Quotation
Index points, to two decimal places
Tick Size
1.00 Index points equal to $10.00 per contract;
(Block Trades can be done at .01 Index points)
Trading Hours
8:00 pm to 6:00 pm (6:00 pm open on Sunday evening)
Preopen starts 30 minutes prior to the start of trading.
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.
Commodity Code
NAA
Daily Settlement Window
15:59 to 16:00 NY time
Final Settlement
Cash settlement to the closing value of the MSCI North America NTR Index on the Last Trading Day for the contract.
Position Limit
Position Accountability Levels - 50,000 lots in any month
Position Limit, All Months Combined -50,000 lots
Daily Price Limit
None
Block Trades
Yes, 50 lot Block Minimum Quantity
EFPs and EFSs
Yes.
IPL Levels
IPL Amount: 180.00 Index Points
Recalc Time and Hold Period: 5 seconds
NCR and RL
NCR 18.00; RL 150.00; CSLOR12.00 Index Points
Exchange Fees
Screen Trades: $1.20 per side
Block and EFRP Trades: $1.75 per side
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
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
NAA
Logical
NAA
GMI(FC)
R&N A.C.N.