MSCI Canada GTR Index Future71512955
ICE Futures U.S.

MSCI Canada GTR Index Future

Description

MSCI Canada GTR Index Future

Market Specifications

Trading Screen Product Name
MSCI Canada GTR Index Futures
Trading Screen Hub Name
ICUS
Contract Size
$10 times the MSCI Canada GTR Index
Contract Series
5 contracts in the March, June, September and December cycle
Price Quotation
Index Points, to 3 decimal places
Tick Size
1.000 Index Points($10.00 per contract);
BIC Trades can be done at 0.001 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.
Contract Symbol
CAD
Daily Settlement Window
15:59 to 16:00 NY time
Final Settlement
Cash settlement to the closing value of the MSCI USA GTR 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
Off Exchange Trade Types
EFP, EFS, Block Trade
Block Trade Minimum
50 lot Block Minimum Quantity
IPL Levels
IPL Amount: 180.00 Index Points
Recalc Time and Hold Period: 5 seconds
NCR and RL
NCR 18.00; RL 150.00; CSLOR 12.00 Index Points
Fees
Screen Trades: $1.20 per side
Block and EFRP Trades: $1.75 per side
Markers
BIC (Block at Index Close)
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 DEV
Physical
CAD
Logical
CAD
GMI (FC)
AF
ION A.C.N.