Your browser is unsupported

Description

The MSCI Emerging Markets ESG Leaders NTR Index Futures are cash settled upon expiration. The underlying index is the MSCI Emerging Markets ESG Leaders Net Total Return Index denominated in USD.
https://www.msci.com/documents/10199/c341baf6-e515-4015-af5e-c1d864cae53e

Market Specifications

Trading Screen Product Name

MSCI EM ESG Leaders NTR Index Futures

Trading Screen Hub Name

ICUS

Contract Size

USD 25 multiplied by the MSCI Emerging Markets ESG Leaders NTR Index level

Contract Series

5 Quarterly expiries in the Mar, Jun, Sep, Dec cycle

Price Quotation

Index points

Tick Size

0.100 Index Points ($2.50) for Central Limit Order Book
0.010 ($0.25) for Block Trades

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

LFM

Final Settlement

Cash settlement to the closing value of the MSCI EM ESG Leaders NTR USD Index on the Last Trading Day for the contract.

Position Limit

Position Limit and Position Accountability information for all IFUS products can be found here.

Daily Price Limit

N/A

Off Exchange Trade Types

Block Trade
EFP
EFS

Block Trade Minimum

5

Other Information

View the TIC+ Daily MSCI futures FAQ.

MIC Code

IFUS

Clearing Venues

ICUS

Related Products

• MSCI Emerging Markets Index Futures
• MSCI EAFE Index Future
• MSCI Emerging Markets Asia (NTR) Index Futures
• MSCI ACWI NTR Index Future
• MSCI Emerging Markets LatAm NTR Index Future
Show More

Trading Hours

Codes