MSCI Emerging Markets Index Options | ICE
MSCI Emerging Markets Index Options73175125
ICE Futures Europe

MSCI Emerging Markets Index Options

Description

The MSCI Emerging Markets Price Return Index Options are cash settled, European style option. The underlying index is the MSCI Emerging Markets Price Return Index denominated in USD.

*Launching in 2020

Market Specifications

Trading Screen Product Name
MSCI EM Price Index - Stnd Index Option
Trading Screen Hub Name
ICEU
Contract Symbol
MFX
Contract Size
Contract valued at USD 50 per index point
Delivery Months
Quarterly expiries in the Mar, Jun, Sep, Dec cycle out to 5 years and the nearest 4 serial months
Price Quotation
Index points
Tick Size
0.1 (USD 5)
Daily Settlement
0.01
Last Trading Day
Third Friday of the expiration month. Trading in the expiring contract ceases at
4:30 PM London time on Last Trading Day.
Exchange Delivery Settlement Price
Cash settlement based on the Exchange Delivery Settlement Price on the Last Trading Day

EDSP=0.001
Block Trade Minimum
100 lots
Exercise
6:30 PM London time on business day after the Last Trading Day

The Exercise Prices may be in intervals of 5 index points
Settlement Date
Second business day after the Last Trading Day
Matching Algorithm
Central Order Book applies a price time trading algorithm, with priority given to first order at the best price.
Contract Standard
Cash settlement based on the Exchange Delivery Settlement Price.
Option Premium
Is payable by the buyer in full on the business day following a transaction.
MIC Code
IFLO
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
New York3:00 AM - 1:00 PM
03:00 - 13:00

London8:00 AM - 6:00 PM
08:00 - 18:00

Singapore3:00 PM - 1:00 AM
15:00 - 01:00

Codes

Clearing Admin Name
IFLO.MFX
Physical
MFX
Logical
MFX
GMI (FC)
ION A.C.N.