MSCI EAFE Price Index Future

Description

The MSCI EAFE Price Return Index Futures are cash settled upon expiration. The underlying index is the MSCI EAFE Price Return Index denominated in USD.

https://www.msci.com/documents/10199/822e3d18-16fb-4d23-9295-11bc9e07b8ba

*Launching in 2020

Market Specifications

Trading Screen Product Name

MSCI EAFE Price Index (USD) - Stnd Index Future

Trading Screen Hub Name

ICEU

Contract Symbol

MMS

Contract Size

Contract valued at USD 50 per index point

Contract Series

Nearest twelve (12) months in the March, June, September and December quarterly cycle

Price Quotation

Index points

Tick Size

0.1 (USD 5)

Last Trading Day

Third Friday of the Delivery Month. Trading in the expiring contract ceases at
16:30 (London time) on the Last Trading Day.

Final Settlement

Cash settlement based on the Exchange Delivery Settlement Price on the Second Business day after the Last Trading Day

Off Exchange Trade Types

50

MIC Code

IFLL

Clearing Venues

ICEU