- Trading Screen Product Name
- MSCI USA Min Vol GTR Index Futures
- Trading Screen Hub Name
- ICUS
- Contract Size
$10 times the MSCI USA Minimum Volatility GTR Index
- Contract Series
5 contracts in the March, June, September and December cycle
- Price Quotation
Index points, to three decimal places
- Tick Size
.10 Index points, equal to $1.00 per contract;
(Block Trades can be done at .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
MUV
- Daily Settlement Window
15:59 to 16:00 NY time
- Final Settlement
Cash settlement to the closing value of the MSCI USA Minimum
Volatility GTR Index on the Last Trading Day for the contract.
- Position Accountability and Limit Levels
Position Accountability Level - TBD
Position Limit, All Months Combined - TBD
- Daily Price Limit
None.
- Block Trade Minimum
5 lot Block Minimum Quantity
- IPL Levels
IPL Amount: TBD Index Points
Recalc Time and Hold Period: 5 seconds
- NCR and RL
NCR TBD; RL TBD; CSLOR TBD Index Points
- Fees
Screen Trades: $1.20 per side
Block and EFRP Trades: $1.75 per side
- EFP and EFS Enabled
[Edit this field]
- MIC Code
- IFUS
- Clearing Venues
- ICUS