- Trading Screen Product Name
- MSCI ACWI NTR Index Futures (EUR)
- Trading Screen Hub Name
- ICUS
- Contract Size
€100 times the MSCI ACWI NTR Index (EUR)
- Contract Series
5 contracts in the March, June, September, and December cycle
- Price Quotation
Index points, to three (3) decimal places
- Tick Size
.050 Index points, equal to €5.00 per contract;
(Block Trades can be done at .001 Index points)
- Last Trading Day
Third Friday of the contract month. Trading in the expiring
contract ceases at 4:15pm NY time on Last Trading Day.
- Contract Symbol
MTJ
- Daily Settlement Window
15:59 to 16:00 NY time
- Final Settlement
Cash settlement to the closing value of the MSCI ACWI NTR Index
(EUR) on the Last Trading Day for the contract.
- Position Limit
Position Accountability Level, single month – TBD
Position Limit, All Months Combined – TBD
- Daily Price Limit
N/A
- Fees
Screen Trades: $1.20 per side
Block and EFRP Trades: $1.75 per side
- Off Exchange Trade Types
Block Trade
EFP
EFS
- Block Trade Minimum
5 lot Block Minimum Quantity
- NCR, RL and IPL Levels
NCR TBD; RL TBD; CSLOR TBD Index Points
IPL Amount: TBD Index Points
Recalc Time and Hold Period: 5 seconds
- MIC Code
- IFUS
- Clearing Venues
- ICUS