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Description

MSCI ACWI NTR Index Future

Market Specifications

Trading Screen Product Name

MSCI ACWI NTR Index Futures

Trading Screen Hub Name

ICUS

Contract Size

200 USD multiplied by the MSCI All Country World Net Total Return (NTR) Index level

Contract Series

Five (5) months in the March, June, September and December quarterly cycle

Price Quotation

Index points, to three (3) decimal places

Tick Size

025 Index points, equal to 5.00 USD per contract. Block at Close (BIC) minimum tick size: .001 index points.

Auction Process

A Daily Auction will be held in this market during the above trading hours. Trading will temporarily close prior to the commencement of the Daily Auction and not re-open until the Daily Auction is complete. All resting orders other than GTC orders will be cancelled when the market closes prior to the commencement of the Daily Auction. More information on Daily Auction times and procedures can be found here.

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

MMW

Final Settlement

Cash settlement to the closing value of the MSCI All Country World Net Total Return (NTR) 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

Fees

Screen Trades: $0.40 per side
Block and EFRP Trades: $0.60 per side

Off Exchange Trade Types

Block Trade
EFP
EFS

Block Trade Minimum

50 contract block threshold on outrights, 25 contract threshold on calendar spreads.

Other Information

View the TIC+ Daily MSCI futures FAQ.

MIC Code

IFUS

Clearing Venues

ICUS

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• MSCI World Selection NTR Index Future
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Trading Hours

Codes