- 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