MSCI Europe Net Total Return (NTR) Index Future38716768
ICE Futures Europe
MSCI Europe Net Total Return (NTR) Index Future
Description
The MSCI Europe Net Total Return Index Futures are cash settled
upon expiration.
The underlying index is the MSCI Europe Net Total Return Index
denominated in Euro. This index covers approximately 85% of the
free float-adjusted market capitalization across the European
Developed Markets equity universe (large and mid cap).
Market Specifications
- Trading Screen Product Name
- MSCI Europe NTR (EUR) - Stnd Index Future
- Trading Screen Hub Name
- ICEU
- Contract Symbol
- MPE
- Contract Series
- Nearest twelve (12) months in the March, June, September and December quarterly cycle
- Unit of Trading
- Contract Valued at €100 per index point (e.g. value €15,000 at 150.0)
- Delivery Month
- Five quarterly months from in the March, June, September, December quarterly cycle
- Quotation
- Index points (eg 150.00)
- Minimum price movement (tick size and value)
- 0.05 (€5.00)
- 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. - Exchange Delivery Settlement Price
- The EDSP is the official closing value of the MSCI Europe Net Total Return Index on the last trading day.
No later than 09:00 (London time) on the business day following the Last Trading Day, the final EDSP shall be published as soon as reasonably practicable thereafter. - Algorithm
- Price-time trading algorithm with priority given to the first order at the best price.
- Block Trade Minimum
- 100
- Off Exchange Trade Types
- Yes
- Final Settlement
- Cash settlement based on the Exchange Delivery Settlement Price on the Second Business day after the Last Trading Day
- MIC Code
- IFLL
- Clearing Venues
- ICEU
Related Products
Trading Hours
| City | Trading | Pre-Open |
|---|---|---|
| NEW YORK | 8:00 PM - 4:00 PM* 20:00 - 16:00 | 7:45 PM 19:45 |
| LONDON | 1:00 AM - 9:00 PM 01:00 - 21:00 | 12:45 AM 00:45 |
| SINGAPORE | 8:00 AM - 4:00 AM* 08:00 - 04:00 | 7:45 AM 07:45 |
Codes
- Clearing Admin Name
- MSCI Fut UNRSTD
- Physical
- MPE
- Logical
- M63
- GMI (FC)
- ION A.C.N.
- Symbol Code
- MPE