- Trading Screen Product Name
- MSCI EM Latin Amer NTR Index Futures
- Trading Screen Hub Name
- ICUS
- Contract Size
$100 times the MSCI Emerging Markets Latin America NTR Index
- Contract Series
5 contracts in the March, June, September and December cycle
- Price Quotation
Index Points, to 3 decimal places
- Tick Size
0.050 Index Points ($5 per contract) for outright trades and 0.020
Index Points ($2 per contract) for spread trades; BIC trades can be
done at .001 Index Points.
- 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
MML
- Final Settlement
Cash settlement to the closing value of the MSCI Emerging Markets
Latin America NTR Index on the Last Trading Day for the contract.
- Position Limit
Position Accountability Level - 10,000 lots in any month
Position Limit, All Months Combined - 50,000 lots
- Daily Price Limit
None.
- Off Exchange Trade Types
Yes. 50 contract block trade minimum quantity on outright trades,
and 25 lot minimum block trade quantity on calendar spread trades.
- IPL Levels
IPL Amount: 14.00 Index Points
Recalc Time and Hold Period: 5 seconds
- Other Information
View the Daily MSCI futures
FAQ.
- NCR and RL
NCR 1.00; RL 12.00; CSLOR 0.75 Index Points
- MIC Code
- IFUS
- Clearing Venues
- ICUS