MSCI Emerging Markets LatAm NTR Index Future66009752
ICE Futures U.S.
MSCI Emerging Markets LatAm NTR Index Future
Description
MSCI Emerging Markets LatAm NTR Index Future
Market Specifications
- 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.
- 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 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
Related Products
Trading Hours
| City | Trading | Pre-Open |
|---|---|---|
| NEW YORK | 8:00 PM - 6:00 PM* 20:00 - 18:00 | 7:30 PM 19:30 |
| LONDON | 1:00 AM - 11:00 PM 01:00 - 23:00 | 12:30 AM 00:30 |
| SINGAPORE | 9:00 AM - 7:00 AM* 09:00 - 07:00 | 8:30 AM 08:30 |
*Next Day
Please see the Auction Process field for the MSCI Daily Auctions FAQ.
Codes
- Clearing Admin Name
- MSCI EM
- Physical
- MML
- Logical
- MML
- GMI (FC)
- AZ
- ION A.C.N.
- Symbol Code
- MML