- Trading Screen Product Name
- MSCI Canada GTR Index Futures
- Trading Screen Hub Name
- ICUS
- Contract Size
$10 times the MSCI Canada GTR Index
- Contract Series
5 contracts in the March, June, September and December cycle
- Price Quotation
Index Points, to 3 decimal places
- Tick Size
1.000 Index Points($10.00 per contract);
BIC Trades can be done at 0.001 Index Points
- Trading Hours
8:00 pm to 6:00 pm (6:00 pm open on Sunday evening)
Preopen starts 30 minutes prior to the start of trading.
- 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
CAD
- Daily Settlement Window
15:59 to 16:00 NY time
- Final Settlement
Cash settlement to the closing value of the MSCI USA GTR Index on
the Last Trading Day for the contract.
- Position Limit
Position Accountability Levels - 20,000 lots in any month
Position Limit, All Months Combined - 100,000 lots
- Daily Price Limit
None
- Off Exchange Trade Types
EFP, EFS, Block Trade
- Block Trade Minimum
5 lot Block Minimum Quantity
- IPL Levels
IPL Amount: 180.00 Index Points
Recalc Time and Hold Period: 5 seconds
- NCR and RL
NCR 18.00; RL 150.00; CSLOR 12.00 Index Points
- Fees
Screen Trades: $0.40 per side
Block and EFRP Trades: $0.60 per side
- Markers
BIC (Block at Index Close)
- MIC Code
- IFUS
- Clearing Venues
- ICUS