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Description

The MSCI Europe Selection NTR Index Futures are cash settled upon expiration. The underlying index is the MSCI Europe Selection Net Total Return Index denominated in USD.
https://www.msci.com/documents/10199/37d4cf97-2195-4444-9fe6-7e2699b78643

Market Specifications

Trading Screen Product Name

MSCI Europe Selection NTR Index Futures

Trading Screen Hub Name

ICUS

Contract Size

USD 200 multiplied by the MSCI Europe Selection NTR Index level

Contract Series

5 Quarterly expiries in the Mar, Jun, Sep, Dec cycle

Price Quotation

Index points

Tick Size

0.050 Index Points ($10) for Central Limit Order Book
0.001 ($0.20) for Block Trades

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

LFU

Final Settlement

Cash settlement to the closing value of the MSCI Europe Selection NTR USD 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

Off Exchange Trade Types

Block Trade
EFP
EFS

Block Trade Minimum

5

Other Information

View the TIC+ Daily MSCI futures FAQ.

MIC Code

IFUS

Clearing Venues

ICUS

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Trading Hours

Codes