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MSCI China NTR Index Future81690703

ICE Futures U.S.

MSCI China NTR Index Future

Description

MSCI China Net Total Return Index Future

Market Specifications

Trading Screen Product Name
MSCI China NTR Future
Trading Screen Hub Name
ICUS
Contract Symbol
CHH
Contract Size
$100 times the MSCI China NTR Index
Contract Series
5 contracts in the March, June, September and December cycle
Price Quotation
Index points, to three decimal places
Tick Size
.050 Index points, equal to $5.00 per contract;
(Block 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.
Daily Settlement Window
15:59 to 16:00 NY time
Final Settlement
Cash settlement to the closing value of the MSCI China NTR Index on the Last Trading Day for the contract.
Position Accountability and Limit Levels
Position Accountability Level, single month – 10,000 lots
Position Limit, All Months Combined – 50,000 lots
Daily Price Limit
None
Off Exchange Trade Types
Block: 5 lot Block Minimum Quantity
EFP
EFS
NCR, RL and IPL Levels
NCR TBD;
RL TBD;
CSLOR TBD Index Points
IPL Amount: TBD Index Points. Recalc Time and Hold Period: 5 seconds
Fees
Screen Trades: $1.20 per side
Block and EFRP Trades: $1.75 per side
MIC Code
IFUS
Clearing Venues
ICUS

Trading Hours

CityTradingPre-Open
New York8:00 PM - 6:00 PM*
20:00 - 18:00
7:30 PM
19:30
London1:00 AM - 11:00 PM*
01:00 - 23:00
12:30 AM
00:30
Singapore8:00 AM - 6:00 AM*
08:00 - 06:00
7:30 AM
07:30

*Next Day

Codes

Clearing Admin Name
MSCI EM
Physical
CHH
Logical
CHH
Symbol Code
CHH