- Trading Screen Product Name
- MSCI China NTR Futures
- 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