MSCI China NTR Index Future

ICE Futures U.S.

MSCI China Net Total Return Index Future

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

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