- Trading Screen Product Name
- MSCI World NTR Index Futures (EUR)
- Trading Screen Hub Name
- ICUS
- Contract Size
€100 times the MSCI World NTR Index (EUR)
- Contract Series
5 contracts in the March, June, September, and December cycle
- Price Quotation
Index points, to three decimal places
- Tick Size
0.05 Index points, equal to . €5.00 per contract
(Block Trades can be done at .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
ESI
- Daily Settlement Window
15:59 to 16:00 NY time
- Final Settlement
Cash settlement to the closing value of the MSCI World NTR Index
(EUR) on the Last Trading Day for the contract.
- Position Accountability and Limit Levels
Position Accountability Level, single month – TBD
Position Limit, All Months Combined – TBD
- Daily Price Limit
None
- Off Exchange Trade Types
Block: 5 lot Block Minimum Quantity
EFP
EFS
- NCR, RL and IPL Levels
IPL Amount: TBD
Recalc Time and Hold Period: TBD
NCR TBD; RL TBD; CSLOR TBD
- Fees
Screen Trades: $0.40 per side
Block and EFRP Trades: $0.60 per side
- MIC Code
- IFUS
- Clearing Venues
- ICUS