- Trading Screen Product Name
- MSCI ACWI NTR Index Futures
- Trading Screen Hub Name
- ICUS
- Contract Size
200 USD multiplied by the MSCI All Country World Net Total Return
(NTR) Index level
- Contract Series
Five (5) months in the March, June, September and December
quarterly cycle
- Price Quotation
Index points, to three (3) decimal places
- Tick Size
025 Index points, equal to 5.00 USD per contract. Block at Close
(BIC) minimum tick size: .001 index points.
- Last Trading Day
Third Friday of the contract month. Trading in the expiring
contract ceases at 4:15pm NY time on Last Trading Day.
- Contract Symbol
MMW
- Final Settlement
Cash settlement to the closing value of the MSCI All Country World
Net Total Return (NTR) 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
- Fees
Screen Trades: $0.40 per side
Block and EFRP Trades: $0.60 per side
- Off Exchange Trade Types
Block Trade
EFP
EFS
- Block Trade Minimum
50 contract block threshold on outrights, 25 contract threshold on
calendar spreads.
- Other Information
View the TIC+ Daily MSCI futures
FAQ.
- MIC Code
- IFUS
- Clearing Venues
- ICUS