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MSCI USA Minimum Volatility GTR Index Future75392112

ICE Futures U.S.

MSCI USA Minimum Volatility GTR Index Future

Description

The MSCI USA Minimum Volatility GTR Index Future is a quarterly, cash-settled future based on the MSCI USA Minimum Volatility GTR Index.

Market Specifications

Trading Screen Product Name
MSCI USA Min Vol GTR Index Futures
Trading Screen Hub Name
ICUS
Contract Size
$10 times the MSCI USA Minimum Volatility GTR Index
Contract Series
5 contracts in the March, June, September and December cycle
Price Quotation
Index points, to three decimal places
Tick Size
.10 Index points, equal to $1.00 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
MUV
Daily Settlement Window
15:59 to 16:00 NY time
Final Settlement
Cash settlement to the closing value of the MSCI USA Minimum Volatility GTR Index on the Last Trading Day for the contract.
Position Accountability and Limit Levels
Position Accountability Level - TBD
Position Limit, All Months Combined - TBD
Daily Price Limit
None.
Block Trade Minimum
5 lot Block Minimum Quantity
IPL Levels
IPL Amount: TBD Index Points
Recalc Time and Hold Period: 5 seconds
NCR and RL
NCR TBD; RL TBD; CSLOR TBD Index Points
Fees
Screen Trades: $1.20 per side
Block and EFRP Trades: $1.75 per side
EFP and EFS Enabled
[Edit this field]
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
Singapore9:00 AM - 7:00 AM*
09:00 - 07:00
8:30 AM
08:30

*Next Day

Market opens at 6:00pm on Sunday, for Monday’s trade date. Pre-open at 5:30pm Sunday, 7:30pm Monday through Thursday

Codes

Clearing Admin Name
MSCI USA
Physical
MUV
Logical
MUV
GMI (FC)
ION A.C.N.
Symbol Code
MUV