- Trading Screen Product Name
- MSCI MarketAxess EUR IG Tradable Corporate Bond Index Futures
- Trading Screen Hub Name
- ICUS
- Contract Size
€50 times the MSCI MarketAxess EUR IG Tradable Corporate Bond
Index (symbol MFTREIGT Index)
- Contract Series
The nearest three quarterly contract months in the March, June,
September and December cycle.
- Price Quotation
Index Points, to 4 decimal places
- Tick Size
0.0500 Index Points (€2.50 per contract);
Block Trades can be done at 0.0010 Index Points
- Last Trading Day
Third Friday of the contract month. Trading in the expiring
contract ceases at 2:15pm NY time on Last Trading Day.
- Contract Symbol
Futures Contract Symbol: EIG
Cash Index Symbol: MFTREIGT Index
- Daily Settlement Window
3:55-4:00 pm NY time
- Final Settlement
Cash settlement to the closing value of the MSCI MarketAxess EUR IG
Tradable Corporate Bond Index (symbol MFTRUIGT Index) on the Last
Trading Day for the contract.
- Position Limit
Position Accountability Level - 5,000 Lots Single Month.
Position Limit - 10,000 lots all Months Combined.
- Daily Price Limit
N/A
- Block Trade Minimum
5 lot Block Minimum Quantity
- Off Exchange Trade Types
Block Trade
EFP
EFS
- EFP and EFS Enabled
Yes
- IPL Levels
IPL Amount: 12.000 Index Points
Recalc Time and Hold Period: 5 seconds
- NCR, RL and CSLOR
NCR 3.000.
RL 10.000.
CSLOR 2.000 index points
- MIC Code
- IFUS
- Clearing Venues
- ICUS