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MSCI EURO INDEX FUTURES
 


Codes and classification
Mnemo MCU Market NYSE Liffe London Vol. 0 19/11/09
    Currency € O.I. 293
 MSCI Euro Index and MSCI Pan-Euro Index Futures
Unit of trading Valued at €20 per Index point (e.g. value €20,000 at 1000.0)
Delivery months March, June, September, December (nearest three available for trading).
Quotation Index points (eg 1000.0)
Minimum price movement
(tick size and value)		 0.1 (€2)
Last trading day 12:00:30 Third Friday in delivery month.1
Delivery day First business day after the Last Trading Day.
Trading hours 08:00 - 17:00
Related documentation
Equity Index Contracts (No. 301) - effective 31 July 2009
Last update 31/07/09

1 - In the event of the third Friday not being a business day, the Last Trading Day shall normally be the last business day preceding the third Friday.

Trading Platform:

  • LIFFE CONNECT® Trading Host for Futures and Options
  • Algorithm: Central order book applies a price-time trading algorithm with priority given to the first order at the best price.
  • Wholesale Services: Asset Allocation, Block Trading Basis Trading

Exchange Delivery Settlement Price (EDSP): The EDSP is based on the average values of the Index every fifteen seconds between (and including) 12:40 and 13:00 (C.E.T.) (11:40 and 12:00 London time) on the Last Trading Day. Of the 81 measured values, the highest 12 and lowest 12 will be discarded and the remaining 57 will be averaged to calculate the EDSP. Where necessary, the calculation will be rounded to the nearest 0.1 index point.

Contract Standard: Cash settlement based on the Exchange Delivery Settlement Price

Unless otherwise indicated, all times are London times.