NYSE Technologies would like to confirm that NYSE Liffe U.S. will have a go live date for a set of new futures contract based on the following MSCI flagship indices is October 1, 2010:
Market data for these new contracts will be available via the NYSE Liffe U.S. market data feed. Quote vendors should refer to the contract details listed below for the new contracts names, including the Price Format Code that will be used.
The contracts will be available on the test environment from today, September 23, 2010.
Contract Details:
|
Exchange Code |
C |
C |
|
Contract Code |
MFU |
MMN |
|
Contract Type |
F |
F |
|
Contract Name |
MSCI EAFE NTR Mini Index |
MSCI Emerging Markets NTR Mini Index |
|
Copy Contract Code |
MFS |
MME |
|
Copy Contract Name |
MSCI EAFE Index |
MSCI Emerging Markets Index |
|
Listing Date |
1 October 2010 |
1 October 2010 |
|
Tick Size |
0.100 |
0.100 |
|
Price Format Code |
N |
N |
|
Trade Numerator |
10 |
10 |
|
Settlement Numerator |
10 |
10 |
|
EDSP Numerator |
1 |
1 |
|
Tick Size Denominator |
1 |
1 |
|
Tick Value |
$2.00 |
$10.00 |
|
Lot Size |
1 |
1 |
|
Currency |
USD |
USD |
|
Cash Settled |
Y |
Y |
|
Index Level |
3718.66 |
381.02 |
|
Contract Multiplier |
$20 |
$100 |
|
Contract Notional Size |
$74,373 |
$38,102 |
|
Trading Hours (NY time) |
7:16pm-5:00pm |
7:16pm-5:00pm |
|
Daily Settlement (NY) |
4:15pm |
4:15pm |
|
Last Trade Date/Time (NY) |
3rd Fri. 9:30am |
3rd Fri. 4:15pm |
|
Pre- Open (Chicago) |
17:31 |
17:31 |
|
Open (Chicago) |
18:16 |
18:16 |
|
Pre- Close (Chicago) |
15:58 |
15:58 |
|
Close (Chicago) |
16:00 |
16:00 |
|
Daily Settle-ment |
15:15 |
15:15 |
|
Pre- Expiry |
10:28 |
15:13 |
|
Expiry |
10:30 |
15:15 |
|
Contract Months |
4 Mos MJSD cycle |
4 Mos MJSD cycle |
|
Final Settlement* |
Index Close |
Index Close |
|
Daily Price Limits |
NONE |
NONE |
|
Price Format Code |
Format Long Name |
Price Format |
Price Display |
Meaning |
|
N |
Decimal 1/100 points |
PPPPFF |
67330 |
673.30 |
|
PPPP Points, |
Help and Support:
For further information, clients are advised to contact their account manager or nyseliffedata@nyx.com.
Best regards,
Global Market Data
NYSE Technologies