June 14, 2010
NYSE Technologies would like to confirm that NYSE Liffe U.S. that the go live date for a new futures contract based on the following MSCI flagship indices is June 28, 2010:
MSCI USA Index
Market data for this new contract 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, June 14, 2010.
Contract Details
|
Exchange Code |
C |
C |
|
Contract Code |
MCU |
MRG |
|
Contract Type |
F |
F |
|
Contract Name |
MSCI USA Value Index |
MSCI USA Growth Index |
|
Listing Date |
28 June 2010 |
28 June 2010 |
|
Tick Size |
0.10 |
0.10 |
|
Price Format Code |
N |
N |
|
Trade Numerator |
10 |
10 |
|
Settlement Numerator |
10 |
10 |
|
EDSP Numerator |
1 |
1 |
|
Tick Size Denominator |
1 |
1 |
|
Tick Value |
$5.00 |
$5.00 |
|
Lot Size |
1 |
1 |
|
Currency |
USD |
USD |
|
Cash Settled |
Y |
Y |
|
Index Level |
1247.00 |
881.04 |
|
Contract Multiplier |
$50 |
$50 |
|
Contract Notional Size |
$62,350 |
$44,052 |
|
Trading Hours (NY time) |
3:00am-5:00pm |
3:00am-5:00pm |
|
Daily Settlement (NY) |
4:15pm |
4:15pm |
|
Last Trade Date/Time (NY) |
3rd Fri. 9:30am |
3rd Fri. 9:30am |
|
Pre- Open (Chicago) |
01:15 |
01:15 |
|
Open (Chicago) |
02:00 |
02:00 |
|
Pre- Close (Chicago) |
15:58 |
15:58 |
|
Close (Chicago) |
16:00 |
16:00 |
|
Daily Settle-ment |
15:15 |
15:15 |
|
Pre- Expiry |
08:28 |
08:28 |
|
Expiry |
08:30 |
08:30 |
|
Contract Months |
4 Mos MJSD cycle |
4 Mos MJSD cycle |
|
Final Settlement* |
SOQ |
SOQ |
|
Daily Price Limits |
NONE |
NONE |
|
Format Code |
Format Long Name |
Price Format |
Price Display |
Meaning |
|
N |
Decimal 1/100 points |
PPPPFF |
67330 |
673.30 |
|
PPPP Points, |
Final settlement will be calculated by MSCI and communicated to LMS. There is no requirement for system support of the EDSP calculation / process.