UPDATE : NYSE Liffe U.S. to launch several new MSCI Index Futures on November 1, 2010

In Brief: UPDATE: NYSE Liffe U.S. to launch several new MSCI Index Futures
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Thu, 09/23/2010

 

NYSE Technologies would like to confirm that the NYSE Liffe U.S. has a go live date for new futures contracts based on the following MSCI flagship indices is November 1, 2010.

 

  • MSCI Euro Index
  • MSCI Pan-Euro Index
  • MSCI Europe Index
  • MSCI Europe Growth Index
  • MSCI Europe Value 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, September 23, 2010.  

Note: The following contract details have changed. 

 

  • MSCI Europe Index
  • MSCI Europe Growth Index
  • MSCI Europe Value Index

 

Contract Details:
 

Exchange Code

C

C

C

C

C

Contract Code

MEU

MPP

MCE

MGE

MPU

Contract Type

F

F

F

F

F

Contract Name

MSCI Euro Index

MSCI Pan-Euro Index

MSCI Europe Index

MSCI Europe Growth Index

MSCI Europe Value Index

Copy Contract Code

MUN

MUN

MUN

MUN

MUN

Copy Contract Name

MSCI USA Index

MSCI USA Index

MSCI USA Index

MSCI USA Index

MSCI USA Index

Listing Date

1 November 2010

1 November 2010

1 November 2010

1 November 2010

1 November 2010

Tick Size

0.100

0.100

0.010

0.010

0.010

Price Format Code

N

N

N

N

N

Trade Numerator

10

10

1

1

1

Settlement Numerator

10

10

1

1

1

EDSP Numerator

1

1

1

1

1

Tick Size Denominator

1

1

1

1

1

Tick Value

2.00

2.00

2.00

2.00

2.00

Lot Size

1

1

1

1

1

Currency

EUR

EUR

EUR

EUR

EUR

Cash Settled

Y

Y

Y

Y

Y

Index Level

848.39

864.20

90.16

79.64

99.07

Contract Multiplier

20

20

200

200

200

Contract Notional Size

16,968

17,284

18,032

15,928

19,814

Trading Hours (NY time)

3:00am-5:00pm

3:00am-5:00pm

3:00am-5:00pm

3:00am-5:00pm

3:00am-5:00pm

Daily Settlement (NY)

4:15pm

4:15pm

4:15pm

4:15pm

4:15pm

Last Trade Date/Time (NY)

3rd Fri. 11:30am

3rd Fri. 11:30am

3rd Fri. 11:30am

3rd Fri. 11:30am

3rd Fri. 11:30am

Pre- Open (Chicago)

01:15

01:15

01:15

01:15

01:15

Open (Chicago)

02:00

02:00

02:00

02:00

02:00

Pre- Close (Chicago)

15:58

15:58

15:58

15:58

15:58

Close (Chicago)

16:00

16:00

16:00

16:00

16:00

Daily Settle-ment

15:15

15:15

15:15

15:15

15:15

Pre- Expiry

10:28

10:28

10:28

10:28

10:28

Expiry

10:30

10:30

10:30

10:30

10:30

Contract Months

4 Mos MJSD cycle

4 Mos MJSD cycle

4 Mos MJSD cycle

4 Mos MJSD cycle

4 Mos MJSD cycle

Final Settlement*

Index Close

Index Close

Index Close

Index Close

Index Close

Daily Price Limits

NONE

NONE

NONE

NONE

NONE

 

Price Format

 

Format Code

Format Long Name

Price Format

Price Display

Meaning

N

Decimal 1/100 points

PPPPFF

67330

673.30

PPPP Points, 
FF - .01 increments

 

Final settlement will be calculated by MSCI and communicated to LMS. There is no requirement for system support of the EDSP calculation / process.

 

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