MSCI USA GTR Index Futures

ICE Futures U.S.

MSCI USA GTR Index Future

Trading Screen Product Name: MSCI USA GTR Index Futures
Trading Screen Hub Name: ICUS
Contract Size: $5 times the MSCI USA GTR Index
Contract Series: 5 contracts in the March, June, September and December cycle
Price Quotation: Index Points, to 3 decimal places
Tick Size: 1.000 Index Points($5.00 per contract);
BIC Trades can be done at 0.001 Index Points
Trading Hours: 8:00 pm to 6:00 pm (6:00 pm open on Sunday evening)
Preopen starts 30 minutes prior to the start of trading.
Last Trading Day: Third Friday of the expiration month. Trading in the expiring contract ceases at 4:15 pm NY time on Last Trading Day.
Contract Symbol: USS
Daily Settlement Window: 15:59 to 16:00 NY time
Final Settlement: Cash settlement to the closing value of the MSCI USA GTR Index on the Last Trading Day for the contract.
Position Limit: Position Accountability Levels - 20,000 lots in any month
Position Limit, All Months Combined - 100,000 lots
Daily Price Limit: None
Off Exchange Trade Types: EFP, EFS, Block Trade
Block Trade Minimum: 5 lot Block Minimum Quantity
IPL Levels: IPL Amount: 300.00 Index Points
Recalc Time and Hold Period: 5 seconds
NCR and RL: NCR 30.00; RL 200.00; CSLOR 20.00 Index Points
Fees: Screen Trades: $0.40 per side
Block and EFRP Trades: $0.60 per side
Markers: BIC (Block at Index Close)
Other Information: View the TIC+ Daily MSCI futures FAQ.
MIC Code: IFUS
Clearing Venues: ICUS

*Next Day

Market opens at 6:00pm on Sunday, for Monday’s trade date. Pre-open at 5:30pm Sunday, 7:30pm Monday through Thursday

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