ICE MSCI Brazil NTR Index

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The Brazil Index of MSCI focuses on the Brazilian market, measuring performances of large and mid-cap stocks. Roughly 85% of the Brazilian equity universe is covered by the Index with 54 constituents.[1]

The MSCI Brazil Net Total Return Index Futures are cash settled upon expiration. The underlying index is the MSCI Brazil Net Total Return Index denominated in USD.

MSCI Brazil NTR Index Futures
Trading Screen Product Name MSCI Brazil NTR (USD) - Stnd Index Future
Trading Screen Hub Name ICEU
Contract Size Contract valued at USD 100 per index point
Contract Series Nearest twelve (12) months in the March, June, September and December quarterly cycle
Price Quotation Index points
Tick Size 0.001 (USD 0.1)
Last Trading Day Third Friday of the Delivery Month. Trading in the expiring contract ceases at 16:30 (London time) on the Last Trading Day.
Contract Symbol MCG
Final Settlement Cash settlement based on the Exchange Delivery Settlement Price on the Second Business day after the Last Trading Day
Position Limit N/A
Off Exchange Trade Types 1
MIC Code IFLL
Clearing Venues ICEU
Trading Hours CITY TRADING PRE-OPEN
NEW YORK 3:00 AM - 4:00 PM

03:00 - 16:00

1:03 AM

01:03

LONDON 8:00 AM - 9:00 PM

08:00 - 21:00

6:03 AM

06:03

SINGAPORE 4:00 PM - 5:00 AM

16:00 - 05:00

2:03 PM

14:03

Codes Clearing Admin Name MSCI Fut UNRSTD
Physical MCG
Logical MCG
GMI (FC) H6
ION A.C.N. None

Notes

References

  1. MSCI Brazil Index. MSCI.

Resources

ICE MSCI Brazil NTR Index Product Spec