ICE MSCI Emerging Markets Asia (NTR) Index

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MSCI Emerging Markets Asia (NTR) is an index that looks at large and mid-cap stocks in 9 Emerging Market countries in Asia. This index covers 1,112 constituents and approximately 85% of the free float-adjusted market capitalization in each country.[1]

MSCI Emerging Markets Asia (NTR) Index Futures
Trading Screen Product Name MSCI EM Asia NTR Index Futures
Trading Screen Hub Name ICUS
Contract Size 100 USD multiplied by the MSCI Emerging Markets Asia Net Total Return (NTR) Index level
Contract Series Twelve months in the March, June, September and December quarterly cycle
Price Quotation Index Points, to 3 decimal places
Tick Size 0.050 Index Points($5.00 per contract);

BIC and Block Trades can be done at 0.001 Index Points

Last Trading Day Third Friday of the contract month. Trading in the expiring contract ceases at 4:15pm NY time on Last Trading Day.
Contract Symbol ASN
Final Settlement Cash settlement to the closing value of the MSCI Emerging Markets Asia Net Total Return (NTR) Index on the Last Trading Day for the contract.
Position Limit Position Limit and Position Accountability information for all IFUS products can be found here.[2]
Daily Price Limit N/A
Off Exchange Trade Types Block Trade

EFP EFS

Block Trade Minimum 50 contract block threshold on outrights, 25 contract threshold on calendar spreads.
MIC Code IFUS
Clearing Venues ICUS
Trading Hours CITY TRADING PRE-OPEN
NEW YORK 8:00 PM - 6:00 PM*

20:00 - 18:00

7:30 PM

19:30

LONDON 1:00 AM - 11:00 PM*

01:00 - 23:00

12:30 AM

00:30

SINGAPORE 9:00 AM - 7:00 AM*

09:00 - 07:00

8:30 AM

08:30

*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

Codes Clearing Admin Name MSCI EM
Physical ASN
Logical ASN
GMI (FC) B?
ION A.C.N. None

Notes

References

  1. MSCI Emerging Markets Asia Index (USD). MSCI.
  2. Position Limit and Accountability. ICE.

Resources

ICE MSCI Emerging Markets Asia (NTR) Index Product Spec