CME Group E-mini MSCI EAFE

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This contract was delisted on June 19, 2011.

The MSCI EAFE® futures contract was created to help manage international equity exposure. Traders gain access to more than 1,100 underlying issues from over 20 countries with one transaction by employing this contract, compared to using a basket of country-specific futures. It is the first electronically traded futures contract on this international benchmark to which $1.5 trillion+ in investments are tied.


E-Mini MSCI EAFE futures
Exchange CME Group
Settlement Cash settled
Contract Size $50 times the MSCI EAFE Index
Pricing Unit 1 point = $50 .01 index point = .50
Tick Value Need tick value!
Contract Months First four months in March Quarterly Cycle (March June, September, and December
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Mon/Thur 3:30 p.m. to 3:15 p.m. Central time the next day, with a shutdown period between 4:30 p.m. and 5:00 p.m. Central time; Sundays and Holidays 5:00 p.m. to 3:15 p.m. Central time the following day. Last Trading Day --10:00 a.m.
Ticker Symbol N/A EFE
Price Limits N/A Regular 0.10=$5.00; Calendar Spread 0.10=$5.00

Notes[edit]

Also See[edit]

CME Group stock index products

References[edit]

CME Group Web site