MSCI Index Futures Contract Specifications: Currency Hedged
Contracts and Regional Contracts
Subject to the completion of relevant regulatory processes, on and from Monday 14 December 2015, the
Contract shall be made available within ICE Block only under the terms of Contract Rule MMMMMM.
ICE Block Minimum Volume Thresholds
The minimum volume thresholds in respect of the Contract shall be 1 lot for outright trades and 2 lots for
strategy trades.
Reporting Days, Reporting Hours and Last Trading Day
The Contract will be capable of being reported via ICE Block on all market days in 2015. A list of dates in
which the Contract will be unavailable in 2015 is set out in Trading Schedule Migrated Liffe Contracts.
Members may report business in the Contract to the Exchange via ICE Block between 08:00 and 17:30
hours (London time), except on the Last Trading Day when business may be reported between 08:00 and
16:00 hours (London time).
U.S. Regulatory Position
Members should note that U.S. Persons are not currently permitted to engage in transactions in the
Contract.
MSCI EMU 100% Hedged to USD Index Future
Cash settled Index Futures contract based on the MSCI EMU 100% Hedged to USD
Net Total Return Index denominated in USD.
Description
The MSCI EMU (European Economic and Monetary Union) 100% Hedged to USD
Net Total Return Index represents a close estimation of the performance that can be
achieved by hedging the currency exposure of its parent index, the MSCI EMU Index,
to the USD.
Index information on Index Factsheet
Contract Symbol
MHE

Contract Size
Valued at $100 per Index Point

Currency
US Dollars per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price
Quotation
Ten cents ($0.10)

Minimum Price
Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price
(EDSP)
The EDSP is established on the basis of the Official Closing Value of the underlying
Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December cycle;
plus up to three of the nearest serial months such that the nearest four calendar
months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum of two
years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMIEM00000ZUS
Real Time Index Level: .MIEM00000ZUS
Futures To Be Confirmed
MSCI Japan 100% Hedged to EUR Index Future
Cash settled Index Futures contract based on the MSCI Japan 100% Hedged to
EUR Net Total Return Index denominated in EUR.
Description
The MSCI Japan 100% Hedged to EUR Index represents a close estimation of the
performance that can be achieved by hedging the currency exposure of its parent
index, the MSCI Japan Index, to the EUR
Index information on Index Factsheet
Contract Symbol
MHI

Contract Size
Valued at €100 per Index Point

Currency
€ EUR per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price
Quotation
Ten euro cents (€0.10)

Minimum Price
Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price
(EDSP)
The EDSP is established on the basis of the Official Closing Value of the
underlying Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December cycle;
plus up to three of the nearest serial months such that the nearest four calendar
months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum of two
years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMIJP00000ZEU
Real Time Index Level: .MIJP0MCP0NEU
Futures To Be Confirmed
MSCI World 100% Hedged to EUR Index Future
Cash settled Index Futures contract based on the MSCI EMU 100% Hedged to
EUR Net Total Return Index denominated in EUR.
Description
The MSCI World 100% Hedged to EUR Index represents a close estimation of the
performance that can be achieved by hedging the currency exposures of its parent
index, the MSCI World Index, to the EUR.
Index information on Index Factsheet
Contract Symbol
MHN

Contract Size
Valued at €100 per Index Point

Currency
€ EUR per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price
Quotation
Ten euro cents (€0.10)

Minimum Price
Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price
(EDSP)
The EDSP is established on the basis of the Official Closing Value of the
underlying Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December cycle;
plus up to three of the nearest serial months such that the nearest four calendar
months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum of two
years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMIWO000P0ZEU
Real Time Index Level: .MIWO000P0ZEU
Futures To Be Confirmed
MSCI EMU Net Total Return Index Future
Cash settled Index Futures contract based on the MSCI EMU Index Net Total
Return Index denominated in EUR.
Description
The MSCI EMU (European Economic and Monetary Union) Net Total Return
Index captures large and mid-cap representation across the 10 Developed
Markets countries in the EMU.
Index information on Index Factsheet
Contract Symbol
MSB

Contract Size
Valued at €100 per Index Point

Currency
€ EUR per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price
Quotation
Ten euro cents (€0.10)

Minimum Price
Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price (EDSP)
The EDSP is established on the basis of the Official Closing Value of the
underlying Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December cycle;
plus up to three of the nearest serial months such that the nearest four calendar
months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum of two
years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMIEM00000NEU
Real Time Index Level: .MIEM00000NEU
Futures To Be Confirmed
MSCI Europe ex Switzerland Index Future
Cash settled Index Futures contract based on the MSCI Europe ex
Switzerland Index Net Total Return Index denominated in EUR.
Description
The MSCI Europe ex Switzerland Index captures large and mid-cap
representation across 14 Developed Markets (DM) countries in Europe.
Index information on Index Factsheet
Contract Symbol
MSZ

Contract Size
Valued at €100 per Index Point

Currency
€ EUR per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price Quotation
Ten euro cents (€0.10)

Minimum Price Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price (EDSP)
The EDSP is established on the basis of the Official Closing Value of the
underlying Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December
cycle;
plus up to three of the nearest serial months such that the nearest four
calendar months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum of
two years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMIEUC0000NEU
Real Time Index Level: .MIEUC0000NEU
Futures To Be Confirmed
MSCI Switzerland Index (EUR) Future
Cash settled Index Futures contract based on the MSCI Switzerland Index
Net Total Return Index denominated in EUR.
Description
The MSCI Switzerland Index is designed to measure the performance of the
large and mid-cap segments of the Swiss market.
Index information on Index Factsheet
Contract Symbol
MSR

Contract Size
Valued at €100 per Index Point

Currency
€ EUR per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price Quotation
Ten euro cents (€0.10)

Minimum Price Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price (EDSP)
The EDSP is established on the basis of the Official Closing Value of the
underlying Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December
cycle;
plus up to three of the nearest serial months such that the nearest four
calendar months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum
of two years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMICH00000NEU
Real Time Index Level: .MICH00000NEU
Futures To Be Confirmed
MSCI Switzerland Index (CHF) Future
Cash settled Index Futures contract based on the MSCI EMU Index Net
Total Return Index denominated in EUR.
Description
The MSCI Switzerland Index is designed to measure the performance of the
large and mid-cap segments of the Swiss market.
Index information on Index Factsheet
Contract Symbol
MSH

Contract Size
Valued at CHF 10 per Index Point

Currency
CHF per index point

Trading Tick Size
One thousandth of an index point (0.001)

Settlement Price Quotation
One CHF cent (CHF0.01)

Minimum Price Fluctuation
One thousandth of an index point (0.001)

Last Trading Day
Third Friday of the delivery month

Exchange Delivery
Settlement Price (EDSP)
The EDSP is established on the basis of the Official Closing Value of the
underlying Index on the Last Trading Day

Contract Series
The first six quarterly months from the March/June/September/December
cycle;
plus up to three of the nearest serial months such that the nearest four
calendar months are available for trading;
plus the half yearly months on the June/December cycle up to a maximum
of two years.

Delivery Date
Second business day after the Last Trading Day

Trading Platform
ICE Block Only

Clearing House
ICE Clear Europe

Reuters RIC Codes
Official Closing Level: .dMICH00000NCH
Real Time Index Level: .MICH00000NCH
Futures