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MSCI Russia Index Futures

MSCI Russia Index Futures (FMRS)

Product ISIN
DE000A1XQ675
Underlying ISIN
XC000A1HT3X8
Currency
USD

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:May 26, 2017 18:59:35

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
n.a. n.a. n.a. n.a. 0 n.a. 0 -1.53% 514.50 05/26/2017 18:59:35 514.50 4 2,970 05/10/2017 05/26/2017

Statistics

Data is forMay 26, 2017   Last update:May 27, 2017 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
522.969
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
Jun 17517.00517.00517.00517.00514.50042,974
Sep 170.000.000.000.00516.00000
Dec 170.000.000.000.00517.5000704
Mar 180.000.000.000.00519.00000
Jun 180.000.000.000.00520.50000
Sep 180.000.000.000.00522.00000
Dec 180.000.000.000.00524.00000
Mar 190.000.000.000.00525.50000
Jun 190.000.000.000.00527.00000
Sep 190.000.000.000.00529.00000
Dec 190.000.000.000.00531.00000
Mar 200.000.000.000.00533.00000
Total     43,678

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.ZWBA <Index>
thomsonreuters0#FMRS:

Trading

Contract Specifications

Version : 03 May 2017

Contract standards

ContractProduct IDUnderlying
MSCI Australia Index FuturesFMAUMSCI Australia Index
MSCI Canada Index FuturesFMCAMSCI Canada Index
MSCI Canada GTR Index FuturesFMGCMSCI Canada GTR Index
MSCI Chile Index FuturesFMCLMSCI Chile Index
MSCI China Free Index FuturesFMCNMSCI China Free Index
MSCI Colombia Index FuturesFMCOMSCI Colombia Index
MSCI Czech Republic Index FuturesFMCZMSCI Czech Republic Index
MSCI Egypt Index FuturesFMEYMSCI Egypt Index
MSCI France Index FuturesFMFRMSCI France Index
MSCI France GTR Index FuturesFMGFMSCI France GTR Index
MSCI Hong Kong Index FuturesFMHKMSCI Hong Kong Index
MSCI Hungary Index FuturesFMHUMSCI Hungary Index
MSCI Indonesia Index FuturesFMIDMSCI Indonesia Index
MSCI India Index FuturesFMINMSCI India Index
MSCI Japan Index FuturesFMJPMSCI Japan Index
MSCI Japan GTR Index FuturesFMJGMSCI Japan GTR Index
MSCI Malaysia Index FuturesFMMYMSCI Malaysia Index
MSCI Mexico Index FuturesFMMXMSCI Mexico Index
MSCI Morocco Index FuturesFMMAMSCI Morocco Index
MSCI New Zealand Index FuturesFMNZMSCI New Zealand Index
MSCI Pakistan Index FuturesFMPKMSCI Pakistan Index
MSCI Peru Index FuturesFMPEMSCI Peru Index 
MSCI Philippines Index FuturesFMPHMSCI Philippines Index
MSCI Poland Index FuturesFMPLMSCI Poland Index 
MSCI Qatar Index FuturesFMQAMSCI Qatar Index
MSCI Russia Index FuturesFMRSMSCI Russia Index 
MSCI Russia Price Index FuturesFMRUMSCI Russia Price Index 
MSCI South Africa Index FuturesFMZAMSCI South Africa Index 
MSCI Thailand Index FuturesFMTHMSCI Thailand Index 
MSCI UAE Index FuturesFMUAMSCI UAE Index
MSCI UK Index FuturesFMUKMSCI UK Index (GBP)
MSCI UK Index FuturesFMDKMSCI UK Index (USD)
MSCI USA Index FuturesFMUSMSCI USA Index
MSCI USA GTR Index FuturesFMGSMSCI USA GTR Index



Settlement

Cash settlement, payable on the first exchange day following the final settlement day.



Contract values and price gradations

ContractContract valueMinimum price change
PointsValue
MSCI Australia Index FuturesUSD 101USD 10
MSCI Canada Index FuturesUSD 101USD 10
MSCI Canada GTR Index FuturesUSD 101USD 10
MSCI Chile Index FuturesUSD 500.5USD 25
MSCI China Free Index FuturesUSD 500.5USD 25
MSCI Colombia Index FuturesUSD 101USD 10
MSCI Czech Republic Index FuturesUSD 500.5USD 25
MSCI Egypt Index FuturesUSD 500.5USD 25
MSCI France Index FuturesEUR 1000.05EUR 5
MSCI France GTR Index FuturesEUR 1000.05EUR 5
MSCI Hong Kong Index FuturesUSD 110USD 10
MSCI Hungary Index FuturesUSD 1000.1USD 10
MSCI India Index FuturesUSD 1000.1USD 10
MSCI Indonesia Index FuturesUSD 100.5USD 5
MSCI Japan Index FuturesUSD 101USD 10
MSCI Japan GTR Index FuturesUSD 101USD 10
MSCI Malaysia Index FuturesUSD 1000.1USD 10
MSCI Mexico Index FuturesUSD 500.5USD 25
MSCI Morocco Index FuturesUSD 1000.1USD 10
MSCI New Zealand Index FuturesUSD 1000.1USD 10
MSCI Pakistan Index FuturesUSD 500.5USD 25
MSCI Peru Index FuturesUSD 100.5USD 5
MSCI Philippines Index FuturesUSD 500.5USD 25
MSCI Poland Index FuturesUSD 1000.1USD 10
MSCI Qatar Index FuturesUSD 100.5USD 5
MSCI Russia Index FuturesUSD 500.5USD 25
MSCI Russia Price Index FuturesUSD 100.5USD 5
MSCI South Africa Index FuturesUSD 1000.1USD 10
MSCI Thailand Index FuturesUSD 100.5USD 5
MSCI UAE Index FuturesUSD 500.1USD 5
MSCI UK Index FuturesGBP 101GBP 10
MSCI UK Index FuturesUSD 101USD 10
MSCI USA Index FuturesUSD 101USD 10
MSCI USA GTR Index FuturesUSD 101USD 10



Contract months

Maturity months (up to 36 months): The twelve nearest quarterly months of the March, June, September and December.



Last trading day and final settlement day

Last trading day is the third Friday of each maturity month if this is an exchange day at Eurex; otherwise the exchange day immediately preceding that day .

Final settlement day of MSCI Index Futures is the exchange day immediately following the last trading day.

Close of trading in the maturing futures on the Last Trading Day is at 22:00 CET.


Daily settlement price
The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades transacted within this period.

For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book.


Final settlement price

The Final settlement price is established by Eurex on the final settlement day of the contract and is determined by the closing value of the Net Total Return Index (FMRU: Price Index) on the last trading day.

Further details are available in the clearing conditions and the contract specifications.

Trading Calendar

  • 02 Jan 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 02 Jan 2017
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 02 Jan 2017
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 06 Jan 2017
    Equity Index Derivatives | Austria | Finland | Holiday

    Eurex is closed for trading and exercise in Austrian and Finnish equity index derivatives

  • 16 Jan 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 20 Feb 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 14 Apr 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 17 Apr 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 01 May 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 25 May 2017
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 25 May 2017
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 25 May 2017
    Equity Index Derivatives | Austria | Finland | Holiday

    Eurex is closed for trading and exercise in Austrian and Finnish equity index derivatives

  • 29 May 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 05 Jun 2017
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 05 Jun 2017
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 05 Jun 2017
    Fixed Income Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 05 Jun 2017
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives

  • 15 Jun 2017
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 23 Jun 2017
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 04 Jul 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 01 Aug 2017
    Equity Index Derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • 01 Aug 2017
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Funds Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 15 Aug 2017
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 04 Sep 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 03 Oct 2017
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives

  • 09 Oct 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Oct 2017
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 31 Oct 2017
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives

  • 01 Nov 2017
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 10 Nov 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 23 Nov 2017
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange Traded Commodities Derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 06 Dec 2017
    Equity Index Derivatives | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • 08 Dec 2017
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • 25 Dec 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 26 Dec 2017
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Funds Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3007:5022:0022:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3007:5022:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard feesUSD 0.50 per contract
TES transactions: Standard feesUSD 0.75 per contract
Position Closing AdjustmentsUSD 1.00 per contract
Cash settlementUSD 0.50 per contract
Position transfer with cash transferUSD 13.00 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.

Parameters

Maximum Spreads

Maximum Spread DMM 1
(in basis points)

Maximum Spread DMM 2

(in basis points)

75150


In Fast Market, the Maximum Spread is increased by 100 percent.

Minimum Quote Size

DMM 1: 10 contracts on the bid and ask side.

DMM 2: 30 contracts on the bid and ask side.

DMM in MSCI Index Futures:
The minimum quote duration is 70 percent of the trading hours between 09:00 and 17:30 CET or 15:30 and 22:00 CET on a monthly average.
The first maturity month has to be quoted.

In Fast Market, the minimum quote size is reduced by 50 percent.

Market Makers

Mistrade Ranges

A deviation of the mistrade transaction price from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price more than 20 percent of the margin parameters for the corresponding futures contract, unless another regulation has been made for an individual product.

Crossing Parameters

(section 2.3 Eurex Trading Conditions)

(1) Orders and quotes relating to the same contract or to a system-supported combination of contracts may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a prearranged trade), unless the conditions according to paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of the Eurex Exchanges to the Market Surveillance Office of Eurex Germany or to the Surveillance and Enforcement Office of Eurex Zurich, with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of paragraph 1. The details of the specifications of the description of the IT linkage pursuant to sentence 1 shall be determined by the Surveillance Offices of Eurex Germany and Eurex Zurich in agreement with the Boards of Management of the Eurex Exchanges. The specifications shall be subject to publication. Disclosure of said specifications to one of the two Surveillance Offices named above shall be deemed to be disclosure to both Eurex Surveillance Offices.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote, enters a cross request equivalent to the number of contracts of the order. The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, Options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in the opening period (subsection 1.3 paragraph 2) or during the closing auction (subsection 1.3 paragraph (3)).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

Orderbook

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