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MSCI World Index Futures

MSCI World Index Futures (FMWN)

Product ISIN
DE000A11Q364
Underlying ISIN
XC000A1MXAF4
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:May 21, 2018 19:34:11

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. 263.35 n.a. 263.55 n.a. +0.59% 263.75 05/21/2018 19:34:11 263.70 39 143,382 05/21/2018 05/21/2018

Statistics

Data is forMay 18, 2018   Last update:May 19, 2018 00:00:00

Product type:
F
Stock exchange:
n/a
Underlying closing price:
262.401
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interest
Jun 18261.90262.95261.80261.85262.2004,514143,589
Sep 180.000.000.000.00262.40000
Dec 180.000.000.000.00262.30000
Mar 190.000.000.000.00262.25000
Jun 190.000.000.000.00262.20000
Sep 190.000.000.000.00262.00000
Dec 190.000.000.000.00261.85000
Mar 200.000.000.000.00261.80000
Jun 200.000.000.000.00261.80000
Sep 200.000.000.000.00261.85000
Dec 200.000.000.000.00261.95000
Mar 210.000.000.000.00262.05000
Total     4,514143,589

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.RSWA <Index>
thomsonreuters0#FMWN:

Trading

Contract Specifications

Version : 12 Feb 2018

Contract standards

ContractProduct IDUnderlying
MSCI Europe Index FuturesFMEUMSCI Europe Index (NTR, EUR)
MSCI Europe Index FuturesFMEDMSCI Europe Index (NTR, USD)
MSCI Europe Price Index FuturesFMEPMSCI Europe Index (Price Index, EUR)
MSCI Europe Growth Index FuturesFMEGMSCI Europe Growth Index
MSCI Europe Value Index FuturesFMEVMSCI Europe Value Index
MSCI Europe ex Switzerland Index FuturesFMXSMSCI Europe ex Switzerland Index
MSCI EAFE Index FuturesFMFAMSCI EAFE Index
MSCI EAFE Price Index FuturesFMFPMSCI EAFE Price Index
MSCI EMU Index FuturesFMMUMSCI EMU Index
MSCI EMU Value Index FuturesFMIVMSCI EMU Value Index
MSCI EMU Growth Index FuturesFMIGMSCI EMU Growth Index
MSCI World Index FuturesFMWOMSCI World Index (NTR, USD)
MSCI World Index FuturesFMWNMSCI World Index (NTR, EUR)
MSCI World Price Index FuturesFMWPMSCI World Index (Price Index, USD)
MSCI World Midcap Index FuturesFMWMMSCI World Midcap Index
MSCI World Value Index FuturesFMOVMSCI World Value Index Futures
MSCI World Growth Index FuturesFMOGMSCI World Growth Index Futures
MSCI Kokusai Index FuturesFMKNMSCI Kokusai Index (NTR, USD)
MSCI Kokusai GTR Index FuturesFMKGMSCI Kokusai Index (GTR, USD)
MSCI AC Asia Index FuturesFMAAMSCI AC Asia Index
MSCI AC Asia ex Japan Index FuturesFMXJMSCI AC Asia ex Japan Index
MSCI AC Asia Pacific Index FuturesFMAPMSCI AC Asia Pacific Index
MSCI AC Asia Pacific ex Japan Index FuturesFMASMSCI AC Asia Pacific ex Japan Index
MSCI AC ASEAN Index FuturesFMSEMSCI AC ASEAN Index
MSCI Pacific Index Futures
FMPAMSCI Pacific Index (NTR, USD)
MSCI Pacific GTR Index FuturesFMPGMSCI Pacific Index (GTR, USD)
MSCI Pacific ex Japan Index FuturesFMPXMSCI Pacific ex Japan Index
MSCI Frontier Markets Index FuturesFMFMMSCI Frontier Markets Index
MSCI Emerging Markets Index FuturesFMEMMSCI Emerging Markets Index (NTR, USD)
MSCI Emerging Markets Index FuturesFMENMSCI Emerging Markets Index (NTR, EUR)
MSCI Emerging Markets Price Index FuturesFMEFMSCI Emerging Markets Index (Price Index, USD)
MSCI Emerging Markets Value Index FuturesFMMVMSCI Emerging Markets Value Index Futures
MSCI Emerging Markets Growth Index FuturesFMMGMSCI Emerging Markets Growth Index Futures
MSCI Emerging Markets Asia Index FuturesFMEAMSCI Emerging Markets Asia Index
MSCI Emerging Markets Asia ex Korea Index FuturesFMXKMSCI Emerging Markets Asia ex Korea Index
MSCI Emerging Markets EMEA Index FuturesFMEEMSCI Emerging Markets EMEA Index 
MSCI Emerging Markets EMEA ex Turkey Index FuturesFMXTMSCI Emerging Markets EMEA ex Turkey Index
MSCI Emerging Markets EMEA Latin America ex Brazil Index FuturesFMXBMSCI Emerging Markets EMEA Latin America ex Brazil Index
MSCI Emerging Markets Latin America Index FuturesFMELMSCI Emerging Markets Latin America Index 
MSCI ACWI Index FuturesFMACMSCI ACWI Index
MSCI ACWI ex USA Index FuturesFMXUMSCI ACWI ex USA 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 Europe Index Futures (FMEU)EUR 1000.05EUR 5
MSCI Europe Index Futures (FMED)USD 101USD 10
MSCI Europe Price Index FuturesEUR 1000.05EUR 5
MSCI Europe Growth Index FuturesEUR 1000.05EUR 5
MSCI Europe Value Index FuturesEUR 1000.05EUR 5
MSCI Europe ex Switzerland Index FuturesEUR 1000.05EUR 5
MSCI EAFE Index FuturesUSD 101USD 10
MSCI EAFE Price Index FuturesUSD 500,5USD 25
MSCI EMU Index FuturesEUR 1000.05EUR 5
MSCI EMU Value Index FuturesEUR 1000.1EUR 10
MSCI EMU Growth Index FuturesEUR 1000.1EUR 10
MSCI World Index Futures (FMWO)USD 101USD 10
MSCI World Index Futures (FMWN)EUR 1000.05EUR 5
MSCI World Price Index FuturesUSD 100.5USD 5
MSCI World Midcap Index FuturesUSD 500.5USD 25
MSCI World Value Index FuturesUSD 1000.1USD 10
MSCI World Growth Index FuturesUSD 1000.1USD 10
MSCI Kokusai Index FuturesUSD 101USD 10
MSCI Kokusai GTR Index FuturesUSD 101USD 10
MSCI AC Asia Index FuturesUSD 1000.1USD 10
MSCI AC Asia ex Japan Index FuturesUSD 1000.1USD 10
MSCI AC Asia Pacific Index FuturesUSD 1000.1USD 10
MSCI AC Asia Pacific ex Japan Index FuturesUSD 1000.1USD 10
MSCI AC ASEAN Index FuturesUSD 101USD 10
MSCI Pacific Index FuturesUSD 101USD 10
MSCI Pacific GTR Index FuturesUSD 101USD 10
MSCI Pacific ex Japan Index FuturesUSD 101USD 10
MSCI Frontier Markets Index FuturesUSD 100.5USD 5
MSCI Emerging Markets Index Futures (FMEM)USD 1000.1USD 10
MSCI Emerging Markets Index Futures (FMEN)EUR 1000.1EUR 10
MSCI Emerging Markets Price Index FuturesUSD 500.1USD 5
MSCI Emerging Markets Value Index FuturesUSD 101USD 10
MSCI Emerging Markets Growth Index FuturesUSD 101USD 10
MSCI Emerging Markets Asia Index FuturesUSD 1000.1USD 10
MSCI Emerging Markets Asia ex Korea Index FuturesUSD 100.5USD 5
MSCI Emerging Markets EMEA Index FuturesUSD 1000.1USD 10
MSCI Emerging Markets EMEA ex Turkey Index FuturesUSD 500.5USD 25
MSCI Emerging Markets EMEA Latin America ex Brazil Index FuturesUSD 100.5USD 5
MSCI Emerging Markets Latin America Index FuturesUSD 1000.1USD 10
MSCI ACWI Index FuturesUSD 1000.05USD 5
MSCI ACWI ex USA Index FuturesUSD 1000.05USD 5



Contract months

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



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 respective Price, Net or Gross Total Return Index on the last trading day.

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

Trading Calendar

  • 01 Jan 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 02 Jan 2018
    Equity Index Derivatives | Switzerland | Holiday

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

  • 02 Jan 2018
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 19 Feb 2018
    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

  • 30 Mar 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 02 Apr 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 01 May 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 10 May 2018
    Equity Index Derivatives | Switzerland | Holiday

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

  • 10 May 2018
    Equity Index Derivatives | Austria | Finland | Holiday

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

  • 10 May 2018
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 21 May 2018
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 May 2018
    Equity Index Derivatives | Austria | Holiday

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

  • 21 May 2018
    Equity Index Derivatives | Germany | Holiday

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

  • 21 May 2018
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 28 May 2018
    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

  • 31 May 2018
    Equity Index Derivatives | Austria | Holiday

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

  • 22 Jun 2018
    Equity Index Derivatives | Finland | Holiday

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

  • 04 Jul 2018
    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 2018
    Equity Index Derivatives | Switzerland | Holiday

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

  • 01 Aug 2018
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 15 Aug 2018
    Equity Index Derivatives | Austria | Holiday

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

  • 03 Sep 2018
    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

  • 08 Oct 2018
    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 2018
    Equity Index Derivatives | Austria | Holiday

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

  • 01 Nov 2018
    Equity Index Derivatives | Austria | Holiday

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

  • 12 Nov 2018
    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

  • 15 Nov 2018
    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

  • 22 Nov 2018
    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 2018
    Equity Index Derivatives | Finland | Holiday

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

  • 24 Dec 2018
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 26 Dec 2018
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

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

  • 31 Dec 2018
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading 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 fees (A-, M- and P-accounts)EUR 0.50 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.75 per contract
Position Closing AdjustmentsEUR 1.00 per contract
Cash settlementEUR 0.50 per contract
Position transfer with cash transferEUR 7.50 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 50 contracts.

Parameters

Maximum Spreads

Maximum Spread DMM 1
(in basis points)

Maximum Spread DMM 2
(in basis points)

2060

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

Minimum Quote Size

DMM 1: 25 contracts on the bid and ask side.

DMM 2: 75 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 price change percentile for the corresponding futures contract, unless another regulation has been made for an individual product.

Crossing Parameters

(section 2.6 Eurex Trading Conditions)

(1) Orders and quotes relating to the same instrument or combined instrument 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 pre-arranged 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 Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland 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 Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

(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 into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). 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. Entering a cross request without subsequently entering the respective order or quote is not admissible.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

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

Orderbook

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