# MSCI 美國股動能指數

## MSCI 美國股動能指數 (FMUM)

- 產品ISIN代碼
- DE000A164JA5
- 標的ISIN代碼
- XC000A164H17

- 貨幣
- USD

## 最新價格

#### 報價

顯示的數據延遲了15分鐘最近更新:**Aug 21, 2019 6:40:42 PM**

訂單簿

參考價 | 最高價 | 最低價 | 買入價 | 買入合約數 | 賣出價 | 賣出合約數 | 前日價差 | 最新價格 | 日期 | 時間 | 最後結算價 | 交易量 | 未平倉合約 | 未平倉日期 | 最後交易日 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|

n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.36% | 2,821.55 | 08/21/2019 | 18:40:42 | 2,821.55 | 0 | 0 | 01/16/2017 | 08/21/2019 |

#### 統計數據

數據僅供**Aug 21, 2019** 最近更新：**Aug 22, 2019 12:00:00 AM**

交割月份 | 開盤價 | 最高價 | 最低價 | 最後成交價 | 結算價 | 交易量 | 未平倉合約(調整後) | ???onlinestat.adjustedOpenInterest??? |
---|---|---|---|---|---|---|---|---|

十二月 19 | 0.00 | 0.00 | 0.00 | 0.00 | 2,837.85 | 0 | 0 | 0 |

九月 19 | 0.00 | 0.00 | 0.00 | 0.00 | 2,821.55 | 0 | 0 | 0 |

十二月 20 | 0.00 | 0.00 | 0.00 | 0.00 | 2,918.55 | 0 | 0 | 0 |

三月 20 | 0.00 | 0.00 | 0.00 | 0.00 | 2,856.7 | 0 | 0 | 0 |

六月 20 | 0.00 | 0.00 | 0.00 | 0.00 | 2,876.8 | 0 | 0 | 0 |

九月 20 | 0.00 | 0.00 | 0.00 | 0.00 | 2,897.2 | 0 | 0 | 0 |

十二月 21 | 0.00 | 0.00 | 0.00 | 0.00 | 3,006.3 | 0 | 0 | 0 |

三月 21 | 0.00 | 0.00 | 0.00 | 0.00 | 2,939.65 | 0 | 0 | 0 |

六月 21 | 0.00 | 0.00 | 0.00 | 0.00 | 2,961.3 | 0 | 0 | 0 |

九月 21 | 0.00 | 0.00 | 0.00 | 0.00 | 2,984.1 | 0 | 0 | 0 |

三月 22 | 0.00 | 0.00 | 0.00 | 0.00 | 3,026.85 | 0 | 0 | 0 |

六月 22 | 0.00 | 0.00 | 0.00 | 0.00 | 3,047.4 | 0 | 0 | 0 |

合計 | 0 | 0 | 0 |

#### 供應商代碼

供應商名稱 | 供應商代碼 |
---|---|

Bloomberg L.P. | FJTA <Index> |

thomsonreuters | 0#FMUM: |

## 交易

#### 合約規範

**Contract standards**

Contract | Product ID | Underlying |

MSCI USA Equal Weighted Index Futures | FMUE | MSCI USA Equal Weighted Index |

MSCI USA Value Weighted Index Futures | FMUV | MSCI USA Value Weighted Index |

MSCI USA Momentum Index Futures | FMUM | MSCI USA Momentum Index |

MSCI USA Quality Index Futures | FMUQ | MSCI USA Quality Index |

**Settlement**

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

**Contract values and price gradations**

Contract | Contract Value | Minimum Price Change | |

Points | Value | ||

MSCI USA Equal Weighted Index Futures | USD 10 | 1 | USD 10 |

MSCI USA Value Weighted Index Futures | USD 10 | 1 | USD 10 |

MSCI USA Momentum Index Futures | USD 10 | 1 | USD 10 |

MSCI USA Quality Index Futures | USD 10 | 1 | USD 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 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.

#### 交易日曆

- 01 Jan 2019Interest 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 2019Equity Index Derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

- 02 Jan 2019Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday
No cash payment in CHF

- 21 Jan 2019Equity 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

- 18 Feb 2019Equity 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

- 19 Apr 2019Interest 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

- 22 Apr 2019Interest 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 2019Interest 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

- 27 May 2019Equity 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 May 2019Equity Index Derivatives | Finland | Holiday
Eurex is closed for trading and exercise in Finnish equity index derivatives

- 30 May 2019Equity Index Derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

- 30 May 2019Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday
No cash payment in CHF

- 10 Jun 2019Equity Index Derivatives | Germany | Holiday
Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

- 10 Jun 2019Equity Index Derivatives | Austria | Holiday
Eurex is closed for trading and exercise in Austrian equity index derivatives

- 10 Jun 2019Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday
No cash payment in CHF

- 10 Jun 2019Equity Index Derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

- 21 Jun 2019Equity Index Derivatives | Finland | Holiday
Eurex is closed for trading and exercise in Finnish equity index derivatives

- 04 Jul 2019
No cash payment in USD

- 01 Aug 2019Equity Index Derivatives | Switzerland | Holiday
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

- 01 Aug 2019Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday
No cash payment in CHF

- 02 Sep 2019
No cash payment in USD

- 03 Oct 2019Equity Index Derivatives | Germany | Holiday
Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

- 14 Oct 2019
No cash payment in USD

- 11 Nov 2019
No cash payment in USD

- 28 Nov 2019
No cash payment in USD

- 06 Dec 2019Equity Index Derivatives | Finland | Holiday
Eurex is closed for trading and exercise in Finnish equity index derivatives

- 24 Dec 2019Volatility 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 2019
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

- 26 Dec 2019Interest 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 2019Commodity 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

#### 交易時段

##### 正常交易日

開市前時段 | 交易時段 | 後交易時段 | |||
---|---|---|---|---|---|

Full | Late1 | Late2 | Restricted | ||

02:00 | 02:10 | 22:00 | 22:10 |

##### 最後交易日

開市前時段 | 交易時段 | 後交易時段 | |||
---|---|---|---|---|---|

Full | Late1 | Late2 | Restricted | ||

02:00 | 02:10 | 22:00 |

#### 交易費用

費用種類 | 費用 |
---|---|

Exchange transactions: Standard fees (A-, M- and P-accounts) | USD 0.50 per contract |

TES transactions: Standard fees (A-, M- and P-accounts) | USD 0.75 per contract |

Position Closing Adjustments | USD 1.00 per contract |

Cash settlement | USD 0.50 per contract |

Position transfer with cash transfer | USD 13.00 per transaction |

#### 鉅額交易（申報）

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

## 參數

#### 最大價差

Maximum Spread DMM 1 | Maximum Spread DMM 2 (in basis points) |

25 | 60 |

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

#### 最低報價規模

Three liquidity provider schemes for MSCI Index Futures are offered. The schemes differ in requirements for the Minimum Quote Size, Maximum Spread as well as in the quotation period. Additionally, three types of revenue sharing schemes are offered (per product, as well as two packages for Developed Markets ("DM") and for Emerging Markets (“EM”)).

The Minimum Quote Sizes for all MSCI Index Futures can be found in the **Product Specific Supplements to the LPA**.

#### 造市商

Flow Traders U.S. LLC

Institutional Trading

T +1-917-210-5056

造市商代碼: FTUNY

Susquehanna International Securities Ltd.

Shane Cryan

T +35 31 802 8023

造市商代碼: SISDB

EURO STOXX® Select Dividend 30 Index Futures

EURO STOXX® Select Dividend 30 Index OptionsSusquehanna International Securities Ltd.

Jonathan Wyse

T +353-1-802-8389

造市商代碼: SISDB

Susquehanna International Securities Ltd.

Sean O'Dwyer

T +353-1-247-8658

造市商代碼: SISDB

Flow Traders

Institutional Trading

T +31-20-799-6777

造市商代碼: NEDAM

RDX® USD Futures

Eurex MOC Futures on EURO STOXX 50® Index Futures

EURO STOXX 50® Corporate Bond Index FuturesBarak Capital

Uri Peles

T +972-747100657

造市商代碼: BCLTA

Mini-DAX® Futures

EURO STOXX 50® Index Quanto Futures

RDX® EUR Futures

RDX® USD Futures

Three-Month EURIBOR Futures

EUR Secured Funding Futures

Euro-BONO Futures

#### Mistrade Ranges

A deviation from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price by more than the higher value between the mistrade range floor or 20 percent of the PCP for the corresponding futures contract, unless another regulation has been made for an individual product.

The floor value for the mistrade range will be determined on a product level as the higher value between 10 percent of the corresponding outright futures mistrade range calculated using the price change percentile methodology and an absolute value of four ticks.

#### 交叉參數

(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.

## 訂單簿

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