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MSCI 美國等權重指數

MSCI 美國等權重指數 (FMUE)

產品ISIN代碼
DE000A164H92
標的ISIN代碼
XC000A164H09
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. +0.54% 4,639.65 08/21/2019 18:40:42 4,639.65 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

產品類型:
F
股票交易所:
n/a
標的收盤價:
4,595.4
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 190.000.000.000.004,666.45000
九月 190.000.000.000.004,639.65000
十二月 200.000.000.000.004,799.1000
三月 200.000.000.000.004,697.4000
六月 200.000.000.000.004,730.45000
九月 200.000.000.000.004,763.95000
十二月 210.000.000.000.004,943.4000
三月 210.000.000.000.004,833.8000
六月 210.000.000.000.004,869.4000
九月 210.000.000.000.004,906.85000
三月 220.000.000.000.004,977.15000
六月 220.000.000.000.005,010.9000
合計     000

供應商代碼

供應商名稱供應商代碼
Bloomberg L.P.FJRA <Index>
thomsonreuters0#FMUE:

交易

合約規範

版本 : 16 Jan 2017

Contract standards

ContractProduct IDUnderlying
MSCI USA Equal Weighted Index Futures
FMUEMSCI USA Equal Weighted Index
MSCI USA Value Weighted Index FuturesFMUVMSCI USA Value Weighted Index
MSCI USA Momentum Index FuturesFMUMMSCI USA Momentum Index
MSCI USA Quality Index FuturesFMUQMSCI USA Quality 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 USA Equal Weighted Index Futures
USD 101USD 10
MSCI USA Value Weighted Index FuturesUSD 101USD 10
MSCI USA Momentum Index FuturesUSD 101USD 10
MSCI USA Quality 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 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 2019
    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 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 02 Jan 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 21 Jan 2019
    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

  • 18 Feb 2019
    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

  • 19 Apr 2019
    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

  • 22 Apr 2019
    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 2019
    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

  • 27 May 2019
    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 May 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 30 May 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Equity 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 2019
    Equity Index Derivatives | Austria | Holiday

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

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 Jun 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 04 Jul 2019
    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 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 01 Aug 2019
    Equity 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
    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 2019
    Equity 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
    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

  • 11 Nov 2019
    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

  • 28 Nov 2019
    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 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 24 Dec 2019
    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 2019
    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 2019
    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 2019
    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

交易時段

正常交易日
開市前時段交易時段後交易時段
FullLate1Late2Restricted
02:0002:1022:0022:10
最後交易日
開市前時段交易時段後交易時段
FullLate1Late2Restricted
02:0002:1022:00

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 AdjustmentsUSD 1.00 per contract
Cash settlementUSD 0.50 per contract
Position transfer with cash transferUSD 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
(in basis points)

Maximum Spread DMM 2

(in basis points)

2560


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

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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