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About CME E-mini MSCI EAFE Futures
Contract Size The size of one CME E-mini® MSCI EAFE® futures contract equals $50 (the contract’s multiplier) times the current CME E-mini MSCI EAFE futures level. The contract moves in ticks of 0.10 index points valued at $5.00 (futures calendar spreads move in the same increments). These futures expire on a quarterly basis and are listed four months out in the March quarterly cycle. These contracts trade electronically only on the CME Globex® platform nearly 24 hours a day around the clock, around the world. Underlying Index CME E-mini® MSCI EAFE® futures are the latest addition to a long line of innovative new equity index-based derivative products offered by CME. The futures contracts are based on the MSCI EAFE (Europe, Australasia, and Far East) Index, a leading barometer for international equity performance. The free float-adjusted market capitalization index measures equity performance for developed markets excluding the U.S. and Canada. Currently, the index tracks issues from 21 countries: | Australia | Greece | Norway | | Austria | Hong Kong | Portugal | | Belgium | Ireland | Singapore | | Denmark | Italy | Spain | | Finland | Japan | Sweden | | France | Netherlands | Switzerland | | Germany | New Zealand | United Kingdom | | (Data as of January 31, 2007) |
For additional information about the methodology of the underlying index, visit the MSCI Barra Web site.
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