News & Analysis as of

Hedging Block Trades

Katten Muchin Rosenman LLP

A New Way to Price Block Trades in Certain Equity Index Futures

Effective December 13, 2022, ICE Futures U.S. (IFUS) is implementing new functionality under its block trade rule permitting dealers to trade “equity basis blocks” (EBBs) in IFUS futures contracts on MSCI Indices, the NYSE...more

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