SGX MSCI Taiwan Index futures

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SGX TiMSCI futures
Exchange Singapore Exchange
Settlement Cash settled
Trade Unit US$100 x MSCI Taiwan IndexSM Futures price
Point Value 1 index point (equivalent to US$100)
Tick Value 0.1 index points (equivalent to US$10)
Contract Months 2 nearest serial months and 4 quarterly months on a March, June, September and December cycle
Last Trading Day Second last business day of the contract month
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Singapore Time;

T Session:

Pre -Opening 8.30am - 8.43 am

Non -Cancel Period 8. 43am - 8.45 am

Opening 8.45 am - 1.50 pm


T+1 Session:

Pre -Opening 2.30 pm - 2.43 pm

Non -Cancel Period 2.43 pm - 2.45pm

Opening 2.45 pm - 10.55pm

Ticker Symbol N/A TW
Price Limits N/A Whenever the price moves by 7% in either direction, from the previous day's settlement price, trading at or within the price limit of 7% is allowed for the next 10 minutes (initial price limit). After this 10 minutes have elapsed, the intermediate price limit shall come into effect. The intermediate daily price limit shall be 10% above or below the previous day's settlement price. There shall be a further 10 minutes cooling-off period after the intermediate price limit of 10% has been reached. After this 10 minutes have elapsed, the final price limit shall come into effect. The final daily price limit shall be 15% above or below the previous day's settlement price. The final price limit shall apply for the remainder of the trading day.

There shall be no price limits on the Last Trading Day for the expiring contract.

Notes

Resources

Singapore Exchange SGX MSCI Taiwan Index (SGX TiMSCI) Futures


References

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