SGX MSCI India Index futures

From MarketsWiki
Jump to navigation Jump to search

CQG logo.png

MSCI India Index futures
Exchange Singapore Exchange
Settlement Cash settled
Pricing Unit Need pricing unit!
Tick Value 0.2 index point (US$10)
Contract Months 2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle
Last Trading Day Last Thursday of the expiring contract month. If this falls on an India holiday, the last trading day shall be the preceding business day.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A T Session:

Pre - Opening 8.45 am - 8.58 am

Non - Cancel 8.58 am - 9.00 am

Opening 9.00 am - 6.10 pm

Pre - Closing 6.10 pm - 6.14 pm

Non - Cancel 6.14 pm - 6.15 pm

T + 1 Session:

Pre - Opening 7.00 pm - 7.13 pm

Non - Cancel 7.13 pm - 7.15 pm

Opening 7.15 pm - 2.00 am

Pre - Closing NA

Non - Cancel NA

Ticker Symbol N/A MD
Price Limits N/A ±10%, ±15% and ±20% from previous day’s settlement price (5 minutes cooling off period* when limit is reached).

When the Initial Price Limit at 10% is reached, the Exchange will only signal a cooling off period if the underlying cash market is closed.

Thereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.



SGX MSCI India Index futures Contract Specification