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Derivatives
FTSE Bursa Malaysia KLCI Futures (FKLI)
| Contract Code |
FKLI |
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Underlying Instrument
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FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) |
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Contract Size
|
FBM KLCI multiplied by RM50 |
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Minimum Price Fluctuation
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0.5 index point valued at RM25 |
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Daily Price Limits
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20% per trading session for the respective contract months except the spot month contract.
There shall be no price limits for the spot month contract. There will be no price limit for the
second month contract for the final five Business Days before expiration. |
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Contract Months
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Spot month, the next month and the next two calendar quarterly months. The calendar quarterly
months are March, June, September and December. |
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Trading Hours
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First trading session: Malaysian 8:45 a.m. to 12:45 p.m. Second trading session: Malaysian 2:30
p.m. to 5:15 p.m. |
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Final Trading Day
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The last Business Day of the contract month. |
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Final Settlement
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Cash Settlement based on the Final Settlement Value. |
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Final Settlement Value
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The Final Settlement Value shall be the average value, rounded to the nearest 0.5 of an index
point (values of 0.25 or 0.75 and above being rounded upwards), taken at every 15 seconds or at
such intervals as may be determined by the Exchange from time to time from 3.47pm to 4.46pm plus
one value after 5.00pm of the FBM KLCI on the Final Trading Day excepting the 3 highest and 3
lowest values. |
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Speculative Position Limit
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10,000 contracts, net gross open position. |
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