Produk
Kontrak Niaga Hadapan MGS 5-Tahun (FMG5)
Contract Specifications
Contract | 5-Year Malaysian Government Securities Futures Contract | |||||||||
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Contract Code | FMG5 | |||||||||
Underlying Instrument | Malaysian Government Securities with a 5-year maturity (“5-Year MGS”) | |||||||||
Coupon Rate | 6% per annum, payable semi-annually | |||||||||
Contract Unit | 5-Year MGS having a principal value of RM100,000.00 | |||||||||
Price Quotation | In Ringgit Malaysia per RM100.00 in face value, up to 2 decimal places. | |||||||||
Minimum Price Fluctuation | 0.01 valued at RM10.00 | |||||||||
Contract Months | 4 nearest quarterly cycle months of March, June, September and December | |||||||||
Trading Hours | Monday to Friday (Malaysia Time)
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Final Trading Day |
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Last Delivery Day | Two (2) business day after last trading day | |||||||||
Settlement Method |
Physical Delivery
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Eligible MGS for Delivery | a) Subject to sub-clause (c) below, the list of eligible bonds that can be delivered includes MGS with the following characteristics:
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Speculative Position Limits |
(a) 3,000 Contracts for the expiring month, beginning from 3 Business Days preceding the 1st Business Day of the delivery month; (b) 10,000 Contracts in any one quarterly month subject to the limit in paragraph (i) above; (c) 10,000 Contracts for all months combined. |
* Remarks: In the event that there are no trades reported to the ETP, the Exchange may use prices provided by the Bond Pricing Agency Malaysia Sdn Bhd on the final trading day at 6:00 p.m. These prices for all or any of the eligible MGS may be used in lieu of ETP prices to determine the final settlement price as described above.
Notwithstanding the above, the Exchange reserves the right to use any other methodology it deems fit to compute and declare the final settlement value or Final Closing Price pursuant to Rule 2004.2 of the Rules of Bursa Malaysia Derivatives Bhd.
Muat Turun Sumber |
Brochure
Contract Specifications
English |