Products
5 Year Malaysian Government Securities Futures Contract (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 |
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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. |
Resources for Download |
Brochure Performance Bond / Margin Rates
Contract Specifications
English |