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SGX Micro FTSE Taiwan Index Futures
futures contract specifications
Product Type |
SGX Micro FTSE Taiwan Index Futures | |
Product Category |
Equity Index | |
| Ticker Symbol | MTWN (Outright, Strategy Trades) | |
| Contract Size | US$4 x SGX Micro FTSE Taiwan Index Futures Price | |
| Minimum Price Fluctuation | Outright: 0.25 index points (US$1), Strategy: 0.25 index point (US$1), NLT: 0.01 index point (US$0.04) | |
Contract Months |
2 nearest serial months and 12 quarterly months on Mar, Jun, Sep, and Dec cycle | |
| Trading Hours (Singapore Time) |
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| Trading Hours on Last Day |
Same as T Session trading hours |
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| Last Trading Day | The Last Trading Day shall be the second last Taiwan Business Day of the Contract Month. | |
| Daily Price Limits |
After the Cooling Off Period is over, the Final Price Limits, i.e the price moves by 15% in either direction from the previous day’s DSP, come into effect and shall apply for the rest of the trading day. No trades are allowed to take place at prices beyond the Final Price Limits. There shall be no price limits on the Last Trading Day for the expiring contract. |
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| Settlement Basis | Cash settlement | |
| Final Settlement Price | The Final Settlement Price shall be the average of the FTSE Taiwan RIC Capped Index values on the Last Trading Day taken at 1-minute intervals during the last 25 minutes of trading on the FTSE Taiwan RIC Capped Index preceding the commencement of the closing auction session, and the closing index value. The Final Settlement Price shall be rounded to two decimal places. | |
| Position Accountability / Position Limit | Position limit is not applicable to this contract. However, a person owning or controlling more than 10,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. | |
| Negotiated Large Trade | Minimum 50 lots | |
| Underlying Index Bloomberg Ticker | FTCRTWRP Index | |
| Underlying Index Refinitiv Ticker |
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| Bloomberg Ticker Code |
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| Refinitiv Ticker Code |
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| Price Information (Vendor: Ticker) |
CQG |
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