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cn-a50

(2006-12-10 08:34:43) 下一个

SGX FTSE Xinhua China A50 Index Futures

For the first time ever, any investor can participate in the China’s growth story. 

SGX FTSE Xinhua China A50 Index Futures is a unique investment tool that tracks the performance of the largest 50 ‘A’ shares companies in China via the FTSE Xinhua China A50 Index. 

Enjoy quick, cost-efficient U.S. Dollar-denominated access to China’s most attractive companies.  Realise cross product margin savings with inter-commodity spreads.  Trade electronically from any location.

 

Contract Specifications of SGX FTSE Xinhua China A50 Index Futures

ItemsSpecifications
Contract Size US$ 10 * SGX FTSE Xinhua China A50 Index Futures Price
Ticker Symbol CN
Contract Months 2 nearest serial months and March, June, September and December months on a 1 year cycle

Trading Hours

(Singapore Time)

Singapore Time

T session

9.15am -11.35am

1.00pm - 3.05pm

Pre-open routine will commence at 9.00am and last for 15 minutes.

T+1 session

3.40pm - 7.00pm

Pre-routine will commence at 3.35pm and last for 5 minutes.

Trading Hours on Last Trading Day Same as above
Minimum Price Fluctuation 1 index point (US$10)
Daily Price Limit

Whenever the price moves by 10% in either direction from previous day settlement price, trading at or within a price limit of 10% is allowed for the next 10 minutes. Thereafter, trading is allowed at or within a price limit of 15% in either direction from the previous day’s settlement price. When this limit is reached, there shall be a further 10-minute cooling off period in which trading is allowed at or within a price limit of 15%. After which, there shall be no price limits for the remainder of the trading day

 

There shall be no price limits on the last trading day of the expiring contract month

Last Trading Day

Second last business day of the contract month

Settlement Basis

Cash Settlement

Final Settlement Price

The Final Settlement Price shall be the official closing price of FTSE Xinhua China A50 Index rounded to the nearest 2 decimal places.

Position Limit

A person shall not own or control more than 5,000 contracts net long or net short in all Contract Months combined, unless otherwise separately approved by the Exchange.

Negotiated Large Trade 200 lots

 

The Contract Specifications in Chinese can be found here.

Access To SGX FTSE Xinhua China A50 Index Futures Real-Time Trading

     Data

Price Vendor
T-session
T+1 Session
Combined Session
Bloomberg
-
-
XUA CT
Reuters
SFCam:
SFCpm:
SFC:
Telekurs
CNyym,344
CNyym,812
-

 

Brochures

To download the FTSE Xinhua China A50 Index Futures brochure (in English and Chinese), please click on pdf files below

FTSE Xinhua China A50 Index Futures Brochure
English Brochure PDF attachment
Chinese Brochure PDF attachment

 

Useful Links

Click this link for more information on the FTSE Xinhua China A50 Index


http://www.ftse.com/xinhua/english/Indices/Domestic_Investors/index.jsp

Click this link for stock constituents of the FTSE Xinhua China A50 Index

http://www.ftse.com/xinhua/english/Indices/Domestic_Investors/Constituents.jsp

To find out how to trade FTSE Xinhua China A50 index futures or contact a broker

http://info.sgx.com/DT-Membership.nsf/new+Membership+List/DBSIC:A-Z?OpenDocument&sidenav=Membership

 

Full Contract Specifications
Full CN Futures Contract Specifications

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