Sydney Price Index 200

Posted By Steve On Wednesday, October 14th, 2009 With 0 Comments
Exchange Sydney Futures Exchange
Type Index
Underlying S&P/ASX 200 Index
Currency Australian Dollar (AUD)
Contract Size A$25 x index value
Tick Size 1.0
Tick Value 25 AUD
Pre-Open 1
Trading Session 1 09:50 – 16:30
Pre-Open T+1
Trading Session T+1 17:10 – 07:00
Pre-Open T+1
Trading Session T+1 (No DST) 17:10 – 08:00
Last Trading Day 12:00 noon on the Third Thursday of the settlement month
Final Settlement Day The first business day after expiry, SFE Clearing publishes the final settlement price of the contract. On the second business day after expiry, SFE Clearing settles cash flows as a result of the settlement price.
Final Settlement Price The Special Opening Quotation of the underlying S&P/ASX 200 Index on the Last Trading Day. The Special Opening Quotation is calculated using the first traded price of each component stock in the S&P/ASX 200 Index on the Last Trading Day, irrespective of when those stocks first trade in the ASX trading day. This means that the first traded price of each component stock may occur at any time between ASX market open and ASX market close (including the Closing Single Price Auction) on the Last Trading Day. Should any component stock not have traded by ASX market close on the Last Trading Day, the last tradedSpecial Opening Quotation.
Settlement Type Cash
Contract Months March/June/September/December up to six quarter months ahead and serial months up to two non-financial quarter months ahead.
First Trading Day  
Position Limit  
Initial Margin (outright)  
Maintenance Margin (outright)  
Clearinghouse Margin (outright)  
Listed Spread No
Initial Margin (spread)  
Maintenance Margin (spread)  
Clearinghouse Margin (spread)  
Daily Price Limit  
Index Options Yes
Exchange Symbol AP
Reuters Symbol  
Bloomberg Symbol  
ISIN Symbol  
SEDOL  
Notes  

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