3 Month Kuala Lumpur Interbank Offered Rate Futures (FKB3)

Posted By Steve On Thursday, November 5th, 2009 With 0 Comments
Exchange Bursa Malaysia
Type Interest Rate
Underlying Ringgit Interbank time deposit in the Kuala Lumpur Wholesale Money Market with a three month maturity on a 360-day year
Currency Malaysian Ringgit (RM)
Contract Size RM1,000,000 (Quoted as 1 – yield)
Tick Size 1.0
Tick Value 100 RM
Pre-Open 1
Trading Session 1 09:00 – 12:30 (09:00 – 11:00 on final trading day)
Pre-Open 2
Trading Session 2 14:30 – 17:00
Pre-Open T+1 No T+1 Session
Trading Session T+1 No T+1 Session
Last Trading Day 3rd Wednesday of the delivery month or the preceding business day if the 3rd Wednesday is a non-trading day
Final Settlement Price Calculated as 100.00 minus the Three Month KLIBOR as published by Reuters Ltd. On reference page “KLIBOR” at 11:00 hours (Malaysian time) on the Final Trading Day.
Settlement Type Cash
Contract Months Quarterly cycle months of March, June, September and December up to 5 years ahead and 2 serial months.
First Trading Day  
Position Limit 5,000 contracts, net gross Open Position for all delivery months.
Initial Margin (outright)  
Maintenance Margin (outright)  
Clearinghouse Margin (outright)  
Listed Spread No
Initial Margin (spread)  
Maintenance Margin (spread)  
Clearinghouse Margin (spread)  
Daily Price Limit
Options No
Exchange Symbol FKLI
Reuters Symbol KLIBOR
Bloomberg Symbol  
ISIN Symbol  
SEDOL  
Notes  

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