Straits Times Index

Posted By Steve On Thursday, October 15th, 2009 With 0 Comments
Exchange Singapore Exchange
Type Index
Underlying Straits Times Index (STI)
Currency Singapore Dollar (SGD)
Contract Size S$10 x Straits Times index
Tick Size 1
Tick Value $10 SGD
Pre-Open 1
Trading Session 1 08:45 – 12:35
Pre-Open 2
Trading Session 2 14:00 – 17:15
Pre-Open T+1 No T+1 Session
Trading Session T+1 No T+1 Session
Last Trading Day Second last business day of the contract month
Final Settlement Day Second last business day of the contract month
Final Settlement Price The average value of the Straits Times Index, taken at 1-minute intervals * during the last one hour of trading, and the closing Straits Times Index value on the last trading day, excluding the highest and lowest index values, and rounded to one decimal place.
Settlement Type Cash
Contract Months 2 nearest serial months and 4 quarterly contract months
First Trading Day  
Position Limit 10,000 contracts net long or net short in all contract months combined
Initial Margin (outright)  
Maintenance Margin (outright)  
Clearinghouse Margin (outright)  
Listed Spread No
Initial Margin (spread)  
Maintenance Margin (spread)  
Clearinghouse Margin (spread)  
Daily Price Limit Whenever the price moves by 15% in either direction from the previous day’s settlement price, trading at or within the price limit of +/- 15% is allowed for the next 10 minutes. After this “cooling-off” period has elapsed, there shall be no price limit for the remainder of the trading day. There shall be no price limits on the last trading day of the expiring contract month.
Options Yes
Exchange Symbol ST
Reuters Symbol  
Bloomberg Symbol  
ISIN Symbol  
SEDOL  
Notes  

Leave a comment

XHTML: You can use these html tags: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>

All Rights Reserved WIld Wild Web Limited