Asx spi 200 index future contract
On ASX, the most popular index future is the ASX SPI 200™ index futures contract over the S&P/ASX 200. Index futures are mainly traded by institutions to achieve one of the following: protect a domestic equity portfolio from short term market falls, equity index market. ASX SPI 200™ Futures enable you to trade movements in the S&P/ASX 200 Index in a single transaction, thereby allowing exposure to Australia’s top 200 companies without having to buy or sell shares in every company in the index. ASX SPI 200™ Futures are approved for trading by the US Commodity Futures Trading Commission (CFTC) and the UK Financial Services Authority (FSA). The Australian Equities Market Options on ASX SPI 200®1 Index Futures Contract Unit: Valued at A$25 per index point (e.g. A$150,000 at 6,000 index points). Contract Months: ASX SPI 200®1 index options expire in the same calendar month as the underlying ASX SPI 200®1 index futures contract. Put and Call options available on existing ASX SPI 200®1 index futures contracts. ASX futures ASX Trade24 Market Data disseminates real-time, delayed and historical trading data for all ASX Trade24 contracts. This data is made available via dedicated terminals, the internet and hand-held devices offered by the world's key data vendors.
ASX futures ASX Trade24 Market Data disseminates real-time, delayed and historical trading data for all ASX Trade24 contracts. This data is made available via dedicated terminals, the internet and hand-held devices offered by the world's key data vendors.
ASX Index Futures contract specifications - ASX SPI 200 Index Futures, S&P/ASX 200 A-REIT Index Futures, S&P/ASX 200 Index Futures, S&P/ASX 50 Index Contract, Futures, Options. ASX SPI 200TM Index Futures, Prices · Prices. ASX Mini-SPI200™ Index, Prices. S&P/ASX 200 Gross Total Return Futures, Prices. ASX SPI 200™ Futures are based on the S&P/ASX 200 Index which Non- expiring contracts underlying futures contract will continue to trade as per the trading In addition to options written directly over an index, ASX also offers options directly over index futures. These contracts are supported by several Official Market
30 Nov 2011 S&P/ASX 200 6,696.80 Expiry of the SPI 200 futures is quarterly. and trading mispricings between the SPI Index and its underlying constituents. What futures contracts are the most popular and who buys them?
ASX Clear sets the initial margin for futures contracts according to the volatility of the underlying index. Please refer to Futures initial margins for details. The variation margin is an amount that is paid by a trader to cover an unfavourable move in their futures position.
This page contains data on the S&P/ASX200 Index Futures CFDs. The S&P/ASX 200 measures the performance of the 200 largest index-eligible stocks listed on the ASX by float-adjusted market capitalization. More information can be found in other sections, such as historical data, charts and technical analysis.
Australian All Ordinaries Share Price Index contract. The paper analyses the pricing efficiency of SFE SPI 200™ Index futures that were introduced in May 2000 Australian Treasury bond futures contracts are used by market participants to manage The ASX SPI 200 futures contract is the benchmark equity index futures Index Portfolio S&P/ASX 200 FUND. Mean. 6.52. 18.95. 51.56. Median. 6.05. 14.80. 21.91. Table 1 demonstrates that the SFE SPI 200™ Futures contract is the of ASX listed Warrants The Underlying Index Futures Contract is the SPI 200TM Index Futures. Contract CitiFirst Index MINIs are listed and trade on the ASX. ASX SPI 200 Future means the contract over the market index known as the S&P/ ASX 200, that is generally known as the “ASX SPI 200 Future” and that is
ASX SPI 200™ Index Futures Contract Unit Valued at A$25 per index point (e.g. A$150,000 at 6,000 index points) Commodity Code AP Contract Value EUR 10 Minimum Price Fluctuation 1 = A$25 Contract Months March/June/September/December up to six quarter months ahead and the
Participants and vendors are advised that with immediate effect ASX is applying Anomalous Order Threshold/No Cancellation Range (AOT/NCR) on the S&P/ASX 200 Gross Total Return Index Futures contracts Spot + 4 and Spot +5.
Options on ASX SPI 200®1 Index Futures Contract Unit: Valued at A$25 per index point (e.g. A$150,000 at 6,000 index points). Contract Months: ASX SPI 200®1 index options expire in the same calendar month as the underlying ASX SPI 200®1 index futures contract. Put and Call options available on existing ASX SPI 200®1 index futures contracts. ASX futures ASX Trade24 Market Data disseminates real-time, delayed and historical trading data for all ASX Trade24 contracts. This data is made available via dedicated terminals, the internet and hand-held devices offered by the world's key data vendors. SPI contract specifications for the ASX SPI 200™ Index Futures (also known as SPI futures) as follows: Trading Times: 5.10 pm – 7.00 am and 9.50 am – 4.30 pm Sydney (Australia) time, for the period from second Sunday in March to first Sunday in November (i.e. Participants and vendors are advised that with immediate effect ASX is applying Anomalous Order Threshold/No Cancellation Range (AOT/NCR) on the S&P/ASX 200 Gross Total Return Index Futures contracts Spot + 4 and Spot +5. ASX proposes to launch new equity futures contract over the S&P/ASX 200 Gross Total Return index. The commodity code for the new futures contract will be AT. The underlying of the futures contract is the S&P/ASX 200 Gross Total Return index, which has a code of XJT.