SGX MSCI Indonesia Index Futures

Contract Details

Underlying Stock IndexThe MSCI Indonesia Index is a free-float adjusted market capitalization weighted index that is designed to track the equity market performance of Indonesian securities listed on the Indonesia Stock Exchange
Contract SizeUS$2 x SGX MSCI Indonesia Index Futures price = US$ 10,000*
(*assuming futures price of 5,000)
Contract Month2 nearest serial month and March, June, September and December month on a 1-year cycle
Minimum Price Fluctuation5 index points (US$ 10.00)
Trading Hours
(Jakarta Time)
T session : 08.00-16.30 WIB
T+1 session : 17.30- 01.00 WIB (next day)
Last Trading DaySecond last business day of the expiring contract month. If this falls on an Indonesia holiday, the last trading day shall be the preceding business day.
Price Limits15% from previous day’s settlement price (10 minutes cooling off period when limit is reached). Thereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.
Positions Limits25,000 contracts (higher limits available upon approval)
Initial MarginUS$ 515.00
Maintenance MarginUS$ 500.00
Margin Call LevelEquity below 100% of the Required Margin
Close

Companies in MSCI Indonesia Index (july 2012)

Security Name Price Currency Shares FIF Adjusted Weight% Price Adj. Factor FX Rate
ASTRA INTERNATIONAL 7050.00000 IDR 20,241,775,000 16.05 1.000000 9385.000000
BANK CENTRAL ASIA 7400.00000 IDR 12,204,229,560 10.16 1.000000 9385.000000
TELEKOMUNIKASI INDONESIA 8400.00000 IDR 10,079,999,999 9.52 1.000000 9385.000000
BANK RAKYAT INDONESIA 6650.00000 IDR 10,990,111,671 8.22 1.000000 9385.000000
BANK MANDIRI 7200.00000 IDR 9,239,984,418 7.48 1.000000 9385.000000
UNITED TRACTORS 23100.00000 IDR 1,678,560,811 4.36 1.000000 9385.000000
PERUSAHAAN GAS NEGARA 3525.00000 IDR 10,908,678,688 4.33 1.000000 9385.000000
UNILEVER INDONESIA 24100.00000 IDR 1,526,000,000 4.14 1.000000 9385.000000
SEMEN GRESIK 12250.00000 IDR 2,965,760,000 4.09 1.000000 9385.000000
GUDANG GARAM 61400.00000 IDR 481,022,000 3.32 1.000000 9385.000000
BANK NEGARA INDONESIA 3875.00000 IDR 7,384,867,957 3.22 1.000000 9385.000000
INDOCEMENT 18800.00000 IDR 1,472,492,680 3.11 1.000000 9385.000000
CHAROEN POKPHAND INDON. 3250.00000 IDR 7,379,100,000 2.70 1.000000 9385.000000
ADARO ENERGY PT 1590.00000 IDR 14,393,682,000 2.57 1.000000 9385.000000
INDOFOOD SUKSES MAKMUR 5200.00000 IDR 4,390,213,250 2.57 1.000000 9385.000000
BANK DANAMON 6050.00000 IDR 3,321,078,926 2.26 1.000000 9385.000000
KALBE FARMA 3800.00000 IDR 4,570,206,490 1.95 1.000000 9385.000000
BUMI RESOURCES 1170.00000 IDR 14,541,380,000 1.91 1.000000 9385.000000
INDO TAMBANGRAYA MEGAH 37850.00000 IDR 395,473,750 1.68 1.000000 9385.000000
TB BATUBARA BUKIT ASAM 16050.00000 IDR 806,446,144 1.46 1.000000 9385.000000
JASA MARGA (PERSERO) 5500.00000 IDR 2,047,357,050 1.27 1.000000 9385.000000
XL AXIATA TBK 6200.00000 IDR 1,703,713,266 1.19 1.000000 9385.000000
ASTRA AGRO LESTARI 22200.00000 IDR 393,686,250 0.98 1.000000 9385.000000
INT'L NICKEL INDONESIA 2800.00000 IDR 2,484,084,680 0.78 1.000000 9385.000000
INDOSAT 4325.00000 IDR 1,358,483,375 0.66 1.000000 9385.000000

Top
  • Follows us our servcies