AMENDMENTS TO FUTURES TRADING RULES

Transcription

1 AMENDMENTS TO FUTURES TRADING RULES Appendix A To Regulatory Notice MINIMUM VOLUME THRESHOLDS FOR NLT Contract Minimum Volume Threshold (Lots) Eurodollar and Options 00 Euroyen Tibor Contract maturity up to 2 years: 00 Contract maturity beyond 2 years: 100 Euroyen Tibor Options Euroyen Libor Euroyen Libor Options Outrights: 200 Contract maturity up to 2 years: 00 Contract maturity beyond 2 years: 100 Outrights: 200 Mini JGB and Options 100 Nikkei 22 Index 0 Nikkei 22 Index Options 2 Mini Nikkei 22 Index 0 USD Nikkei Index 0 MSCI Asia APEX 0 Index 0 MSCI India Index 0 MSCI Indonesia Index 0 MSCI Philippines Index 0 MSCI Taiwan Index 0 MSCI Taiwan Index Options 2 MSCI Thailand Index 0 MSCI Singapore Index 0 MSCI Singapore Index Options 2 Straits Times Index 0 SGX CNX Nifty Index 0 SGX CNX Nifty Index Options 2 SGX FTSE China A0 Index 0 JADE CPO 20 Nikkei Stock Average Dividend Point Index 2 SGX Robusta Coffee 40 SICOM TSR 20 Rubber Contract 60

2 SICOM RSS 3 Rubber Contract 60 SGX Platts Iron Ore CFR China (Lump Premium) Index SGX MB Iron Ore CFR China (8% FE Fines) Index SGX TSI Iron Ore CFR China (8% FE Fines) Index SGX TSI Iron Ore CFR China (62% Fe Fines) Index SGX Baltic Capesize Time Charter (4 routes) Average SGX Baltic Panamax Time Charter Average SGX Baltic Supramax Time Charter Average SGX Baltic Handysize Time Charter Average SGX Platts Singapore Fuel Oil 180cst Index SGX Platts Singapore Fuel Oil 380cst Index SGX Singapore Visco Spread SGX Platts Dated Brent Index SGX Platts Kerosene FOB Singapore Index SGX Options on TSI Iron Ore CFR China (62% FE Fines) Index Option Contract SGX Options on Baltic Capesize Time Charter Average (4 routes) Contract SGX Baltic Capesize Time Charter Average ( routes) SGX Options on Baltic Capesize Time Charter Average ( routes) SGX Options on Baltic Panamax Time Charter Average Contract SGX Options on Baltic Supramax Time Charter Average Contract SGX Options on Baltic Handysize Time Charter Average Contract SGX Platts Gasoil FOB Singapore Index SGX Singapore Regrade Spread SGX Platts Naphtha CFR Japan Index SGX PLATTS PX CFR China Index SGX ICIS LLDPE CFR China Index SGX ICIS LLDPE CFR S.E.Asia Index SGX ICIS PP Flat Yarn (Raffia) CFR China Index SGX ICIS PP Flat Yarn (Raffia) CFR S.E.Asia Index SGX API 8 CFR China Coal Index 10 SGX IHS McCloskey Indonesian Sub-Bit FOB Index 10 SGX TSI CFR China Premium JM2 Coking Coal SGX TSI FOB Australia Premium Coking Coal SGX API 4 FOB Richards Bay Coal 10 SGX API FOB Newcastle Coal 10 SGX Hot-Rolled Coil (HRC) Steel CFR ASEAN Index SGX AUD/USD 0

3 SGX AUD/JPY 0 SGX INR/USD 0 SGX USD/SGD 0 SGX KRW/USD 0 SGX KRW/JPY 0 SGX USEP Quarterly Base Load Electricity 10 SGX USD/CNH 20 SGX CNY/USD 20 SGX THB/USD 0 SGX USD/JPY (Standard) 20 SGX USD/JPY (Titan) 20 Appendix B To Regulatory Notice MINIMUM TICK SCHEDULE FOR NEGOTIATED LARGE TRADES Contract Market Tick Size NLT Tick Size Eurodollar and Options Spot point (US$6.2) Subsequent contract months point (US$12.0) Euroyen Tibor Spot and subsequent 3 contract months point ( 62) th contract month onwards 0.00 point ( 1,20) All point (US$0.2) All point ( 20) Euroyen Tibor Options 0.00 point ( 1,20) point ( 20) Euroyen Libor Spot and subsequent 3 contract months point ( 62) th contract month onwards 0.00 point ( 1,20) All point ( 20) Euroyen Tibor Options 0.00 point ( 1,20) point ( 20) Mini JGB and Options 0.01 per 100 face value ( 1,000) 0.01 per 100 face value ( 1,000) Nikkei 22 Index index points ( 2,00) 0.01 index point ( ) Nikkei 22 Index Options 1 index point ( 00) 0.01 index point ( ) USD Nikkei 22 Index index points (US$2) 0.01 index point (US$0.0) Mini Nikkei 22 Index 1 index point ( 100) 0.01 index point ( 1) MSCI Asia APEX 0 Index 0. index point (US$2) 0.01 index point (US$0.0) MSCI India Index 0.2 index points (US$10) 0.01 index point (US$0.0) MSCI Indonesia Index index points (US$10) 0.01 index point (US$0.02) MSCI Philippines Index 1 index points (US$10) 0.01 index point (US$0.10) MSCI Taiwan Index 0.1 index point (US$10) 0.01 index point (US$1.00) MSCI Taiwan Index Options 0.01 index point (US$1.00) 0.01 index point (US$1.00)

4 MSCI Thailand Index 0.2 index points (US$) 0.01 index point (US$0.20) MSCI Singapore Index and Options 0.0 index point (S$) 0.01 index point (S$1.00) Straits Times Index 1 index point (S$10) 0.01 index point (S$0.10) SGX CNX Nifty Index 0. index point (US$1) 0.01 index point (US$0.02) SGX CNX Nifty Index Options 0.1 index point (US$0.20) 0.01 index point (US$0.02) SGX FTSE China A0 Index 2. index points (US$2.0) 0.01 index point (US$0.01) Nikkei Stock Average Dividend Point Index 0.1 index point ( 1,000) 0.01 index point ( 100) SGX Robusta Coffee US$ 1 per tonne US$ 1 per tonne SGX Platts Iron Ore CFR China (Lump Premium) Index SGX MB Iron Ore CFR China (8% FE Fines) Index SGX TSI Iron Ore CFR China (8% FE Fines) Index SGX TSI Iron Ore CFR China (62% Fe Fines) Index SGX Baltic Capesize Time Charter (4 routes) Average SGX Baltic Panamax Time Charter Average SGX Baltic Supramax Time Charter Average SGX Baltic Handysize Time Charter Average SGX Platts Singapore Fuel Oil 180cst Index SGX Platts Singapore Fuel Oil 380cst Index US$ per dry metric tonne unit US$ per dry metric tonne unit SGX Singapore Visco Spread SGX Platts Dated Brent Index US$0.01 per barrel US$0.01 per barrel SGX Platts Kerosene FOB Singapore Index US$0.01 per barrel US$0.01 per barrel SGX Platts Gasoil FOB Singapore Index US$0.01 per barrel US$0.01 per barrel SGX Singapore Regrade Spread US$0.01 per barrel US$0.01 per barrel SGX Platts Naphtha CFR Japan Index SGX PLATTS PX CFR China Index SGX ICIS LLDPE CFR China Index SGX ICIS LLDPE CFR S.E.Asia Index SGX ICIS PP Flat Yarn (Raffia) CFR China Index SGX ICIS PP Flat Yarn (Raffia) CFR S.E.Asia Index SGX API 8 CFR China Coal Index SGX IHS McCloskey Indonesian Sub-Bit FOB

5 Index SGX TSI CFR China Premium JM2 Coking Coal SGX TSI FOB Australia Premium Coking Coal SGX API 4 FOB Richards Bay Coal SGX API FOB NewCastle Coal SGX Hot-Rolled Coil (HRC) Steel CFR ASEAN Index SGX AUD/USD US$ (US$2.0) US$ (US$2.0) SGX AUD/JPY 0.01 ( 20) 0.01 ( 20) SGX INR/USD 0.01 US cents per 100 rupees (US$2) US cents per 100 rupees (US$0.20) SGX USD/SGD S$ (S$2.0) S$ (S$2.0) SGX KRW/USD US$ per 1,000 Korean won (US$2.0) SGX KRW/JPY SGX Options on TSI Iron Ore CFR China (62% FE Fines) Index Option Contract SGX Options on Baltic Capesize Time Charter (4 routes) Average Contract SGX Baltic Capesize Time Charter Average ( routes) SGX Options on Baltic Capesize Time Charter Average ( routes) SGX Options on Baltic Panamax Time Charter Average Contract SGX Options on Baltic Supramax Time Charter Average Contract SGX Options on Baltic Handysize Time Charter Average Contract SGX USEP Quarterly Base Load Electricity 0.01 per 1,000 Korean won ( 20) S$0.01 per MWh US$ per 1,000 Korean won (US$2.0) 0.01 per 1,000 Korean won ( 20) S$0.01 per MWh SGX USD/CNH CNH (CNH 10) CNH (CNH 10) SGX CNY/USD SGX THB/USD US$ per 10 Chinese yuan (US$.00) US$0.00 per 1,000 Thai baht (US$.00) US$ per 10 Chinese yuan (US$.00) US$0.00 per 1,000 Thai baht (US$.00) SGX USD/JPY (Standard) 0.00 ( 00) 0.00 ( 00) SGX USD/JPY (Titan) 0.00 ( 2,00) 0.00 ( 2,00) Addition: Underlined Deletion: Struck through

6 Appendix 1 Final Settlement Price Oil Swaps Contract AMENDMENTS TO SGX-DC CLEARING RULES Product Contract Final Settlement Price Dated Brent Dated Brent Swap Cash settlement using arithmetic average of Platts daily spot assessments in the contract month, rounded to three decimal places. Addition: Underlined Deletion: Struck through