SFE INDEX FUTURES
TRADEABLE ON THE SYDNEY FUTURES EXCHANGE
Updated Contract Specifications are available from the SFE in the form of
a .pdf file
Specifications Last updated on Wednesday, November 26 2003
Updated Initial Margins are availablefrom the SFE in the form of a .pdf file
Initial Margins Last updated on Wednesday, November
26 2003
Index Contracts
Minimum Price Movement: 1 cent, corresponding
to $10 per contract
Last Trading Day: 4pm on the last Thursday of Settlement Months
Delivery Unit: 1000 shares, delivered on the business day following the contract's
Last Trading Day.
Adjustment method: No adjustment for dividends but for all other capital reconstructions
such as
share splits, bonus & rights issues etc.
|
MONTH CODES
|
Last Trading Day: 4pm on the last Thursday
of Settlement Months
Adjustment Methods: 1.
CODE |
UNIT |
UNIT |
SETTLEMENT |
MIN.PRICE MOVT PER |
SETTLEMENT |
DELIVERY |
ADJUST. |
200 Ansell |
ANN |
G K Q X |
$2 |
" |
200 |
1. |
|
1012 AMP |
AMP |
H M U Z |
$10.12 |
" |
1012 |
1. |
|
1042 ANZ Bank |
ANZ |
F J N V |
$10.42 |
" |
1042 |
1. |
|
1000 |
CBA |
monthly up to 4 months ahead |
$10 |
" |
1000 |
2. |
|
1000 Telstra |
TLS |
monthly up to 4 months ahead |
$10 |
" |
1000 |
2. |