SGX MSCI Malaysia Index Futures

November 2014

Key Features

Sector Weights of MSCI Malaysia IndexSM

Well-known benchmark on Malaysia equities referenced

globally by structured derivatives
High correlation with domestic KLCI index with same Last
Trading Day and comparable settlement methodology
Extended trading hours

4%

4% 3%

Financials
Industrials

9%

33%

Telecommunication Services

10%

Consumer Staples

US$ Denominated
CFTC Certified

Consumer Discretionary

11%
12%

14%

Top 10 Companies in
MSCI Malaysia IndexSM

Source: Bloomberg, 31 October 2014

Total stock components = 43

Contract Specifications

Stock

Index Weight (%)

Public Bank Bhd

9.91

Malayan Banking Bhd

8.68

Tenaga Nasional Bhd

7.41

CIMB Group Holdings Bhd

6.38

Sime Darby Bhd

5.77

Genting Bhd

3.94

DiGi.Com Bhd

3.78

Axiata Group Bhd

3.56

Petronas Chemicals Group Bhd

3.38

10

Petronas Gas Bhd

3.06

Source: MSCI, 31 October 2014

Oct 2013 Oct 2014

FTSE Bursa Malaysia KLCI Index

92%

Euro Stoxx 50 Index

62%

ASX SPI 200TM Index

53%

MSCI Singapore IndexSM

53%

MSCI Taiwan IndexSM

45%
36%

MSCI Indonesia Index

27%

CNX Nifty Index

25%

Nikkei 225 Index

1%

SM

FTSE China A50 Index

Source: MSCI, 31 October 2014

Energy

Underlying
Stock Index

MSCI Malaysia IndexSM

Contract Size

US$20 x SGX MSCI Malaysia Index

Futures price US$12,800*
(*Assuming futures price of 640)

Contract Months

2 nearest serial months and Mar, Jun, Sep

and Dec months on 1-year cycle

Minimum Price
Fluctuation

0.25 index point (US$5)

Trading Hours
(Singapore Time)

T session: 8.30am 5.30pm

Last Trading Day

Last business day of the contract month

Price Limits

20% of previous settlement price

(10 minutes cooling off period when each
limit is reached). Thereafter no price limits
for rest of the day. No price limits for
expiring contract on its Last Trading Day.

Settlement Basis

Cash settlement

Final Settlement
Price

Average value of the MSCI Malaysia Index

taken at each minute during the last 1 hour
preceding the closing auction session
on Bursa Malaysia Securities Berhad,
including the closing Index value, rounded
to 2 decimal places.

Position Limit

25,000 lots (higher limits available

upon approval)

Negotiated Large
Trade (NLT)

Minimum 50 lots

Index Price
Information
(Vendor: Ticker)

Bloomberg: MXMY <Index>

Futures Price
Information
(Vendor: Ticker)

Bloomberg: MYIA Index

Correlation Matrix

S&P 500 Index

Materials
Health Care

MSCI Malaysia IndexSM

Utilities

-24%

T+1 session: 6.30pm 2.00am (next day)

Reuters: .MIMY00000PMY

Reuters: SMY: F3

MSCI Malaysia IndexSM Historical Performance

Source: Bloomberg, 13 November 2014

MSCI Malaysia IndexSM Historical Volatility

Source: Bloomberg, 13 November 2014

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Futures or options contract on any MSCI index are not sponsored, guaranteed, endorsed, sold or promoted by MSCI, any affiliate of MSCI or any other party involved in, or related to, making or
compiling any indexes (but expressly excluding the exchange). MSCI bears no liability of any kind with respect to such contracts.

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