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Malaysia Derivatives Exchange: Eligible Malaysian Government Securities For FMG5 September 2002 Contract

Date 10/06/2002

The Malaysia Derivatives Exchange Berhad (MDEX) is proud to announce the eligible basket of Malaysian Government Securities (MGS) for the September 2002 contract of MGS futures (or FMG5). This contract expires on September 18, 2002.

The eligible MGS for the September 2002 futures contract comprises the following:

No Maturity Date Issue Code Year Issued Coupon (% p.a) Amount
(RM million)
Weightage
1 15/03/2007 MW86001H 1986 8.600 1300 17.5%
2 15/03/2007 MT89001A 1989 6.900 3500 30.0%
3 15/07/2007 MW86002T 1986 8.600 1200 17.5%
4 15/10/2007 MN97001A 1997 7.284 1000 17.5%
5 01/12/2007 MW86003X 1986 8.600 850 17.5%
The eligible MGS are prescribed by the Exchange according to the contract specifications mentioned in the MDEX Business Rules as follows:
  1. Subject to sub-clause (3) below, for an existing MGS in the market, or in the case of new MGS/reissued MGS that fulfil the requirement of a minimum issuance size of RM 500 million 4½ to 5½ years term to maturity on the 1st calendar day of the Contract month, will be included;
  2. The eligible MGS and its weightage for the following quarterly month Contract will be announced on the 10th day of the expiry month for the current quarterly month (March, June, September, December) or the next Business Day immediately following the 10th day of the current quarterly month if the 10th day is not a Business Day.
  3. No new MGS will be included after the announcement of eligible MGS for the spot quarterly month Contract. (September 2002 contract)