Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

MDEX Announces Eligible MGS For FMG5 December 2002 Contract

Date 10/09/2002

The Malaysia Derivatives Exchange Berhad (MDEX) would like to announce eligible Malaysian Government Securities (MGS) for the December 2002 contract of MGS futures contract (FMG5). This contract expires on 18 December 2002.

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

No Maturity Date Issue Code Year Issued Coupon (% p.a) Amount (RM million) Weightage
1
15/07/2007
MW86002T
1986
8.600
1200
25%
2
15/10/2007
MN97001A
1997
7.284
1000
25%
3
01/12/2007
MW86003X
1986
8.600
850
25%
4
15/03/2008
MW87001S
1987
7.600
650
25%

The eligible MGS are specified by the Exchange according to the contract specifications mentioned in the MDEX Business Rules as follows:

  1. Subject to sub-clause (c) hereinbelow, 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. (December 2002 contract)